Risk Parameters

Spot risk parameters

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
AMD 30.06.2022 1 0 77 000 000 30.00 30.00 10.500000 15.000000 19.500000 -18.00 No Yes 29.06.2022 19:21:12
AMD 30.06.2022 2 77 000 000 385 000 000 50.00 50.00 7.500000 15.000000 22.500000 -18.00 No Yes 29.06.2022 19:21:12
AMD 30.06.2022 3 385 000 000 100.00 100.00 0.000000 15.000000 30.000000 -18.00 No Yes 29.06.2022 19:21:12
BYN 30.06.2022 1 0 314 000 30.00 30.00 14.387500 20.553600 26.719700 -12.00 No No 29.06.2022 19:21:12
BYN 30.06.2022 2 314 000 1 570 000 50.00 50.00 10.276800 20.553600 30.830400 -12.00 No No 29.06.2022 19:21:12
BYN 30.06.2022 3 1 570 000 100.00 100.00 0.000000 20.553600 41.107200 -12.00 No No 29.06.2022 19:21:12
CHF 30.06.2022 1 0 500 000 000 16.00 16.00 44.974100 53.540600 62.107100 0.00 No No 29.06.2022 19:21:12
CHF 30.06.2022 2 500 000 000 2 500 000 000 18.00 18.00 43.903300 53.540600 63.177900 0.00 No No 29.06.2022 19:21:12
CHF 30.06.2022 3 2 500 000 000 20.00 20.00 42.832500 53.540600 64.248700 0.00 No No 29.06.2022 19:21:12
CNY 30.06.2022 1 0 20 000 000 10.00 10.00 7.356483 8.173870 8.991257 -8.00 Yes No 29.06.2022 19:21:12
CNY 30.06.2022 2 20 000 000 100 000 000 12.00 12.00 7.193006 8.173870 9.154734 -8.00 Yes No 29.06.2022 19:21:12
CNY 30.06.2022 3 100 000 000 14.00 14.00 7.029528 8.173870 9.318212 -8.00 Yes No 29.06.2022 19:21:12
EUR 30.06.2022 1 0 700 000 000 10.00 10.00 49.978400 55.531500 61.084700 -5.00 No No 29.06.2022 19:21:12
EUR 30.06.2022 2 700 000 000 3 500 000 000 12.00 12.00 48.867700 55.531500 62.195300 -5.00 No No 29.06.2022 19:21:12
EUR 30.06.2022 3 3 500 000 000 14.00 14.00 47.757100 55.531500 63.305900 -5.00 No No 29.06.2022 19:21:12
EURF 30.06.2022 1 0 700 000 000 15.00 15.00 47.201800 55.531500 63.861200 -2.00 No No 29.06.2022 19:21:12
EURF 30.06.2022 2 700 000 000 3 500 000 000 17.00 17.00 46.091100 55.531500 64.971900 -2.00 No No 29.06.2022 19:21:12
EURF 30.06.2022 3 3 500 000 000 19.00 19.00 44.980500 55.531500 66.082500 -2.00 No No 29.06.2022 19:21:12
GBP 30.06.2022 1 0 350 000 000 16.00 16.00 55.908600 66.557800 77.207000 -2.00 No No 29.06.2022 19:21:12
GBP 30.06.2022 2 350 000 000 1 750 000 000 18.00 18.00 54.577400 66.557800 78.538200 -2.00 No No 29.06.2022 19:21:12
GBP 30.06.2022 3 1 750 000 000 20.00 20.00 53.246200 66.557800 79.869400 -2.00 No No 29.06.2022 19:21:12
GLD 30.06.2022 1 0 1 000 000 10.00 10.00 2 745.210000 3 050.233300 3 355.256600 -0.50 Yes No 29.06.2022 19:21:12
GLD 30.06.2022 2 1 000 000 5 000 000 16.00 16.00 2 562.196000 3 050.233300 3 538.270600 -0.50 Yes No 29.06.2022 19:21:12
GLD 30.06.2022 3 5 000 000 23.00 23.00 2 348.679600 3 050.233300 3 751.787000 -0.50 Yes No 29.06.2022 19:21:12
HKD 30.06.2022 1 0 20 000 000 10.00 10.00 6.628286 7.364762 8.101238 -2.00 No No 29.06.2022 19:21:12
HKD 30.06.2022 2 20 000 000 100 000 000 12.00 12.00 6.480991 7.364762 8.248533 -2.00 No No 29.06.2022 19:21:12
HKD 30.06.2022 3 100 000 000 14.00 14.00 6.333695 7.364762 8.395829 -2.00 No No 29.06.2022 19:21:12
JPY 30.06.2022 1 0 85 000 000 11.00 11.00 36.503900 41.015600 45.527300 -3.50 No No 29.06.2022 19:21:12
JPY 30.06.2022 2 85 000 000 425 000 000 13.00 13.00 35.683600 41.015600 46.347600 -3.50 No No 29.06.2022 19:21:12
JPY 30.06.2022 3 425 000 000 15.00 15.00 34.863300 41.015600 47.167900 -3.50 No No 29.06.2022 19:21:12
KZT 30.06.2022 1 0 384 500 000 20.00 20.00 9.268600 11.585700 13.902800 -18.00 No No 29.06.2022 19:21:12
KZT 30.06.2022 2 384 500 000 1 922 500 000 50.00 50.00 5.792900 11.585700 17.378600 -18.00 No No 29.06.2022 19:21:12
KZT 30.06.2022 3 1 922 500 000 100.00 100.00 0.000000 11.585700 23.171400 -18.00 No No 29.06.2022 19:21:12
SLV 30.06.2022 1 0 30 000 000 20.00 20.00 38.015900 47.519900 57.023900 -0.50 Yes No 29.06.2022 19:21:12
SLV 30.06.2022 2 30 000 000 150 000 000 25.00 25.00 35.639900 47.519900 59.399900 -0.50 Yes No 29.06.2022 19:21:12
SLV 30.06.2022 3 150 000 000 33.00 33.00 31.838300 47.519900 63.201500 -0.50 Yes No 29.06.2022 19:21:12
TRY 30.06.2022 1 0 1 856 000 20.00 20.00 2.530628 3.163285 3.795942 -45.00 No No 29.06.2022 19:21:12
TRY 30.06.2022 2 1 856 000 9 280 000 50.00 50.00 1.581643 3.163285 4.744928 -45.00 No No 29.06.2022 19:21:12
TRY 30.06.2022 3 9 280 000 100.00 100.00 0.000000 3.163285 6.326570 -45.00 No No 29.06.2022 19:21:12
UAH 30.06.2022 1 0 10 000 100.00 100.00 0.000000 17.315300 34.630600 -2.00 No Yes 29.06.2022 19:21:12
UAH 30.06.2022 2 10 000 20 000 100.00 100.00 0.000000 17.315300 34.630600 -2.00 No Yes 29.06.2022 19:21:12
UAH 30.06.2022 3 20 000 100.00 100.00 0.000000 17.315300 34.630600 -2.00 No Yes 29.06.2022 19:21:12
USD 30.06.2022 1 0 1 000 000 000 10.00 10.00 47.642500 52.936100 58.229700 -4.00 Yes No 29.06.2022 19:21:12
USD 30.06.2022 2 1 000 000 000 5 000 000 000 12.00 12.00 46.583800 52.936100 59.288400 -4.00 Yes No 29.06.2022 19:21:12
USD 30.06.2022 3 5 000 000 000 14.00 14.00 45.525000 52.936100 60.347200 -4.00 Yes No 29.06.2022 19:21:12
USDF 30.06.2022 1 0 1 000 000 000 15.00 15.00 44.995700 52.936100 60.876500 -4.00 Yes No 29.06.2022 19:21:12
USDF 30.06.2022 2 1 000 000 000 5 000 000 000 17.00 17.00 43.937000 52.936100 61.935200 -4.00 Yes No 29.06.2022 19:21:12
USDF 30.06.2022 3 5 000 000 000 19.00 19.00 42.878200 52.936100 62.994000 -4.00 Yes No 29.06.2022 19:21:12
USDW 30.06.2022 1 0 1 000 000 000 15.50 15.50 44.731000 52.936100 61.141200 -5.00 Yes No 29.06.2022 19:21:12
USDW 30.06.2022 2 1 000 000 000 5 000 000 000 17.50 17.50 43.672300 52.936100 62.199900 -5.00 Yes No 29.06.2022 19:21:12