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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.

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

 

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%

The following risk parameters will be changed:

Ticker

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

New value effective for

Current value

New value

BSPB

35%

77%

28.10.2021 - 01.11.2021

MET-RM

35%

77%

05.11.2021 - 09.11.2021

PPG-RM

35%

77%

05.11.2021 - 10.11.2021

SYF-RM

35%

77%

28.10.2021 - 01.11.2021

TJX-RM

35%

77%

05.11.2021 - 10.11.2021

As per the Securities market risk parameters methodology, on 25.10.2021, 16-42 (MSK) the lower bound of the price band (up to 8389) and initial margins (up to 16.25 %) for the security KMB-RM were changed. New values are available here
As per the Securities market risk parameters methodology, on 25.10.2021, 13-37 (MSK) the lower bound of the price band (up to 3298) and initial margins (up to 30 %) for the security PINS-RM were changed. New values are available here
As per the Securities market risk parameters methodology, on 25.10.2021, 11-03 (MSK) the lower bound of the price band (up to 3505) and initial margins (up to 25 %) for the security PINS-RM were changed. New values are available here