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                08.11.2021 15:49

                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
                ABC-RM 35% 77% 10.11.2021 –15.11.2021
                ABRD 35% 77% 09.11.2021
                ADM-RM 35% 77% 15.11.2021 – 17.11.2021
                AQUA 35% 77% 11.11.2021 – 15.11.2021
                CHKZ 35% 77% 10.11.2021 – 12.11.2021
                COF-RM 35% 77% 10.11.2021 – 15.11.2021
                CTRA-RM 35% 77% 10.11.2021 – 15.11.2021
                DFS-RM 35% 77% 22.11.2021 – 24.11.2021
                EMR-RM 35% 77% 09.11.2021 – 12.11.2021
                EVRG-RM 35% 77% 17.11.2021 – 19.11.2021
                JNJ-RM 35% 77% 19.11.2021 – 23.11.2021
                MRKS 35% 77% 09.11.2021
                PVH-RM 35% 77% 22.11.2021 – 24.11.2021
                RHI-RM 35% 77% 22.11.2021 – 24.11.2021
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