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25.10.2021 17:53

Risk parameters for new shares

New shares will be accepted to margin trading starting from November 1, 2021. From this date on, risk parameters will be applied according to the table below.

  1. Market risk rates and concentration limits, attributes for ban on short selling and eligible collateral:
№ Ticker Name Market risk rates, % Concentration limits, units Ban on short selling Eligible collateral
Level 1, S_1_min Level 2, S_2_min Level 3, S_3_min Level 1 Level 2
1 MCK-RM MCKESSON CORP 16% 26% 36% 3 397 16 985 No No
2 YUM-RM YUM BRANDS INC 16% 26% 36% 5 612 28 059 No No
3 HCA-RM HCA HEALTHCARE, INC. 17% 27% 39% 2 806 14 031 No No
4 CTXS-RM CITRIX SYSTEMS INC 17% 27% 39% 7 111 35 553 No No
5 ADSK-RM AUTODESK, INC. 18% 29% 41% 2 302 11 509 No No
6 TER-RM TERADYNE, INC 18% 29% 41% 6 117 30 584 No No
7 CMA-RM COMERICA INC 20% 32% 45% 8 036 40 179 No No
8 SWK-RM STANLEY BLACK & DECKER, INC. 17% 27% 39% 3 776 18 881 No No
9 DRI-RM DARDEN RESTAURANTS INC 22% 35% 50% 4 885 24 425 No No
10 ES-RM EVERSOURCE ENERGY 13% 21% 30% 8 211 41 057 No No
11 ETR-RM ENTERGY CORP /DE/ 13% 21% 30% 6 790 33 949 No No
12 AEE-RM AMEREN CORP 13% 21% 30% 8 329 41 644 No No
13 LKQ-RM LKQ CORP 18% 29% 41% 12 605 63 024 No No
14 AME-RM AMETEK INC/ 14% 23% 32% 5 416 27 081 No No
15 FMC-RM FMC CORP 16% 26% 36% 7 640 38 200 No No
16 ABC-RM AMERISOURCEBERGEN CORP 15% 24% 34% 5 760 28 798 No No
17 EVRG-RM EVERGY, INC. 15% 24% 34% 10 988 54 942 No No
18 ALL-RM ALLSTATE CORP/THE 15% 24% 34% 5 549 27 745 No No
19 NSC-RM NORFOLK SOUTHERN CORP 15% 24% 34% 2 479 12 394 No No
20 NTRS-RM NORTHERN TRUST CORP 15% 24% 34% 5 668 28 339 No No
21 ROL-RM ROLLINS INC 15% 24% 34% 18 170 90 852 No No
22 PFG-RM PRINCIPAL FINANCIAL GROUP INC 18% 29% 41% 10 229 51 144 No No
23 PVH-RM PVH CORP. /DE/ 25% 40% 56% 6 344 31 720 No No
24 AJG-RM ARTHUR J GALLAGHER & CO 13% 21% 30% 4 300 21 502 No No
25 KEYS-RM KEYSIGHT TECHNOLOGIES, INC. 16% 26% 36% 4 031 20 153 No No
26 BLL-RM BALL CORP 14% 23% 32% 7 703 38 514 No No
27 WM-RM WASTE MANAGEMENT INC 12% 19% 27% 4 320 21 600 No No
28 LNT-RM ALLIANT ENERGY CORP 13% 21% 30% 12 379 61 893 No No
29 DGX-RM QUEST DIAGNOSTICS INC 14% 23% 32% 4 849 24 243 No No
30 PH-RM PARKER HANNIFIN CORP 17% 27% 39% 2 374 11 868 No No
31 ZBH-RM ZIMMER BIOMET HOLDINGS, INC. 17% 27% 39% 4 722 23 610 No No
32 L-RM LOEWS CORP 17% 27% 39% 12 340 61 699 No No
33 EIX-RM EDISON INTERNATIONAL 17% 27% 39% 11 750 58 750 No No
34 WAB-RM WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 17% 27% 39% 7 687 38 435 No No
35 PNC-RM PNC FINANCIAL SERVICES GROUP I 17% 27% 39% 3 287 16 436 No No
36 XRAY-RM DENTSPLY SIRONA INC. 19% 31% 43% 12 183 60 916 No No
37 DE-RM DEERE & CO 15% 24% 34% 2 085 10 424 No No
38 CHD-RM CHURCH & DWIGHT CO INC /DE/ 13% 21% 30% 8 388 41 939 No No
39 RSG-RM REPUBLIC SERVICES, INC. 13% 21% 30% 5 330 26 648 No No
40 MMC-RM MARSH & MCLENNAN COS INC 13% 21% 30% 4 189 20 944 No No
41 WEC-RM WEC ENERGY GROUP, INC. 14% 23% 32% 7 749 38 746 No No
42 AWK-RM AMERICAN WATER WORKS COMPANY, INC. 14% 23% 32% 4 040 20 200 No No
43 SRE-RM SEMPRA ENERGY 15% 24% 34% 5 415 27 075 No No
44 KSU-RM KANSAS CITY SOUTHERN 18% 29% 41% 2 326 11 631 No No
45 TRMB-RM TRIMBLE INC. 18% 29% 41% 8 153 40 765 No No
46 SEE-RM SEALED AIR CORP/DE 18% 29% 41% 11 966 59 828 No No
47 WRK-RM WESTROCK CO 21% 34% 47% 14 618 73 090 No No
48 MCHP-RM MICROCHIP TECHNOLOGY INC 19% 31% 43% 9 445 47 226 No No
49 GNRC-RM GENERAC HOLDINGS INC 19% 31% 43% 1 510 7 551 No No
50 TRV-RM TRAVELERS COS INC/THE 14% 23% 32% 4 374 21 872 No No
51 SNPS-RM SYNOPSYS INC 15% 24% 34% 2 212 11 059 No No
52 EL-RM ESTEE LAUDER COMPANIES INC 15% 24% 34% 2 168 10 839 No No
53 CMI-RM CUMMINS INC 15% 24% 34% 2 951 14 754 No No
54 ZTS-RM ZOETIS INC. 15% 24% 34% 3 406 17 032 No No
55 SJM-RM J M SMUCKER CO 15% 24% 34% 5 776 28 880 No No
56 LHX-RM L3HARRIS TECHNOLOGIES, INC. /DE/ 15% 24% 34% 2 902 14 512 No No
57 TSCO-RM TRACTOR SUPPLY CO /DE/ 15% 24% 34% 3 411 17 057 No No
58 PKI-RM PERKINELMER INC 15% 24% 34% 4 027 20 135 No No
59 A-RM AGILENT TECHNOLOGIES, INC. 15% 24% 34% 4 496 22 482 No No
60 GPN-RM GLOBAL PAYMENTS INC 18% 29% 41% 4 495 22 477 No No
61 PTC-RM PTC INC 18% 29% 41% 5 544 27 722 No No
62 PWR-RM QUANTA SERVICES, INC. 18% 29% 41% 6 016 30 081 No No
63 FTNT-RM FORTINET, INC. 20% 32% 45% 2 118 10 592 No No
64 VRSK-RM VERISK ANALYTICS, INC. 16% 26% 36% 3 320 16 599 No No
65 RHI-RM ROBERT HALF INTERNATIONAL INC. 16% 26% 36% 6 306 31 532 No No
66 MAS-RM MASCO CORP /DE/ 16% 26% 36% 11 642 58 210 No No
67 CDNS-RM CADENCE DESIGN SYSTEMS INC 16% 26% 36% 4 259 21 297 No No
68 CTLT-RM CATALENT, INC. 21% 34% 47% 5 351 26 757 No No
69 ALK-RM ALASKA AIR GROUP, INC. 31% 50% 70% 13 200 65 999 No No
70 MTB-RM M&T BANK CORP 22% 35% 50% 4 443 22 213 No No
71 OMC-RM OMNICOM GROUP INC. 17% 27% 39% 10 010 50 048 No No
72 HSIC-RM HENRY SCHEIN INC 17% 27% 39% 8 891 44 454 No No
73 LDOS-RM LEIDOS HOLDINGS INC 17% 27% 39% 6 961 34 804 No No
74 STZ-RM CONSTELLATION BRANDS, INC. 18% 29% 41% 3 237 16 187 No No
75 LW-RM LAMB WESTON HOLDINGS, INC. 23% 37% 52% 12 020 60 102 No No
76 ZION-RM ZIONS BANCORP NA 21% 34% 47% 10 699 53 493 No No
77 IQV-RM IQVIA HOLDINGS INC. 22% 35% 50% 2 765 13 825 No No
78 AKAM-RM AKAMAI TECHNOLOGIES INC 22% 35% 50% 6 581 32 905 No No
79 KMX-RM CARMAX INC 35% 50% 75% 4 952 24 761 No No
80 PTON-RM PELOTON INTERACTIVE, INC. 100% 100% 100% 2 000 2 001 No No

 

  1. Stress collateral scenarios:
№ Ticker Name Scen_UP Scen_DOWN
1 MCK-RM MCKESSON CORP 9% 7%
2 YUM-RM YUM BRANDS INC 9% 7%
3 HCA-RM HCA HEALTHCARE, INC. 11% 9%
4 CTXS-RM CITRIX SYSTEMS INC 8% 6%
5 ADSK-RM AUTODESK, INC. 10% 8%
6 TER-RM TERADYNE, INC 9% 7%
7 CMA-RM COMERICA INC 9% 7%
8 SWK-RM STANLEY BLACK & DECKER, INC. 11% 9%
9 DRI-RM DARDEN RESTAURANTS INC 12% 10%
10 ES-RM EVERSOURCE ENERGY 11% 8%
11 ETR-RM ENTERGY CORP /DE/ 11% 9%
12 AEE-RM AMEREN CORP 10% 9%
13 LKQ-RM LKQ CORP 12% 10%
14 AME-RM AMETEK INC/ 9% 8%
15 FMC-RM FMC CORP 10% 7%
16 ABC-RM AMERISOURCEBERGEN CORP 9% 6%
17 EVRG-RM EVERGY, INC. 10% 7%
18 ALL-RM ALLSTATE CORP/THE 8% 8%
19 NSC-RM NORFOLK SOUTHERN CORP 9% 8%
20 NTRS-RM NORTHERN TRUST CORP 10% 5%
21 ROL-RM ROLLINS INC 7% 8%
22 PFG-RM PRINCIPAL FINANCIAL GROUP INC 10% 8%
23 PVH-RM PVH CORP. /DE/ 10% 7%
24 AJG-RM ARTHUR J GALLAGHER & CO 9% 7%
25 KEYS-RM KEYSIGHT TECHNOLOGIES, INC. 9% 7%
26 BLL-RM BALL CORP 9% 7%
27 WM-RM WASTE MANAGEMENT INC 9% 5%
28 LNT-RM ALLIANT ENERGY CORP 9% 7%
29 DGX-RM QUEST DIAGNOSTICS INC 9% 7%
30 PH-RM PARKER HANNIFIN CORP 10% 7%
31 ZBH-RM ZIMMER BIOMET HOLDINGS, INC. 8% 7%
32 L-RM LOEWS CORP 9% 8%
33 EIX-RM EDISON INTERNATIONAL 9% 7%
34 WAB-RM WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 9% 6%
35 PNC-RM PNC FINANCIAL SERVICES GROUP I 9% 7%
36 XRAY-RM DENTSPLY SIRONA INC. 7% 7%
37 DE-RM DEERE & CO 9% 7%
38 CHD-RM CHURCH & DWIGHT CO INC /DE/ 9% 7%
39 RSG-RM REPUBLIC SERVICES, INC. 9% 8%
40 MMC-RM MARSH & MCLENNAN COS INC 8% 7%
41 WEC-RM WEC ENERGY GROUP, INC. 9% 6%
42 AWK-RM AMERICAN WATER WORKS COMPANY, INC. 10% 8%
43 SRE-RM SEMPRA ENERGY 10% 7%
44 KSU-RM KANSAS CITY SOUTHERN 9% 7%
45 TRMB-RM TRIMBLE INC. 12% 10%
46 SEE-RM SEALED AIR CORP/DE 9% 6%
47 WRK-RM WESTROCK CO 8% 7%
48 MCHP-RM MICROCHIP TECHNOLOGY INC 11% 9%
49 GNRC-RM GENERAC HOLDINGS INC 11% 9%
50 TRV-RM TRAVELERS COS INC/THE 10% 7%
51 SNPS-RM SYNOPSYS INC 8% 8%
52 EL-RM ESTEE LAUDER COMPANIES INC 9% 7%
53 CMI-RM CUMMINS INC 9% 6%
54 ZTS-RM ZOETIS INC. 8% 6%
55 SJM-RM J M SMUCKER CO 8% 7%
56 LHX-RM L3HARRIS TECHNOLOGIES, INC. /DE/ 9% 6%
57 TSCO-RM TRACTOR SUPPLY CO /DE/ 10% 7%
58 PKI-RM PERKINELMER INC 8% 6%
59 A-RM AGILENT TECHNOLOGIES, INC. 8% 8%
60 GPN-RM GLOBAL PAYMENTS INC 8% 6%
61 PTC-RM PTC INC 9% 8%
62 PWR-RM QUANTA SERVICES, INC. 9% 7%
63 FTNT-RM FORTINET, INC. 10% 6%
64 VRSK-RM VERISK ANALYTICS, INC. 7% 5%
65 RHI-RM ROBERT HALF INTERNATIONAL INC. 9% 6%
66 MAS-RM MASCO CORP /DE/ 9% 7%
67 CDNS-RM CADENCE DESIGN SYSTEMS INC 8% 4%
68 CTLT-RM CATALENT, INC. 6% 7%
69 ALK-RM ALASKA AIR GROUP, INC. 1% 0%
70 MTB-RM M&T BANK CORP 5% 3%
71 OMC-RM OMNICOM GROUP INC. 7% 5%
72 HSIC-RM HENRY SCHEIN INC 7% 5%
73 LDOS-RM LEIDOS HOLDINGS INC 11% 9%
74 STZ-RM CONSTELLATION BRANDS, INC. 12% 10%
75 LW-RM LAMB WESTON HOLDINGS, INC. 6% 4%
76 ZION-RM ZIONS BANCORP NA 5% 1%
77 IQV-RM IQVIA HOLDINGS INC. 3% 3%
78 AKAM-RM AKAMAI TECHNOLOGIES INC 9% 7%
79 KMX-RM CARMAX INC 0% 0%
80 PTON-RM PELOTON INTERACTIVE, INC. 0% 0%
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01.11.2021