New shares will be accepted to margin trading starting from April 1, 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 | AMAT-RM | Applied Materials, Inc. | 16% | 25% | 36% | 5 961 | 29 807 | No | No |
| 2 | BSX-RM | Boston Scientific Corporation | 15% | 24% | 34% | 17 537 | 87 687 | No | No |
| 3 | COP-RM | ConocoPhillips | 17% | 27% | 38% | 11 510 | 57 554 | No | No |
| 4 | FISV-RM | Fiserv, Inc. | 13% | 21% | 29% | 5 488 | 27 444 | No | No |
| 5 | ILMN-RM | Illumina, Inc. | 19% | 30% | 42% | 1 681 | 8 409 | No | No |
| 6 | KR-RM | The Kroger Co. | 15% | 24% | 34% | 19 214 | 96 070 | No | No |
| 7 | LLY-RM | Eli Lilly and Company | 14% | 22% | 31% | 3 274 | 16 371 | No | No |
| 8 | LOW-RM | Lowe's Companies Inc. | 15% | 24% | 34% | 3 971 | 19 858 | No | No |
| 9 | LRCX-RM | Lam Research Corporation | 16% | 25% | 36% | 1 298 | 6 491 | No | No |
| 10 | MPC-RM | Marathon Petroleum Corporation | 20% | 32% | 45% | 11 797 | 58 989 | No | No |
| 11 | NOW-RM | Servicenow, Inc. | 18% | 28% | 40% | 1 392 | 6 963 | No | No |
| 12 | OXY-RM | Occidental Petroleum Corporation | 22% | 35% | 49% | 22 244 | 111 220 | No | No |
| 13 | RTX-RM | Raytheon Technologies Corporation | 15% | 24% | 34% | 8 677 | 43 386 | No | No |
| 14 | SWN-RM | Southwestern Energy Company | 29% | 45% | 64% | 154 148 | 770 740 | No | No |
| 15 | TMO-RM | Thermo Fisher Scientific Inc. | 13% | 21% | 29% | 1 512 | 7 562 | No | No |
| 16 | UNP-RM | Union Pacific Corporation | 13% | 21% | 29% | 3 182 | 15 912 | No | No |
| 17 | UPS-RM | United Parcel Service, Inc. | 13% | 21% | 29% | 4 063 | 20 315 | No | No |
| 18 | VRTX-RM | Vertex Pharmaceuticals Incorporated | 28% | 44% | 63% | 3 178 | 15 894 | No | No |
- Stress collateral scenarios:
| № | Ticker | Name | Scen_UP | Scen_DOWN |
|---|---|---|---|---|
| 1 | AMAT-RM | Applied Materials, Inc. | 9% | 7% |
| 2 | BSX-RM | Boston Scientific Corporation | 8% | 6% |
| 3 | COP-RM | ConocoPhillips | 11% | 9% |
| 4 | FISV-RM | Fiserv, Inc. | 9% | 7% |
| 5 | ILMN-RM | Illumina, Inc. | 14% | 12% |
| 6 | KR-RM | The Kroger Co. | 10% | 8% |
| 7 | LLY-RM | Eli Lilly and Company | 9% | 7% |
| 8 | LOW-RM | Lowe's Companies Inc. | 10% | 8% |
| 9 | LRCX-RM | Lam Research Corporation | 10% | 8% |
| 10 | MPC-RM | Marathon Petroleum Corporation | 11% | 9% |
| 11 | NOW-RM | Servicenow, Inc. | 11% | 9% |
| 12 | OXY-RM | Occidental Petroleum Corporation | 14% | 12% |
| 13 | RTX-RM | Raytheon Technologies Corporation | 10% | 8% |
| 14 | SWN-RM | Southwestern Energy Company | 7% | 5% |
| 15 | TMO-RM | Thermo Fisher Scientific Inc. | 8% | 6% |
| 16 | UNP-RM | Union Pacific Corporation | 9% | 7% |
| 17 | UPS-RM | United Parcel Service, Inc. | 9% | 7% |
| 18 | VRTX-RM | Vertex Pharmaceuticals Incorporated | 9% | 7% |
