According to clarifying previously published news https://www.nationalclearingcentre.com/catalog/5701/13036, the following risk parameters will be changed:
Ticker
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
New value effective for
Current value
New value
PGR-RM
35%
77%
16.12.2021 - 20.12.2021
PIKK
21.12.2021 - 23.12.2021
DHR-RM
28.12.2021 - 30.12.2021
DE-RM
EIX-RM
HUM-RM
ITW-RM
MKC-RM
MDLZ-RM
NUE-RM
PXD-RM
SYK-RM
APD-RM
29.12.2021 - 03.01.2022
CAH-RM
COP-RM
RSG-RM
