Ticker

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

New value effective for

Current value

New value

AOS-RM

35%

77%

27.01.2022 - 31.01.2022

AWK-RM

35%

77%

04.02.2022 - 08.02.2022

CFG-RM

35%

77%

27.01.2022 - 31.01.2022

FAST-RM

35%

77%

31.01.2022 - 02.02.2022

KMI-RM

35%

77%

27.01.2022 - 31.01.2022

MET-RM

35%

77%

04.02.2022 - 08.02.2022

MS-RM

35%

77%

27.01.2022 - 31.01.2022

OKE-RM

35%

77%

27.01.2022 - 31.01.2022

PCAR-RM

35%

77%

04.02.2022 - 08.02.2022

Ticker

PcL_max

PcH_max

New value effective for

AOS-RM

0.2

0.2

25.01.2022 - 27.01.2022

AWK-RM

0.2

0.2

02.02.2022 - 04.02.2022

CFG-RM

0.2

0.2

25.01.2022 - 27.01.2022

FAST-RM

0.2

0.2

27.01.2022 - 31.01.2022

KMI-RM

0.2

0.2

25.01.2022 - 27.01.2022

MET-RM

0.2

0.2

02.02.2022 - 04.02.2022

MS-RM

0.2

0.2

25.01.2022 - 27.01.2022

OKE-RM

0.2

0.2

25.01.2022 - 27.01.2022

PCAR-RM

0.2

0.2

02.02.2022 - 04.02.2022