The following risk parameters will be changed:
Ticker
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
New value effective for
Current value
New value
MKTX-RM
35%
77%
07.02.2022 - 09.02.2022
XOM-RM
08.02.2022 - 10.02.2022
SPGI-RM
SYF-RM
AMP-RM
09.02.2022 - 11.02.2022
SCHW-RM
GWW-RM
10.02.2022 - 14.02.2022
AMGN-RM
11.02.2022 - 15.02.2022
CTAS-RM
LLY-RM
KR-RM