New shares will be accepted to margin trading starting from October 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 |
AES-RM |
The Aes Corp |
16% |
26% |
36% |
29 372 |
146 861 |
No |
No |
|
2 |
CNP-RM |
Centerpoint Energy Inc |
16% |
26% |
36% |
27 095 |
135 475 |
No |
No |
|
3 |
HLT-RM |
Hilton Inc |
18% |
29% |
41% |
5 081 |
25 409 |
No |
No |
|
4 |
OTIS-RM |
Otis Worldwide Corp |
18% |
29% |
41% |
8 113 |
40 566 |
No |
No |
|
5 |
IR-RM |
Ingersoll Rand Inc |
19% |
31% |
43% |
12 866 |
64 332 |
No |
No |
|
6 |
MAR-RM |
Marriot Int Cl A |
19% |
31% |
43% |
4 514 |
22 571 |
No |
No |
|
7 |
HES-RM |
Hess Corp |
22% |
35% |
50% |
9 138 |
45 692 |
No |
No |
|
8 |
NOV-RM |
Nov Inc |
22% |
35% |
50% |
53 124 |
265 620 |
No |
No |
|
9 |
EXPE-RM |
Expedia Group Inc |
23% |
37% |
52% |
4 003 |
20 015 |
No |
No |
|
10 |
CARR-RM |
Carrier Global Corp |
23% |
37% |
52% |
12 961 |
64 805 |
No |
No |
|
11 |
BBWI-RM |
Bath & Body Works, Inc |
28% |
45% |
63% |
10 216 |
51 082 |
No |
No |
|
12 |
FANG-RM |
Diamondback Energy |
30% |
48% |
68% |
7 760 |
38 801 |
No |
No |
|
13 |
NI-RM |
NiSource Inc |
13% |
21% |
30% |
28 675 |
143 375 |
No |
No |
|
14 |
DUK-RM |
Duke Energy Corp |
12% |
19% |
27% |
6 992 |
34 962 |
No |
No |
|
15 |
CTVA-RM |
Corteva Inc |
18% |
29% |
41% |
16 272 |
81 362 |
No |
No |
|
16 |
PRU-RM |
Prudential Financial Inc |
18% |
29% |
41% |
6 636 |
33 180 |
No |
No |
|
17 |
UNM-RM |
Unumprovident Corp |
20% |
32% |
45% |
28 286 |
141 431 |
No |
No |
|
18 |
PXD-RM |
Pioneer Natural Resources Company |
19% |
31% |
43% |
4 249 |
21 245 |
No |
No |
|
19 |
TFC-RM |
Truist Financial Corp |
17% |
27% |
39% |
11 870 |
59 352 |
No |
No |
|
20 |
CFG-RM |
Citizens Financial Group Inc/Ri |
25% |
40% |
56% |
15 191 |
75 958 |
No |
No |
|
21 |
EXC-RM |
Exelon Corp |
13% |
21% |
30% |
13 982 |
69 911 |
No |
No |
|
22 |
XEL-RM |
XCEL Energy Inc |
13% |
21% |
30% |
10 873 |
54 365 |
No |
No |
|
23 |
ROST-RM |
Ross Stores Inc |
17% |
27% |
39% |
5 935 |
29 678 |
No |
No |
|
24 |
LEN-RM |
Lennar Corp |
18% |
29% |
41% |
6 887 |
34 438 |
No |
No |
|
25 |
NWL-RM |
Newell Rubbermaid Inc |
19% |
31% |
43% |
29 086 |
145 434 |
No |
No |
|
26 |
COF-RM |
Capital One Financial Corp |
19% |
31% |
43% |
4 143 |
20 716 |
No |
No |
|
27 |
FITB-RM |
Fifth Third Bancorp |
20% |
32% |
45% |
16 586 |
82 930 |
No |
No |
|
28 |
DFS-RM |
Discover Financial Services |
19% |
31% |
43% |
5 295 |
26 478 |
No |
No |
|
29 |
ADI-RM |
Analog Devices |
14% |
23% |
32% |
3 856 |
19 282 |
No |
No |
|
30 |
SO-RM |
Southern Company |
15% |
24% |
34% |
10 900 |
54 503 |
No |
No |
|
31 |
D-RM |
Dominion Resources |
13% |
21% |
30% |
9 231 |
46 157 |
No |
No |
|
32 |
PHM-RM |
Pultegroup |
19% |
31% |
43% |
14 497 |
72 487 |
No |
No |
|
33 |
CSX-RM |
CSX Corp |
15% |
24% |
34% |
22 632 |
113 163 |
No |
No |
|
34 |
BWA-RM |
Borgwarner Inc |
16% |
26% |
36% |
15 708 |
78 540 |
No |
No |
|
35 |
DXC-RM |
Dxc Technology Company |
28% |
45% |
63% |
19 710 |
98 552 |
No |
No |
|
36 |
EOG-RM |
Eog Resources |
21% |
34% |
47% |
8 815 |
44 077 |
No |
No |
|
37 |
AIG-RM |
American International Group |
21% |
34% |
47% |
12 561 |
62 806 |
No |
No |
|
38 |
ICE-RM |
Intercontinental Exchange |
14% |
23% |
32% |
5 749 |
28 749 |
No |
No |
|
39 |
CTSH-RM |
Cognizant Tech Sol |
17% |
27% |
39% |
8 869 |
44 349 |
No |
No |
|
40 |
PGR-RM |
Progressive Corp |
13% |
21% |
30% |
7 519 |
37 597 |
No |
No |
|
41 |
IPG-RM |
Interpublic Group of Companies |
17% |
27% |
39% |
17 708 |
88 540 |
No |
No |
|
42 |
VLO-RM |
Valero Energy Corp |
24% |
38% |
54% |
10 180 |
50 901 |
No |
No |
|
43 |
DLTR-RM |
Dollar Tree Inc |
22% |
35% |
50% |
8 143 |
40 719 |
No |
No |
|
44 |
IP-RM |
International Paper Company |
15% |
24% |
34% |
12 085 |
60 425 |
No |
No |
|
45 |
FIS-RM |
Fidelity National Information Services |
15% |
24% |
34% |
5 641 |
28 209 |
No |
No |
|
46 |
FAST-RM |
Fastenal Company |
15% |
24% |
34% |
12 726 |
63 631 |
No |
No |
|
47 |
CAG-RM |
Conagra Brands Inc |
16% |
26% |
36% |
20 644 |
103 221 |
No |
No |
|
48 |
IFF-RM |
International Flavors & Fragrances |
18% |
29% |
41% |
5 190 |
25 953 |
No |
No |
|
49 |
PPL-RM |
PPL Corp |
15% |
24% |
34% |
24 225 |
121 127 |
No |
No |
|
50 |
PEG-RM |
Public Service Enterprise Group Inc |
13% |
21% |
30% |
11 342 |
56 712 |
No |
No |
|
51 |
TPR-RM |
Tapestry Inc |
23% |
37% |
52% |
17 447 |
87 238 |
No |
No |
|
52 |
CMS-RM |
Cms Energy Corp |
13% |
21% |
30% |
11 331 |
56 656 |
No |
No |
|
53 |
CNC-RM |
Centene Corp |
18% |
29% |
41% |
10 959 |
54 798 |
No |
No |
|
54 |
COG-RM |
Cabot Oil & Gas Corp |
18% |
29% |
41% |
33 849 |
169 245 |
No |
No |
|
55 |
HIG-RM |
Hartford Financial Services Group |
23% |
37% |
52% |
9 920 |
49 602 |
No |
No |
|
56 |
DHR-RM |
Danaher Corp |
13% |
21% |
30% |
2 121 |
10 608 |
No |
No |
|
57 |
XLNX-RM |
Xilinx Inc |
19% |
31% |
43% |
4 378 |
21 892 |
No |
No |
|
58 |
BAX-RM |
Baxter International Inc |
14% |
23% |
32% |
8 515 |
42 578 |
No |
No |
|
59 |
SWKS-RM |
Skyworks Solutions |
20% |
32% |
45% |
3 987 |
19 938 |
No |
No |
|
60 |
DAL-RM |
Delta Air Lines Inc |
100% |
100% |
100% |
15 816 |
79 082 |
No |
No |
|
61 |
WYNN-RM |
Wynn Resorts Ltd |
100% |
100% |
100% |
8 307 |
41 535 |
No |
No |
|
62 |
LYV-RM |
Live Nation Entertainment |
100% |
100% |
100% |
7 423 |
37 119 |
No |
No |
|
63 |
GIS-RM |
General Mills |
13% |
21% |
30% |
11 372 |
56 862 |
No |
No |
|
64 |
BBY-RM |
Best Buy Company |
22% |
35% |
50% |
6 573 |
32 866 |
No |
No |
|
65 |
FTV-RM |
Fortive Corp |
17% |
27% |
39% |
9 397 |
46 989 |
No |
No |
|
66 |
TAP-RM |
Molson Coors Brewing Company |
17% |
27% |
39% |
14 803 |
74 015 |
No |
No |
|
67 |
HOLX-RM |
Hologic Inc |
17% |
27% |
39% |
9 002 |
45 011 |
No |
No |
|
68 |
EW-RM |
Edwards Lifesciences Corp |
17% |
27% |
39% |
5 734 |
28 670 |
No |
No |
|
69 |
SYF-RM |
Synchrony Financial |
28% |
45% |
63% |
13 706 |
68 533 |
No |
No |
|
70 |
ETSY-RM |
Etsy Inc |
28% |
45% |
63% |
3 089 |
15 447 |
No |
No |
|
71 |
CERN-RM |
Cerner Corp |
15% |
24% |
34% |
9 433 |
47 169 |
No |
No |
|
72 |
HWM-RM |
Howmet Aerospace Inc |
29% |
46% |
65% |
21 835 |
109 179 |
No |
No |
|
73 |
JNPR-RM |
Juniper Networks |
16% |
26% |
36% |
24 132 |
120 660 |
No |
No |
|
74 |
HBI-RM |
Hanesbrands Inc |
34% |
54% |
77% |
36 876 |
184 383 |
No |
No |
|
75 |
NRG-RM |
NRG Energy |
34% |
54% |
77% |
16 026 |
80 131 |
No |
No |
|
76 |
DISH-RM |
Dish Network Corp |
37% |
59% |
83% |
15 896 |
79 483 |
No |
No |
|
77 |
PENN-RM |
Penn Natl Gaming Inc |
63% |
80% |
95% |
9 092 |
45 462 |
No |
No |
|
78 |
CZR-RM |
Caesars Entertainment Inc |
55% |
80% |
95% |
6 128 |
30 640 |
No |
No |
|
79 |
FE-RM |
Firstenergy Corp |
14% |
23% |
32% |
18 693 |
93 468 |
No |
No |
|
80 |
AEP-RM |
American Electric Power Company |
13% |
21% |
30% |
8 391 |
41 955 |
No |
No |
2. Stress collateral scenarios:
|
№ |
Ticker |
Name |
Scen_UP |
Scen_DOWN |
|
1 |
AES-RM |
The Aes Corp |
9% |
7% |
|
2 |
CNP-RM |
Centerpoint Energy Inc |
10% |
8% |
|
3 |
HLT-RM |
Hilton Inc |
8% |
6% |
|
4 |
OTIS-RM |
Otis Worldwide Corp |
7% |
5% |
|
5 |
IR-RM |
Ingersoll Rand Inc |
10% |
8% |
|
6 |
MAR-RM |
Marriot Int Cl A |
9% |
7% |
|
7 |
HES-RM |
Hess Corp |
8% |
6% |
|
8 |
NOV-RM |
Nov Inc |
9% |
7% |
|
9 |
EXPE-RM |
Expedia Group Inc |
12% |
10% |
|
10 |
CARR-RM |
Carrier Global Corp |
13% |
11% |
|
11 |
BBWI-RM |
Bath & Body Works, Inc |
8% |
6% |
|
12 |
FANG-RM |
Diamondback Energy |
7% |
5% |
|
13 |
NI-RM |
NiSource Inc |
10% |
8% |
|
14 |
DUK-RM |
Duke Energy Corp |
10% |
8% |
|
15 |
CTVA-RM |
Corteva Inc |
9% |
7% |
|
16 |
PRU-RM |
Prudential Financial Inc |
10% |
8% |
|
17 |
UNM-RM |
Unumprovident Corp |
10% |
8% |
|
18 |
PXD-RM |
Pioneer Natural Resources Company |
11% |
9% |
|
19 |
TFC-RM |
Truist Financial Corp |
10% |
8% |
|
20 |
CFG-RM |
Citizens Financial Group Inc/Ri |
5% |
3% |
|
21 |
EXC-RM |
Exelon Corp |
10% |
8% |
|
22 |
XEL-RM |
XCEL Energy Inc |
8% |
6% |
|
23 |
ROST-RM |
Ross Stores Inc |
10% |
8% |
|
24 |
LEN-RM |
Lennar Corp |
12% |
10% |
|
25 |
NWL-RM |
Newell Rubbermaid Inc |
11% |
9% |
|
26 |
COF-RM |
Capital One Financial Corp |
10% |
8% |
|
27 |
FITB-RM |
Fifth Third Bancorp |
9% |
7% |
|
28 |
DFS-RM |
Discover Financial Services |
13% |
11% |
|
29 |
ADI-RM |
Analog Devices |
9% |
7% |
|
30 |
SO-RM |
Southern Company |
8% |
6% |
|
31 |
D-RM |
Dominion Resources |
10% |
8% |
|
32 |
PHM-RM |
Pultegroup |
13% |
11% |
|
33 |
CSX-RM |
CSX Corp |
9% |
7% |
|
34 |
BWA-RM |
Borgwarner Inc |
9% |
7% |
|
35 |
DXC-RM |
Dxc Technology Company |
11% |
9% |
|
36 |
EOG-RM |
Eog Resources |
8% |
6% |
|
37 |
AIG-RM |
American International Group |
8% |
6% |
|
38 |
ICE-RM |
Intercontinental Exchange |
8% |
6% |
|
39 |
CTSH-RM |
Cognizant Tech Sol |
8% |
6% |
|
40 |
PGR-RM |
Progressive Corp |
8% |
6% |
|
41 |
IPG-RM |
Interpublic Group of Companies |
9% |
7% |
|
42 |
VLO-RM |
Valero Energy Corp |
7% |
5% |
|
43 |
DLTR-RM |
Dollar Tree Inc |
5% |
3% |
|
44 |
IP-RM |
International Paper Company |
9% |
7% |
|
45 |
FIS-RM |
Fidelity National Information Services |
8% |
6% |
|
46 |
FAST-RM |
Fastenal Company |
9% |
7% |
|
47 |
CAG-RM |
Conagra Brands Inc |
10% |
8% |
|
48 |
IFF-RM |
International Flavors & Fragrances |
7% |
5% |
|
49 |
PPL-RM |
PPL Corp |
9% |
7% |
|
50 |
PEG-RM |
Public Service Enterprise Group Inc |
9% |
7% |
|
51 |
TPR-RM |
Tapestry Inc |
9% |
7% |
|
52 |
CMS-RM |
Cms Energy Corp |
9% |
7% |
|
53 |
CNC-RM |
Centene Corp |
10% |
8% |
|
54 |
COG-RM |
Cabot Oil & Gas Corp |
9% |
7% |
|
55 |
HIG-RM |
Hartford Financial Services Group |
5% |
3% |
|
56 |
DHR-RM |
Danaher Corp |
8% |
6% |
|
57 |
XLNX-RM |
Xilinx Inc |
7% |
5% |
|
58 |
BAX-RM |
Baxter International Inc |
8% |
6% |
|
59 |
SWKS-RM |
Skyworks Solutions |
8% |
6% |
|
60 |
DAL-RM |
Delta Air Lines Inc |
0% |
0% |
|
61 |
WYNN-RM |
Wynn Resorts Ltd |
0% |
0% |
|
62 |
LYV-RM |
Live Nation Entertainment |
0% |
0% |
|
63 |
GIS-RM |
General Mills |
9% |
7% |
|
64 |
BBY-RM |
Best Buy Company |
9% |
7% |
|
65 |
FTV-RM |
Fortive Corp |
7% |
5% |
|
66 |
TAP-RM |
Molson Coors Brewing Company |
8% |
6% |
|
67 |
HOLX-RM |
Hologic Inc |
8% |
6% |
|
68 |
EW-RM |
Edwards Lifesciences Corp |
10% |
8% |
|
69 |
SYF-RM |
Synchrony Financial |
4% |
2% |
|
70 |
ETSY-RM |
Etsy Inc |
12% |
10% |
|
71 |
CERN-RM |
Cerner Corp |
7% |
5% |
|
72 |
HWM-RM |
Howmet Aerospace Inc |
6% |
4% |
|
73 |
JNPR-RM |
Juniper Networks |
8% |
6% |
|
74 |
HBI-RM |
Hanesbrands Inc |
0% |
0% |
|
75 |
NRG-RM |
NRG Energy |
0% |
0% |
|
76 |
DISH-RM |
Dish Network Corp |
0% |
0% |
|
77 |
PENN-RM |
Penn Natl Gaming Inc |
0% |
0% |
|
78 |
CZR-RM |
Caesars Entertainment Inc |
0% |
0% |
|
79 |
FE-RM |
Firstenergy Corp |
10% |
8% |
|
80 |
AEP-RM |
American Electric Power Company |
9% |
7% |