Ticker

Spot risk rate, %

Concentration limits

IR risk rate, %

Penalty rate, %

1^st level,
S_1_min

2^nd level,
S_2_min

3^rd level,
S_3_min

1^st level

2^nd level

TODTOM tenor

CHF

8%

10%

11%

500 000 000

2 500 000 000

40%

-2%