| 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 | 17.01.2020 | 1 | 0 | 314 000 | 30.00 | 30.00 | 20.338600 | 29.055100 | 37.771600 | -12.00 | 12.50 | No | No | 16.01.2020 19:11:06 |
| BYN | 17.01.2020 | 2 | 314 000 | 1 570 000 | 50.00 | 50.00 | 14.527600 | 29.055100 | 43.582700 | -12.00 | 12.50 | No | No | 16.01.2020 19:11:06 |
| BYN | 17.01.2020 | 3 | 1 570 000 | 100.00 | 100.00 | 0.000000 | 29.055100 | 58.110200 | -12.00 | 12.50 | No | No | 16.01.2020 19:11:06 | |
| CHF | 17.01.2020 | 1 | 0 | 500 000 000 | 7.00 | 7.00 | 59.459600 | 63.935000 | 68.410500 | -2.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| CHF | 17.01.2020 | 2 | 500 000 000 | 2 500 000 000 | 9.00 | 9.00 | 58.180900 | 63.935000 | 69.689200 | -2.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| CHF | 17.01.2020 | 3 | 2 500 000 000 | 11.00 | 11.00 | 56.902200 | 63.935000 | 70.967900 | -2.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 | |
| CNY | 17.01.2020 | 1 | 0 | 20 000 000 | 6.00 | 6.00 | 8.424468 | 8.962200 | 9.499932 | -8.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| CNY | 17.01.2020 | 2 | 20 000 000 | 100 000 000 | 8.00 | 8.00 | 8.245224 | 8.962200 | 9.679176 | -8.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| CNY | 17.01.2020 | 3 | 100 000 000 | 10.00 | 10.00 | 8.065980 | 8.962200 | 9.858420 | -8.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 | |
| EUR | 17.01.2020 | 1 | 0 | 700 000 000 | 6.00 | 6.00 | 64.527100 | 68.645800 | 72.764500 | -2.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| EUR | 17.01.2020 | 2 | 700 000 000 | 3 500 000 000 | 8.00 | 8.00 | 63.154100 | 68.645800 | 74.137500 | -2.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| EUR | 17.01.2020 | 3 | 3 500 000 000 | 10.00 | 10.00 | 61.781200 | 68.645800 | 75.510400 | -2.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 | |
| EURF | 17.01.2020 | 1 | 0 | 700 000 000 | 10.00 | 10.00 | 61.781200 | 68.645800 | 75.510400 | -2.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| EURF | 17.01.2020 | 2 | 700 000 000 | 3 500 000 000 | 12.00 | 12.00 | 60.408300 | 68.645800 | 76.883300 | -2.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| EURF | 17.01.2020 | 3 | 3 500 000 000 | 14.00 | 14.00 | 59.035400 | 68.645800 | 78.256200 | -2.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 | |
| GBP | 17.01.2020 | 1 | 0 | 350 000 000 | 7.00 | 7.00 | 74.903900 | 80.541800 | 86.179700 | -2.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| GBP | 17.01.2020 | 2 | 350 000 000 | 1 750 000 000 | 9.00 | 9.00 | 73.293000 | 80.541800 | 87.790600 | -2.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| GBP | 17.01.2020 | 3 | 1 750 000 000 | 11.00 | 11.00 | 71.682200 | 80.541800 | 89.401400 | -2.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 | |
| GLD | 17.01.2020 | 1 | 0 | 1 000 000 | 8.00 | 8.00 | 2 827.495300 | 3 073.364500 | 3 319.233700 | -0.50 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| GLD | 17.01.2020 | 2 | 1 000 000 | 5 000 000 | 14.00 | 14.00 | 2 643.093500 | 3 073.364500 | 3 503.635500 | -0.50 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| GLD | 17.01.2020 | 3 | 5 000 000 | 21.00 | 21.00 | 2 427.958000 | 3 073.364500 | 3 718.771000 | -0.50 | 12.50 | Yes | No | 16.01.2020 19:11:06 | |
| HKD | 17.01.2020 | 1 | 0 | 20 000 000 | 6.00 | 6.00 | 7.458430 | 7.934500 | 8.410570 | -2.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| HKD | 17.01.2020 | 2 | 20 000 000 | 100 000 000 | 8.00 | 8.00 | 7.299740 | 7.934500 | 8.569260 | -2.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| HKD | 17.01.2020 | 3 | 100 000 000 | 10.00 | 10.00 | 7.141050 | 7.934500 | 8.727950 | -2.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 | |
| JPY | 17.01.2020 | 1 | 0 | 85 000 000 | 8.00 | 8.00 | 51.538400 | 56.020000 | 60.501600 | -3.50 | 12.50 | No | No | 16.01.2020 19:11:06 |
| JPY | 17.01.2020 | 2 | 85 000 000 | 425 000 000 | 10.00 | 10.00 | 50.418000 | 56.020000 | 61.622000 | -3.50 | 12.50 | No | No | 16.01.2020 19:11:06 |
| JPY | 17.01.2020 | 3 | 425 000 000 | 12.00 | 12.00 | 49.297600 | 56.020000 | 62.742400 | -3.50 | 12.50 | No | No | 16.01.2020 19:11:06 | |
| KZT | 17.01.2020 | 1 | 0 | 384 500 000 | 20.00 | 20.00 | 13.072000 | 16.340000 | 19.608000 | -18.00 | 12.50 | No | No | 16.01.2020 19:11:06 |
| KZT | 17.01.2020 | 2 | 384 500 000 | 1 922 500 000 | 50.00 | 50.00 | 8.170000 | 16.340000 | 24.510000 | -18.00 | 12.50 | No | No | 16.01.2020 19:11:06 |
| KZT | 17.01.2020 | 3 | 1 922 500 000 | 100.00 | 100.00 | 0.000000 | 16.340000 | 32.680000 | -18.00 | 12.50 | No | No | 16.01.2020 19:11:06 | |
| SLV | 17.01.2020 | 1 | 0 | 30 000 000 | 12.00 | 12.00 | 31.169600 | 35.420000 | 39.670400 | -0.50 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| SLV | 17.01.2020 | 2 | 30 000 000 | 150 000 000 | 18.00 | 18.00 | 29.044400 | 35.420000 | 41.795600 | -0.50 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| SLV | 17.01.2020 | 3 | 150 000 000 | 25.00 | 25.00 | 26.565000 | 35.420000 | 44.275000 | -0.50 | 12.50 | Yes | No | 16.01.2020 19:11:06 | |
| TRY | 17.01.2020 | 1 | 0 | 1 856 000 | 20.00 | 20.00 | 8.423120 | 10.528900 | 12.634680 | -45.00 | 12.50 | No | No | 16.01.2020 19:11:06 |
| TRY | 17.01.2020 | 2 | 1 856 000 | 9 280 000 | 50.00 | 50.00 | 5.264450 | 10.528900 | 15.793350 | -45.00 | 12.50 | No | No | 16.01.2020 19:11:06 |
| TRY | 17.01.2020 | 3 | 9 280 000 | 100.00 | 100.00 | 0.000000 | 10.528900 | 21.057800 | -45.00 | 12.50 | No | No | 16.01.2020 19:11:06 | |
| UAH | 17.01.2020 | 1 | 0 | 10 000 | 100.00 | 100.00 | 0.000000 | 25.574200 | 51.148400 | -2.00 | 12.50 | No | Yes | 16.01.2020 19:11:06 |
| UAH | 17.01.2020 | 2 | 10 000 | 20 000 | 100.00 | 100.00 | 0.000000 | 25.574200 | 51.148400 | -2.00 | 12.50 | No | Yes | 16.01.2020 19:11:06 |
| UAH | 17.01.2020 | 3 | 20 000 | 100.00 | 100.00 | 0.000000 | 25.574200 | 51.148400 | -2.00 | 12.50 | No | Yes | 16.01.2020 19:11:06 | |
| USD | 17.01.2020 | 1 | 0 | 1 000 000 000 | 6.00 | 6.00 | 57.951200 | 61.650200 | 65.349200 | -4.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| USD | 17.01.2020 | 2 | 1 000 000 000 | 5 000 000 000 | 8.00 | 8.00 | 56.718200 | 61.650200 | 66.582200 | -4.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| USD | 17.01.2020 | 3 | 5 000 000 000 | 10.00 | 10.00 | 55.485200 | 61.650200 | 67.815200 | -4.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 | |
| USDF | 17.01.2020 | 1 | 0 | 1 000 000 000 | 10.00 | 10.00 | 55.485200 | 61.650200 | 67.815200 | -4.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| USDF | 17.01.2020 | 2 | 1 000 000 000 | 5 000 000 000 | 12.00 | 12.00 | 54.252200 | 61.650200 | 69.048200 | -4.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| USDF | 17.01.2020 | 3 | 5 000 000 000 | 14.00 | 14.00 | 53.019200 | 61.650200 | 70.281200 | -4.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 | |
| USDW | 17.01.2020 | 1 | 0 | 1 000 000 000 | 10.00 | 10.00 | 55.485200 | 61.650200 | 67.815200 | -5.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| USDW | 17.01.2020 | 2 | 1 000 000 000 | 5 000 000 000 | 12.00 | 12.00 | 54.252200 | 61.650200 | 69.048200 | -5.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 |
| USDW | 17.01.2020 | 3 | 5 000 000 000 | 14.00 | 14.00 | 53.019200 | 61.650200 | 70.281200 | -5.00 | 12.50 | Yes | No | 16.01.2020 19:11:06 | |
| XAU | 17.01.2020 | 1 | 0 | 32 150 | 8.00 | 8.00 | 87 945.001300 | 95 592.392700 | 103 239.784100 | -0.50 | 12.50 | No | No | 16.01.2020 19:11:06 |
| XAU | 17.01.2020 | 2 | 32 150 | 160 750 | 14.00 | 14.00 | 82 209.457700 | 95 592.392700 | 108 975.327700 | -0.50 | 12.50 | No | No | 16.01.2020 19:11:06 |