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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.
- 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 |
- 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% |
