| 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 | 07.12.2021 | 1 | 0 | 314 000 | 30.00 | 30.00 | 20.339200 | 29.056000 | 37.772800 | -12.00 | No | No | 06.12.2021 19:07:16 | |
| BYN | 07.12.2021 | 2 | 314 000 | 1 570 000 | 50.00 | 50.00 | 14.528000 | 29.056000 | 43.584000 | -12.00 | No | No | 06.12.2021 19:07:16 | |
| BYN | 07.12.2021 | 3 | 1 570 000 | 100.00 | 100.00 | 0.000000 | 29.056000 | 58.112000 | -12.00 | No | No | 06.12.2021 19:07:16 | ||
| CHF | 07.12.2021 | 1 | 0 | 500 000 000 | 8.50 | 8.50 | 73.164200 | 79.960900 | 86.757600 | -2.00 | Yes | No | 06.12.2021 19:07:16 | |
| CHF | 07.12.2021 | 2 | 500 000 000 | 2 500 000 000 | 10.50 | 10.50 | 71.565000 | 79.960900 | 88.356800 | -2.00 | Yes | No | 06.12.2021 19:07:16 | |
| CHF | 07.12.2021 | 3 | 2 500 000 000 | 12.50 | 12.50 | 69.965800 | 79.960900 | 89.956000 | -2.00 | Yes | No | 06.12.2021 19:07:16 | ||
| CNY | 07.12.2021 | 1 | 0 | 20 000 000 | 7.50 | 7.50 | 10.736753 | 11.607300 | 12.477848 | -8.00 | Yes | No | 06.12.2021 19:07:16 | |
| CNY | 07.12.2021 | 2 | 20 000 000 | 100 000 000 | 9.50 | 9.50 | 10.504607 | 11.607300 | 12.709994 | -8.00 | Yes | No | 06.12.2021 19:07:16 | |
| CNY | 07.12.2021 | 3 | 100 000 000 | 11.50 | 11.50 | 10.272461 | 11.607300 | 12.942140 | -8.00 | Yes | No | 06.12.2021 19:07:16 | ||
| EUR | 07.12.2021 | 1 | 0 | 700 000 000 | 7.50 | 7.50 | 77.190800 | 83.449500 | 89.708200 | -2.00 | Yes | No | 06.12.2021 19:07:16 | |
| EUR | 07.12.2021 | 2 | 700 000 000 | 3 500 000 000 | 9.50 | 9.50 | 75.521800 | 83.449500 | 91.377200 | -2.00 | Yes | No | 06.12.2021 19:07:16 | |
| EUR | 07.12.2021 | 3 | 3 500 000 000 | 11.50 | 11.50 | 73.852800 | 83.449500 | 93.046200 | -2.00 | Yes | No | 06.12.2021 19:07:16 | ||
| EURF | 07.12.2021 | 1 | 0 | 700 000 000 | 10.00 | 10.00 | 75.104600 | 83.449500 | 91.794500 | -2.00 | Yes | No | 06.12.2021 19:07:16 | |
| EURF | 07.12.2021 | 2 | 700 000 000 | 3 500 000 000 | 12.00 | 12.00 | 73.435600 | 83.449500 | 93.463400 | -2.00 | Yes | No | 06.12.2021 19:07:16 | |
| EURF | 07.12.2021 | 3 | 3 500 000 000 | 14.00 | 14.00 | 71.766600 | 83.449500 | 95.132400 | -2.00 | Yes | No | 06.12.2021 19:07:16 | ||
| GBP | 07.12.2021 | 1 | 0 | 350 000 000 | 8.50 | 8.50 | 89.625500 | 97.951400 | 106.277300 | -2.00 | Yes | No | 06.12.2021 19:07:16 | |
| GBP | 07.12.2021 | 2 | 350 000 000 | 1 750 000 000 | 10.50 | 10.50 | 87.666500 | 97.951400 | 108.236300 | -2.00 | Yes | No | 06.12.2021 19:07:16 | |
| GBP | 07.12.2021 | 3 | 1 750 000 000 | 12.50 | 12.50 | 85.707500 | 97.951400 | 110.195300 | -2.00 | Yes | No | 06.12.2021 19:07:16 | ||
| GLD | 07.12.2021 | 1 | 0 | 1 000 000 | 8.00 | 8.00 | 3 891.981800 | 4 230.415000 | 4 568.848200 | -0.50 | Yes | No | 06.12.2021 19:07:16 | |
| GLD | 07.12.2021 | 2 | 1 000 000 | 5 000 000 | 14.00 | 14.00 | 3 638.156900 | 4 230.415000 | 4 822.673100 | -0.50 | Yes | No | 06.12.2021 19:07:16 | |
| GLD | 07.12.2021 | 3 | 5 000 000 | 21.00 | 21.00 | 3 342.027900 | 4 230.415000 | 5 118.802200 | -0.50 | Yes | No | 06.12.2021 19:07:16 | ||
| HKD | 07.12.2021 | 1 | 0 | 20 000 000 | 7.50 | 7.50 | 8.776400 | 9.488000 | 10.199600 | -2.00 | Yes | No | 06.12.2021 19:07:16 | |
| HKD | 07.12.2021 | 2 | 20 000 000 | 100 000 000 | 9.50 | 9.50 | 8.586640 | 9.488000 | 10.389360 | -2.00 | Yes | No | 06.12.2021 19:07:16 | |
| HKD | 07.12.2021 | 3 | 100 000 000 | 11.50 | 11.50 | 8.396880 | 9.488000 | 10.579120 | -2.00 | Yes | No | 06.12.2021 19:07:16 | ||
| JPY | 07.12.2021 | 1 | 0 | 85 000 000 | 8.00 | 8.00 | 60.030000 | 65.250000 | 70.470000 | -3.50 | No | No | 06.12.2021 19:07:16 | |
| JPY | 07.12.2021 | 2 | 85 000 000 | 425 000 000 | 10.00 | 10.00 | 58.725000 | 65.250000 | 71.775000 | -3.50 | No | No | 06.12.2021 19:07:16 | |
| JPY | 07.12.2021 | 3 | 425 000 000 | 12.00 | 12.00 | 57.420000 | 65.250000 | 73.080000 | -3.50 | No | No | 06.12.2021 19:07:16 | ||
| KZT | 07.12.2021 | 1 | 0 | 384 500 000 | 20.00 | 20.00 | 13.480000 | 16.850000 | 20.220000 | -18.00 | No | No | 06.12.2021 19:07:16 | |
| KZT | 07.12.2021 | 2 | 384 500 000 | 1 922 500 000 | 50.00 | 50.00 | 8.425000 | 16.850000 | 25.275000 | -18.00 | No | No | 06.12.2021 19:07:16 | |
| KZT | 07.12.2021 | 3 | 1 922 500 000 | 100.00 | 100.00 | 0.000000 | 16.850000 | 33.700000 | -18.00 | No | No | 06.12.2021 19:07:16 | ||
| SLV | 07.12.2021 | 1 | 0 | 30 000 000 | 19.00 | 19.00 | 42.842700 | 52.892200 | 62.941700 | -0.50 | Yes | No | 06.12.2021 19:07:16 | |
| SLV | 07.12.2021 | 2 | 30 000 000 | 150 000 000 | 25.00 | 25.00 | 39.669200 | 52.892200 | 66.115300 | -0.50 | Yes | No | 06.12.2021 19:07:16 | |
| SLV | 07.12.2021 | 3 | 150 000 000 | 32.00 | 32.00 | 35.966700 | 52.892200 | 69.817700 | -0.50 | Yes | No | 06.12.2021 19:07:16 | ||
| TRY | 07.12.2021 | 1 | 0 | 1 856 000 | 20.00 | 20.00 | 4.293280 | 5.366600 | 6.439920 | -45.00 | No | No | 06.12.2021 19:07:16 | |
| TRY | 07.12.2021 | 2 | 1 856 000 | 9 280 000 | 50.00 | 50.00 | 2.683300 | 5.366600 | 8.049900 | -45.00 | No | No | 06.12.2021 19:07:16 | |
| TRY | 07.12.2021 | 3 | 9 280 000 | 100.00 | 100.00 | 0.000000 | 5.366600 | 10.733200 | -45.00 | No | No | 06.12.2021 19:07:16 | ||
| UAH | 07.12.2021 | 1 | 0 | 10 000 | 100.00 | 100.00 | 0.000000 | 26.879700 | 53.759400 | -2.00 | No | Yes | 06.12.2021 19:07:16 | |
| UAH | 07.12.2021 | 2 | 10 000 | 20 000 | 100.00 | 100.00 | 0.000000 | 26.879700 | 53.759400 | -2.00 | No | Yes | 06.12.2021 19:07:16 | |
| UAH | 07.12.2021 | 3 | 20 000 | 100.00 | 100.00 | 0.000000 | 26.879700 | 53.759400 | -2.00 | No | Yes | 06.12.2021 19:07:16 | ||
| USD | 07.12.2021 | 1 | 0 | 1 000 000 000 | 7.50 | 7.50 | 68.434400 | 73.983100 | 79.531800 | -4.00 | Yes | No | 06.12.2021 19:07:16 | |
| USD | 07.12.2021 | 2 | 1 000 000 000 | 5 000 000 000 | 9.50 | 9.50 | 66.954700 | 73.983100 | 81.011500 | -4.00 | Yes | No | 06.12.2021 19:07:16 | |
| USD | 07.12.2021 | 3 | 5 000 000 000 | 11.50 | 11.50 | 65.475000 | 73.983100 | 82.491200 | -4.00 | Yes | No | 06.12.2021 19:07:16 | ||
| USDF | 07.12.2021 | 1 | 0 | 1 000 000 000 | 10.00 | 10.00 | 66.584800 | 73.983100 | 81.381400 | -4.00 | Yes | No | 06.12.2021 19:07:16 | |
| USDF | 07.12.2021 | 2 | 1 000 000 000 | 5 000 000 000 | 12.00 | 12.00 | 65.105100 | 73.983100 | 82.861100 | -4.00 | Yes | No | 06.12.2021 19:07:16 | |
| USDF | 07.12.2021 | 3 | 5 000 000 000 | 14.00 | 14.00 | 63.625500 | 73.983100 | 84.340700 | -4.00 | Yes | No | 06.12.2021 19:07:16 | ||
| USDW | 07.12.2021 | 1 | 0 | 1 000 000 000 | 12.00 | 12.00 | 65.105100 | 73.983100 | 82.861100 | -5.00 | Yes | No | 06.12.2021 19:07:16 | |
| USDW | 07.12.2021 | 2 | 1 000 000 000 | 5 000 000 000 | 14.00 | 14.00 | 63.625500 | 73.983100 | 84.340700 | -5.00 | Yes | No | 06.12.2021 19:07:16 | |
| USDW | 07.12.2021 | 3 | 5 000 000 000 | 16.00 | 16.00 | 62.145800 | 73.983100 | 85.820400 | -5.00 | Yes | No | 06.12.2021 19:07:16 | ||
| XAU | 07.12.2021 | 1 | 0 | 32 150 | 8.00 | 8.00 | 121 054.256000 | 131 580.713000 | 142 107.170000 | -0.50 | Yes | No | 06.12.2021 19:07:16 | |
| XAU | 07.12.2021 | 2 | 32 150 | 160 750 | 14.00 | 14.00 | 113 159.413200 | 131 580.713000 | 150 002.012800 | -0.50 | Yes | No | 06.12.2021 19:07:16 |