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                01.03.2022 12:48

                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
                NAVI-RM 35% 77% 02.03.2022 - 04.03.2022
                EVRG-RM 35% 77% 03.03.2022 - 07.03.2022
                TFX-RM 35% 77% 03.03.2022 - 07.03.2022
                CBOM 35% 77% 04.03.2022 - 07.03.2022
                AA-RM 35% 77% 04.03.2022 - 08.03.2022
                LUMN-RM 35% 77% 04.03.2022 - 08.03.2022
                WRB-RM 35% 77% 07.03.2022 - 09.03.2022
                OXY-RM 35% 77% 08.03.2022 - 10.03.2022
                EBAY-RM 35% 77% 08.03.2022 - 10.03.2022
                LHX-RM 35% 77% 09.03.2022 - 11.03.2022
                SEE-RM 35% 77% 09.03.2022 - 11.03.2022
                SWCH-RM 35% 77% 09.03.2022 - 11.03.2022
                BR-RM 35% 77% 11.03.2022 - 15.03.2022
                KO-RM 35% 77% 11.03.2022 - 15.03.2022
                CMA-RM 35% 77% 11.03.2022 - 15.03.2022
                EOG-RM 35% 77% 11.03.2022 - 15.03.2022
                EMN-RM 35% 77% 11.03.2022 - 15.03.2022
                ECL-RM 35% 77% 11.03.2022 - 15.03.2022
                GILD-RM 35% 77% 11.03.2022 - 15.03.2022
                LEG-RM 35% 77% 11.03.2022 - 15.03.2022
                LDOS-RM 35% 77% 11.03.2022 - 15.03.2022
                M-RM 35% 77% 11.03.2022 - 15.03.2022
                MRK-RM 35% 77% 11.03.2022 - 15.03.2022
                MSI-RM 35% 77% 11.03.2022 - 15.03.2022
                OVV-RM 35% 77% 11.03.2022 - 15.03.2022
                PKG-RM 35% 77% 11.03.2022 - 15.03.2022
                VIAC-RM 35% 77% 11.03.2022 - 15.03.2022
                PHM-RM 35% 77% 11.03.2022 - 15.03.2022
                TROW-RM 35% 77% 11.03.2022 - 15.03.2022
                TDS-RM 35% 77% 11.03.2022 - 15.03.2022
                VRSK-RM 35% 77% 11.03.2022 - 15.03.2022
                XEL-RM 35% 77% 11.03.2022 - 15.03.2022
                LRCX-RM 35% 77% 14.03.2022 - 16.03.2022
                NWS-RM 35% 77% 14.03.2022 - 16.03.2022
                TMO-RM 35% 77% 14.03.2022 - 16.03.2022
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                02.03.2022
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