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 |