Ticker

Spot risk rate

Concentration limits

IR risk 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

USDRUB_FIX0

10%

12%

14%

1 000 000 000

5 000 000 000

40%

EURRUB_FIX0

10%

12%

14%

700 000 000

3 500 000 000

40%