Risk Parameters

Initial margin rates and concentration limits for Securities Market

Asset Minimum Initial Margin, Level 1, % Minimum Initial Margin, Level 2, % Minimum Initial Margin,Level 3, % Concentration Limit, Level 1,of securities Concentration Limit, Level 2,of securities
AAPL-RM 14.00 22.00 31.00 6 040 30 200
ABRD 100.00 100.00 100.00 2 000 2 001
ACKO 100.00 100.00 100.00 2 000 2 001
AFKS 35.00 49.00 78.00 9 215 200 46 076 000
AFLT 17.00 23.00 34.00 5 114 300 25 571 500
AGRO 50.00 71.00 95.00 16 483 82 415
AKEU 27.00 40.00 100.00 20 000 100 000
AKMB 100.00 100.00 100.00 2 000 2 001
AKNX 28.00 39.00 100.00 20 000 100 000
AKRN 50.00 71.00 95.00 3 010 15 050
AKSP 27.00 39.00 100.00 20 000 100 000
ALBK 100.00 100.00 100.00 2 000 2 001
ALNU 100.00 100.00 100.00 2 000 2 001
ALRS 17.00 23.00 34.00 3 796 908 18 984 540
AMD-RM 24.00 38.00 54.00 8 220 41 100
AMEZ 100.00 100.00 100.00 2 000 2 001
AMUNIBB2AER2 100.00 100.00 100.00 2 000 2 001
AMZN-RM 16.00 25.00 36.00 220 1 100
APTK 70.00 80.00 95.00 735 600 3 678 000
AQUA 100.00 100.00 100.00 2 000 2 001
ARSA 100.00 100.00 100.00 2 000 2 001
ASSB 100.00 100.00 100.00 2 000 2 001
ATAD-ME 37.00 52.00 83.00 82 946 414 732
ATVI-RM 15.00 24.00 34.00 8 310 41 550
AVAN 100.00 100.00 100.00 2 000 2 001
BA-RM 31.00 49.00 69.00 3 870 19 350
BANE 35.00 49.00 78.00 6 000 30 000
BANEP 35.00 49.00 78.00 23 200 116 000
BELU 100.00 100.00 100.00 2 000 2 001
BISV 100.00 100.00 100.00 2 000 2 001
BISVP 100.00 100.00 100.00 2 000 2 001
BLNG 100.00 100.00 100.00 2 000 2 001
BRZL 100.00 100.00 100.00 2 000 2 001
BSPB 35.00 49.00 78.00 233 600 1 168 000
CBOM 36.00 51.00 80.00 13 149 600 65 748 000
CH0205819441 7.00 10.00 13.00 600 3 000
CH0248531110 100.00 100.00 100.00 2 000 2 001
CH0346828400 9.00 12.00 15.00 2 000 10 000
CH0374882816 11.00 14.00 17.00 2 000 10 000
CH0379268748 18.00 21.00 24.00 1 800 9 000
CH0385518086 13.00 16.00 19.00 660 3 300
CH0404311711 14.00 17.00 20.00 3 000 15 000
CH0419041618 100.00 100.00 100.00 2 000 2 001
CH0419041634 48.00 51.00 54.00 600 3 000
CHEP 100.00 100.00 100.00 2 000 2 001
CHGZ 100.00 100.00 100.00 2 000 2 001
CHKZ 100.00 100.00 100.00 2 000 2 001
CHMF 17.00 23.00 36.00 243 000 1 215 000
CHMK 100.00 100.00 100.00 2 000 2 001
CNTL 100.00 100.00 100.00 2 000 2 001