New shares will be accepted to margin trading starting from April 1, 2021. From this date on, risk parameters will be applied according to the table below.
- Market risk rates and concentration limits:
№ |
Ticker |
Name |
Minimum Initial Margin for the Market Risk, % |
Concentration Limit, number of securities |
Ban on short-selling |
Collateral |
Level 1, S_1_min |
Level 2, S_2_min |
Level 3, S_3_min |
Level 1 |
Level 2 |
1 |
AMAT-RM |
Applied Materials, Inc. |
16% |
25% |
36% |
5 961 |
29 807 |
No |
No |
2 |
BSX-RM |
Boston Scientific Corporation |
15% |
24% |
34% |
17 537 |
87 687 |
No |
No |
3 |
COP-RM |
ConocoPhillips |
17% |
27% |
38% |
11 510 |
57 554 |
No |
No |
4 |
FISV-RM |
Fiserv, Inc. |
13% |
21% |
29% |
5 488 |
27 444 |
No |
No |
5 |
ILMN-RM |
Illumina, Inc. |
19% |
30% |
42% |
1 681 |
8 409 |
No |
No |
6 |
KR-RM |
The Kroger Co. |
15% |
24% |
34% |
19 214 |
96 070 |
No |
No |
7 |
LLY-RM |
Eli Lilly and Company |
14% |
22% |
31% |
3 274 |
16 371 |
No |
No |
8 |
LOW-RM |
Lowe's Companies Inc. |
15% |
24% |
34% |
3 971 |
19 858 |
No |
No |
9 |
LRCX-RM |
Lam Research Corporation |
16% |
25% |
36% |
1 298 |
6 491 |
No |
No |
10 |
MPC-RM |
Marathon Petroleum Corporation |
20% |
32% |
45% |
11 797 |
58 989 |
No |
No |
11 |
NOW-RM |
Servicenow, Inc. |
18% |
28% |
40% |
1 392 |
6 963 |
No |
No |
12 |
OXY-RM |
Occidental Petroleum Corporation |
22% |
35% |
49% |
22 244 |
111 220 |
No |
No |
13 |
RTX-RM |
Raytheon Technologies Corporation |
15% |
24% |
34% |
8 677 |
43 386 |
No |
No |
14 |
SWN-RM |
Southwestern Energy Company |
29% |
45% |
64% |
154 148 |
770 740 |
No |
No |
15 |
TMO-RM |
Thermo Fisher Scientific Inc. |
13% |
21% |
29% |
1 512 |
7 562 |
No |
No |
16 |
UNP-RM |
Union Pacific Corporation |
13% |
21% |
29% |
3 182 |
15 912 |
No |
No |
17 |
UPS-RM |
United Parcel Service, Inc. |
13% |
21% |
29% |
4 063 |
20 315 |
No |
No |
18 |
VRTX-RM |
Vertex Pharmaceuticals Incorporated |
28% |
44% |
63% |
3 178 |
15 894 |
No |
No |
- Stress collateral scenarios:
№ |
Ticker |
Name |
Scen_UP |
Scen_DOWN |
1 |
AMAT-RM |
Applied Materials, Inc. |
9% |
7% |
2 |
BSX-RM |
Boston Scientific Corporation |
8% |
6% |
3 |
COP-RM |
ConocoPhillips |
11% |
9% |
4 |
FISV-RM |
Fiserv, Inc. |
9% |
7% |
5 |
ILMN-RM |
Illumina, Inc. |
14% |
12% |
6 |
KR-RM |
The Kroger Co. |
10% |
8% |
7 |
LLY-RM |
Eli Lilly and Company |
9% |
7% |
8 |
LOW-RM |
Lowe's Companies Inc. |
10% |
8% |
9 |
LRCX-RM |
Lam Research Corporation |
10% |
8% |
10 |
MPC-RM |
Marathon Petroleum Corporation |
11% |
9% |
11 |
NOW-RM |
Servicenow, Inc. |
11% |
9% |
12 |
OXY-RM |
Occidental Petroleum Corporation |
14% |
12% |
13 |
RTX-RM |
Raytheon Technologies Corporation |
10% |
8% |
14 |
SWN-RM |
Southwestern Energy Company |
7% |
5% |
15 |
TMO-RM |
Thermo Fisher Scientific Inc. |
8% |
6% |
16 |
UNP-RM |
Union Pacific Corporation |
9% |
7% |
17 |
UPS-RM |
United Parcel Service, Inc. |
9% |
7% |
18 |
VRTX-RM |
Vertex Pharmaceuticals Incorporated |
9% |
7% |