Ticker

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

New value effective for

Current value

New value

BAC-RM

35%

77%

01.09.2021 - 03.09.2021

CHRW-RM

35%

77%

01.09.2021 - 03.09.2021

FDX-RM

35%

77%

01.09.2021 - 03.09.2021

PEP-RM

35%

77%

01.09.2021 - 03.09.2021

QCOM-RM

35%

77%

31.08.2021 - 02.09.2021

VNT-RM

35%

77%

31.08.2021 - 02.09.2021

Ticker

Rcl_max

Rch_max

New value effective for

BAC-RM

0.2

0.2

30.08.2021 - 01.09.2021

CHRW-RM

0.2

0.2

30.08.2021 - 01.09.2021

FDX-RM

0.2

0.2

30.08.2021 - 01.09.2021

PEP-RM

0.2

0.2

30.08.2021 - 01.09.2021

QCOM-RM

0.2

0.2

27.08.2021 - 31.08.2021

VNT-RM

0.2

0.2

27.08.2021 - 31.08.2021