28.01.2022 12:51
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 | ||
| MKTX-RM | 35% | 77% | 07.02.2022 - 09.02.2022 |
| XOM-RM | 35% | 77% | 08.02.2022 - 10.02.2022 |
| SPGI-RM | 35% | 77% | 08.02.2022 - 10.02.2022 |
| SYF-RM | 35% | 77% | 08.02.2022 - 10.02.2022 |
| AMP-RM | 35% | 77% | 09.02.2022 - 11.02.2022 |
| SCHW-RM | 35% | 77% | 09.02.2022 - 11.02.2022 |
| GWW-RM | 35% | 77% | 10.02.2022 - 14.02.2022 |
| AMGN-RM | 35% | 77% | 11.02.2022 - 15.02.2022 |
| CTAS-RM | 35% | 77% | 11.02.2022 - 15.02.2022 |
| LLY-RM | 35% | 77% | 11.02.2022 - 15.02.2022 |
| KR-RM | 35% | 77% | 11.02.2022 - 15.02.2022 |