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                25.10.2021 17:00

                Risk Parameters Change for the Securities

                The following risk parameters will be changed:

                Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
                Current value New value
                BSPB 35% 77% 28.10.2021 - 01.11.2021
                MET-RM 35% 77% 05.11.2021 - 09.11.2021
                PPG-RM 35% 77% 05.11.2021 - 10.11.2021
                SYF-RM 35% 77% 28.10.2021 - 01.11.2021
                TJX-RM 35% 77% 05.11.2021 - 10.11.2021
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