Ticker

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

New value effective for

Current value

New value

ADP-RM

35%

77%

08.09.2021 - 10.09.2021

ALB-RM

35%

77%

15.09.2021 - 17.09.2021

BDX-RM

35%

77%

07.09.2021 - 09.09.2021

CINF-RM

35%

77%

14.09.2021 - 16.09.2021

DVN-RM

35%

77%

09.09.2021 - 13.09.2021

HBAN-RM

35%

77%

15.09.2021 - 17.09.2021

KMB-RM

35%

77%

08.09.2021 - 10.09.2021

LEG-RM

35%

77%

13.09.2021 - 15.09.2021

MO-RM

35%

77%

13.09.2021 - 15.09.2021

NWS-RM

35%

77%

13.09.2021 - 15.09.2021

PTR-RM

35%

77%

07.09.2021 - 09.09.2021

TROW-RM

35%

77%

13.09.2021 - 15.09.2021

VFC-RM

35%

77%

08.09.2021 - 10.09.2021

WMB-RM

35%

77%

08.09.2021 - 10.09.2021

Ticker

Rcl_max

Rch_max

New value effective for

ADP-RM

0.2

0.2

03.09.2021 - 08.09.2021

ALB-RM

0.2

0.2

13.09.2021 - 15.09.2021

BDX-RM

0.2

0.2

02.09.2021 - 07.09.2021

CINF-RM

0.2

0.2

10.09.2021 - 14.09.2021

DVN-RM

0.2

0.2

07.09.2021 - 09.09.2021

HBAN-RM

0.2

0.2

13.09.2021 - 15.09.2021

KMB-RM

0.2

0.2

03.09.2021 - 08.09.2021

LEG-RM

0.2

0.2

09.09.2021 - 13.09.2021

MO-RM

0.2

0.2

09.09.2021 - 13.09.2021

NWS-RM

0.2

0.2

09.09.2021 - 13.09.2021

TROW-RM

0.2

0.2

09.09.2021 - 13.09.2021

VFC-RM

0.2

0.2

03.09.2021 - 08.09.2021

WMB-RM

0.2

0.2

03.09.2021 - 08.09.2021