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27.09.2021 16:32

Risk parameters for new shares

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
  1. 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%
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01.10.2021