| Asset | Settlement date | Range | Range start | Range end | Spot rate risk, downward scenario, % | Spot rate risk, upward scenario, % | Lower risk band, rub | Central rate, rub | Upper risk band, rub | Penalty Rate for Delivery Fails, % | Penalty Rate for Delivery Fails in RUB, % | Eligibility as collateral | Full coverage | Date and time of fixing/change |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BYN | 22.01.2021 | 1 | 0 | 314 000 | 30.00 | 30.00 | 20.316500 | 29.023600 | 37.730700 | -12.00 | 8.50 | No | No | 21.01.2021 19:07:21 |
| BYN | 22.01.2021 | 2 | 314 000 | 1 570 000 | 50.00 | 50.00 | 14.511800 | 29.023600 | 43.535400 | -12.00 | 8.50 | No | No | 21.01.2021 19:07:21 |
| BYN | 22.01.2021 | 3 | 1 570 000 | 100.00 | 100.00 | 0.000000 | 29.023600 | 58.047200 | -12.00 | 8.50 | No | No | 21.01.2021 19:07:21 | |
| CHF | 22.01.2021 | 1 | 0 | 500 000 000 | 7.00 | 7.00 | 77.368400 | 83.191800 | 89.015200 | -2.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| CHF | 22.01.2021 | 2 | 500 000 000 | 2 500 000 000 | 9.00 | 9.00 | 75.704500 | 83.191800 | 90.679100 | -2.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| CHF | 22.01.2021 | 3 | 2 500 000 000 | 11.00 | 11.00 | 74.040700 | 83.191800 | 92.342900 | -2.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 | |
| CNY | 22.01.2021 | 1 | 0 | 20 000 000 | 6.00 | 6.00 | 10.718820 | 11.403000 | 12.087180 | -8.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| CNY | 22.01.2021 | 2 | 20 000 000 | 100 000 000 | 8.00 | 8.00 | 10.490760 | 11.403000 | 12.315240 | -8.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| CNY | 22.01.2021 | 3 | 100 000 000 | 10.00 | 10.00 | 10.262700 | 11.403000 | 12.543300 | -8.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 | |
| EUR | 22.01.2021 | 1 | 0 | 700 000 000 | 6.00 | 6.00 | 84.223700 | 89.599700 | 94.975700 | -2.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| EUR | 22.01.2021 | 2 | 700 000 000 | 3 500 000 000 | 8.00 | 8.00 | 82.431700 | 89.599700 | 96.767700 | -2.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| EUR | 22.01.2021 | 3 | 3 500 000 000 | 10.00 | 10.00 | 80.639700 | 89.599700 | 98.559700 | -2.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 | |
| EURF | 22.01.2021 | 1 | 0 | 700 000 000 | 10.00 | 10.00 | 80.639700 | 89.599700 | 98.559700 | -2.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| EURF | 22.01.2021 | 2 | 700 000 000 | 3 500 000 000 | 12.00 | 12.00 | 78.847700 | 89.599700 | 100.351700 | -2.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| EURF | 22.01.2021 | 3 | 3 500 000 000 | 14.00 | 14.00 | 77.055700 | 89.599700 | 102.143700 | -2.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 | |
| GBP | 22.01.2021 | 1 | 0 | 350 000 000 | 7.00 | 7.00 | 94.108000 | 101.191400 | 108.274800 | -2.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| GBP | 22.01.2021 | 2 | 350 000 000 | 1 750 000 000 | 9.00 | 9.00 | 92.084200 | 101.191400 | 110.298600 | -2.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| GBP | 22.01.2021 | 3 | 1 750 000 000 | 11.00 | 11.00 | 90.060300 | 101.191400 | 112.322500 | -2.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 | |
| GLD | 22.01.2021 | 1 | 0 | 1 000 000 | 8.00 | 8.00 | 4 066.400900 | 4 420.001000 | 4 773.601100 | -0.50 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| GLD | 22.01.2021 | 2 | 1 000 000 | 5 000 000 | 14.00 | 14.00 | 3 801.200900 | 4 420.001000 | 5 038.801100 | -0.50 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| GLD | 22.01.2021 | 3 | 5 000 000 | 21.00 | 21.00 | 3 491.800800 | 4 420.001000 | 5 348.201200 | -0.50 | 8.50 | Yes | No | 21.01.2021 19:07:21 | |
| HKD | 22.01.2021 | 1 | 0 | 20 000 000 | 6.00 | 6.00 | 8.929906 | 9.499900 | 10.069894 | -2.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| HKD | 22.01.2021 | 2 | 20 000 000 | 100 000 000 | 8.00 | 8.00 | 8.739908 | 9.499900 | 10.259892 | -2.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| HKD | 22.01.2021 | 3 | 100 000 000 | 10.00 | 10.00 | 8.549910 | 9.499900 | 10.449890 | -2.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 | |
| JPY | 22.01.2021 | 1 | 0 | 85 000 000 | 8.00 | 8.00 | 65.494800 | 71.190000 | 76.885200 | -3.50 | 8.50 | No | No | 21.01.2021 19:07:21 |
| JPY | 22.01.2021 | 2 | 85 000 000 | 425 000 000 | 10.00 | 10.00 | 64.071000 | 71.190000 | 78.309000 | -3.50 | 8.50 | No | No | 21.01.2021 19:07:21 |
| JPY | 22.01.2021 | 3 | 425 000 000 | 12.00 | 12.00 | 62.647200 | 71.190000 | 79.732800 | -3.50 | 8.50 | No | No | 21.01.2021 19:07:21 | |
| KZT | 22.01.2021 | 1 | 0 | 384 500 000 | 20.00 | 20.00 | 14.068000 | 17.585000 | 21.102000 | -18.00 | 8.50 | No | No | 21.01.2021 19:07:21 |
| KZT | 22.01.2021 | 2 | 384 500 000 | 1 922 500 000 | 50.00 | 50.00 | 8.792500 | 17.585000 | 26.377500 | -18.00 | 8.50 | No | No | 21.01.2021 19:07:21 |
| KZT | 22.01.2021 | 3 | 1 922 500 000 | 100.00 | 100.00 | 0.000000 | 17.585000 | 35.170000 | -18.00 | 8.50 | No | No | 21.01.2021 19:07:21 | |
| SLV | 22.01.2021 | 1 | 0 | 30 000 000 | 16.00 | 16.00 | 51.358500 | 61.141100 | 70.923700 | -0.50 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| SLV | 22.01.2021 | 2 | 30 000 000 | 150 000 000 | 22.00 | 22.00 | 47.690100 | 61.141100 | 74.592100 | -0.50 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| SLV | 22.01.2021 | 3 | 150 000 000 | 29.00 | 29.00 | 43.410200 | 61.141100 | 78.872000 | -0.50 | 8.50 | Yes | No | 21.01.2021 19:07:21 | |
| TRY | 22.01.2021 | 1 | 0 | 1 856 000 | 20.00 | 20.00 | 7.993920 | 9.992400 | 11.990880 | -45.00 | 8.50 | No | No | 21.01.2021 19:07:21 |
| TRY | 22.01.2021 | 2 | 1 856 000 | 9 280 000 | 50.00 | 50.00 | 4.996200 | 9.992400 | 14.988600 | -45.00 | 8.50 | No | No | 21.01.2021 19:07:21 |
| TRY | 22.01.2021 | 3 | 9 280 000 | 100.00 | 100.00 | 0.000000 | 9.992400 | 19.984800 | -45.00 | 8.50 | No | No | 21.01.2021 19:07:21 | |
| UAH | 22.01.2021 | 1 | 0 | 10 000 | 100.00 | 100.00 | 0.000000 | 25.974200 | 51.948400 | -2.00 | 8.50 | No | Yes | 21.01.2021 19:07:21 |
| UAH | 22.01.2021 | 2 | 10 000 | 20 000 | 100.00 | 100.00 | 0.000000 | 25.974200 | 51.948400 | -2.00 | 8.50 | No | Yes | 21.01.2021 19:07:21 |
| UAH | 22.01.2021 | 3 | 20 000 | 100.00 | 100.00 | 0.000000 | 25.974200 | 51.948400 | -2.00 | 8.50 | No | Yes | 21.01.2021 19:07:21 | |
| USD | 22.01.2021 | 1 | 0 | 1 000 000 000 | 6.00 | 6.00 | 69.255000 | 73.675500 | 78.096000 | -4.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| USD | 22.01.2021 | 2 | 1 000 000 000 | 5 000 000 000 | 8.00 | 8.00 | 67.781500 | 73.675500 | 79.569500 | -4.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| USD | 22.01.2021 | 3 | 5 000 000 000 | 10.00 | 10.00 | 66.308000 | 73.675500 | 81.043100 | -4.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 | |
| USDF | 22.01.2021 | 1 | 0 | 1 000 000 000 | 10.00 | 10.00 | 66.308000 | 73.675500 | 81.043100 | -4.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| USDF | 22.01.2021 | 2 | 1 000 000 000 | 5 000 000 000 | 12.00 | 12.00 | 64.834400 | 73.675500 | 82.516600 | -4.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| USDF | 22.01.2021 | 3 | 5 000 000 000 | 14.00 | 14.00 | 63.360900 | 73.675500 | 83.990100 | -4.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 | |
| USDW | 22.01.2021 | 1 | 0 | 1 000 000 000 | 10.00 | 10.00 | 66.308000 | 73.675500 | 81.043100 | -5.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| USDW | 22.01.2021 | 2 | 1 000 000 000 | 5 000 000 000 | 12.00 | 12.00 | 64.834400 | 73.675500 | 82.516600 | -5.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 |
| USDW | 22.01.2021 | 3 | 5 000 000 000 | 14.00 | 14.00 | 63.360900 | 73.675500 | 83.990100 | -5.00 | 8.50 | Yes | No | 21.01.2021 19:07:21 | |
| XAU | 22.01.2021 | 1 | 0 | 32 150 | 8.00 | 8.00 | 126 479.301000 | 137 477.501100 | 148 475.701200 | -0.50 | 8.50 | No | No | 21.01.2021 19:07:21 |
| XAU | 22.01.2021 | 2 | 32 150 | 160 750 | 14.00 | 14.00 | 118 230.650900 | 137 477.501100 | 156 724.351300 | -0.50 | 8.50 | No | No | 21.01.2021 19:07:21 |