According to clarifying previously published news https://www.nationalclearingcentre.com/catalog/5701/14617, the following risk parameters will be changed:
Ticker
IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
New value effective for
Current value
New value
SNA-RM
35%
77%
21.02.2022 - 23.02.2022
HON-RM
23.02.2022 - 25.02.2022
RTX-RM
DOV-RM
24.02.2022 - 28.02.2022
VMC-RM
25.02.2022 - 01.03.2022
ES-RM
01.03.2022 - 03.03.2022
MOS-RM
QCOM-RM
