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17.11.2021 16:06

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
ANTM-RM 35% 77% 01.12.2021 –03.12.2021
AJG-RM 35% 77% 01.12.2021 –03.12.2021
BAC-RM 35% 77% 01.12.2021 –03.12.2021
D-RM 35% 77% 01.12.2021 –03.12.2021
GPC-RM 35% 77% 01.12.2021 –03.12.2021
TAP-RM 35% 77% 01.12.2021 –03.12.2021
RF-RM 35% 77% 01.12.2021 –03.12.2021
SEE-RM 35% 77% 01.12.2021 –03.12.2021
TPR-RM 35% 77% 01.12.2021 –03.12.2021

 

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