24.01.2022 20:04
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 | ||
| TXN-RM | 35% | 77% | 27.01.2022 – 31.01.2022 |
| NRG-RM | 35% | 77% | 28.01.2022 – 01.02.2022 |
| VLO-RM | 35% | 77% | 01.02.2022 – 03.02.2022 |
| COST-RM | 35% | 77% | 02.02.2022 – 04.02.2022 |
| JBHT-RM | 35% | 77% | 02.02.2022 – 04.02.2022 |
| STZ-RM | 35% | 77% | 07.02.2022 – 09.02.2022 |
| Ticker | PcL_max | PcH_max | New value effective for |
|---|---|---|---|
| TXN-RM | 0.2 | 0.2 | 25.01.2022 – 27.01.2022 |
| NRG-RM | 0.2 | 0.2 | 26.01.2022 – 28.01.2022 |
| VLO-RM | 0.2 | 0.2 | 28.01.2022 – 01.02.2022 |
| COST-RM | 0.2 | 0.2 | 31.01.2022 – 02.02.2022 |
| JBHT-RM | 0.2 | 0.2 | 31.01.2022 – 02.02.2022 |
| STZ-RM | 0.2 | 0.2 | 03.02.2022 – 07.02.2022 |