News

New shares will be accepted to margin trading starting from May 4, 2021. From this date on, risk parameters will be applied according to the table below.

 

  1. 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

ANTM-RM

Anthem Inc.

15%

24%

34%

1 769

8 843

No

No

2

APA-RM

APA Corporation

33%

52%

74%

35 712

178 556

No

No

3

CVS-RM

CVS Health Corporation

14%

22%

31%

8 790

43 946

No

No

4

CI-RM

Cigna Corporation

15%

24%

34%

2 652

13 259

No

No

5

DXCM-RM

DexCom, Inc.

22%

35%

49%

1 600

7 999

No

No

6

DG-RM

Dollar General Corporation

14%

22%

31%

3 152

15 760

No

No

7

ECL-RM

Ecolab Inc.

13%

21%

29%

2 926

14 627

No

No

8

GT-RM

Goodyear Tire & Rubber Company

26%

41%

58%

37 008

185 039

No

No

9

HPE-RM

Hewlett Packard Enterprise

17%

27%

38%

40 971

204 855

No

No

10

INTU-RM

Intuit Inc.

14%

22%

31%

1 604

8 018

No

No

11

ISRG-RM

Intuitive Surgical, Inc.

16%

25%

36%

770

3 848

No

No

12

LUMN-RM

Lumen Technologies, Inc.

23%

36%

51%

51 140

255 696

No

No

13

MNST-RM

Monster Beverage Corporation

16%

25%

36%

6 892

34 460

No

No

14

NLOK-RM

NortonLifeLock Inc.

21%

33%

47%

29 502

147 508

No

No

15

SAP-RM

SAP SE

13%

21%

29%

4 665

23 324

No

No

16

LUV-RM

Southwest Airlines Co.

21%

33%

47%

10 784

53 919

No

No

17

TJX-RM

The TJX Companies, Inc. 

14%

22%

31%

9 618

48 086

No

No

18

TSN-RM

Tyson Foods, Inc.

15%

24%

34%

8 536

42 679

No

No

19

VNT-RM

Vontier Corporation

22%

35%

49%

21 317

106 581

No

No

 

 

  1. Stress collateral scenarios:

 

Ticker

Name

Scen_UP

Scen_DOWN

1

ANTM-RM

Anthem Inc.

10%

8%

2

APA-RM

APA Corporation

8%

6%

3

CVS-RM

CVS Health Corporation

8%

6%

4

CI-RM

Cigna Corporation

10%

8%

5

DXCM-RM

DexCom, Inc.

13%

11%

6

DG-RM

Dollar General Corporation

9%

7%

7

ECL-RM

Ecolab Inc.

10%

8%

8

GT-RM

Goodyear Tire & Rubber Company

5%

3%

9

HPE-RM

Hewlett Packard Enterprise

10%

8%

10

INTU-RM

Intuit Inc.

9%

7%

11

ISRG-RM

Intuitive Surgical, Inc.

10%

8%

12

LUMN-RM

Lumen Technologies, Inc.

6%

4%

13

MNST-RM

Monster Beverage Corporation

12%

10%

14

NLOK-RM

NortonLifeLock Inc.

9%

7%

15

SAP-RM

SAP SE

10%

8%

16

LUV-RM

Southwest Airlines Co.

5%

3%

17

TJX-RM

The TJX Companies, Inc. 

10%

8%

18

TSN-RM

Tyson Foods, Inc.

10%

8%

19

VNT-RM

Vontier Corporation

8%

6%