Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: Risk Parameters For New Shares

Date 23/10/2020

New shares will be accepted to margin trading starting from November 2, 2020. From this date on, risk parameters will be applied according to the table below.

Please note that minimum initial margin rates for the market risk from November 2, 2020 till November 5, 2020 will be set according to the news "Risk Parameters on the Moscow Exchange from November 2, 2020 till November 5, 2020".

TickerNameMinimum Initial Margin for the Market Risk, %Concentration Limit, number of securitiesBan on short-sellingCollateral
Level 1, S_1_minLevel 2, S_2_minLevel 3, S_3_minLevel 1Level 2
1 ABBV-RM AbbVie Inc. 15% 24% 34% 7 757 38 787 No No
2 ADBE-RM Adobe Inc. 14% 22% 31% 1 352 6 762 No No
3 BABA-RM Alibaba Group Holding Limited (ADR) 15% 24% 34% 2 135 10 677 No No
4 AAL-RM American Airlines Group Inc. 100% 100% 100% 49 735 248 677 No No
5 BIDU-RM Baidu, Inc. (ADR) 17% 27% 38% 4 923 24 613 No No
6 BIIB-RM Biogen Inc. 17% 27% 38% 2 451 12 257 No No
7 BMY-RM Bristol-Myers Squibb Company 14% 22% 31% 10 764 53 820 No No
8 AVGO-RM Broadcom Inc. 16% 25% 36% 1 752 8 758 No No
9 CSCO-RM Cisco Systems, Inc. 15% 24% 34% 16 848 84 238 No No
10 EA-RM Electronic Arts Inc. 16% 25% 36% 5 153 25 765 No No
11 FDX-RM FedEx Corporation 15% 24% 34% 2 370 11 850 No No
12 F-RM Ford Motor Company 21% 33% 47% 79 662 398 308 No No
13 GE-RM General Electric Company 16% 25% 36% 84 718 423 589 No No
14 GM-RM General Motors Company 16% 25% 36% 17 483 87 413 No No
15 HPQ-RM HP Inc. 18% 28% 40% 33 800 168 998 No No
16 NEM-RM Newmont Goldcorp Corporation 17% 27% 38% 10 803 54 016 No No
17 PYPL-RM PayPal Holdings, Inc. 16% 25% 36% 3 207 16 035 No No
18 QCOM-RM QUALCOMM Incorporated 15% 24% 34% 5 094 25 472 No No
19 TSLA-RM Tesla, Inc. 23% 36% 51% 1 536 7 680 No No
20 WMT-RM Walmart Inc. 12% 19% 27% 4 556 22 780 No No