| 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 | 05.08.2021 | 1 | 0 | 314 000 | 30.00 | 30.00 | 20.305600 | 29.008000 | 37.710400 | -12.00 | No | No | 04.08.2021 19:15:20 | |
| BYN | 05.08.2021 | 2 | 314 000 | 1 570 000 | 50.00 | 50.00 | 14.504000 | 29.008000 | 43.512000 | -12.00 | No | No | 04.08.2021 19:15:20 | |
| BYN | 05.08.2021 | 3 | 1 570 000 | 100.00 | 100.00 | 0.000000 | 29.008000 | 58.016000 | -12.00 | No | No | 04.08.2021 19:15:20 | ||
| CHF | 05.08.2021 | 1 | 0 | 500 000 000 | 7.00 | 7.00 | 75.094700 | 80.747000 | 86.399300 | -2.00 | Yes | No | 04.08.2021 19:15:20 | |
| CHF | 05.08.2021 | 2 | 500 000 000 | 2 500 000 000 | 9.00 | 9.00 | 73.479800 | 80.747000 | 88.014200 | -2.00 | Yes | No | 04.08.2021 19:15:20 | |
| CHF | 05.08.2021 | 3 | 2 500 000 000 | 11.00 | 11.00 | 71.864800 | 80.747000 | 89.629200 | -2.00 | Yes | No | 04.08.2021 19:15:20 | ||
| CNY | 05.08.2021 | 1 | 0 | 20 000 000 | 6.00 | 6.00 | 10.641928 | 11.321200 | 12.000472 | -8.00 | Yes | No | 04.08.2021 19:15:20 | |
| CNY | 05.08.2021 | 2 | 20 000 000 | 100 000 000 | 8.00 | 8.00 | 10.415504 | 11.321200 | 12.226896 | -8.00 | Yes | No | 04.08.2021 19:15:20 | |
| CNY | 05.08.2021 | 3 | 100 000 000 | 10.00 | 10.00 | 10.189080 | 11.321200 | 12.453320 | -8.00 | Yes | No | 04.08.2021 19:15:20 | ||
| EUR | 05.08.2021 | 1 | 0 | 700 000 000 | 6.00 | 6.00 | 81.503000 | 86.705300 | 91.907600 | -2.00 | Yes | No | 04.08.2021 19:15:20 | |
| EUR | 05.08.2021 | 2 | 700 000 000 | 3 500 000 000 | 8.00 | 8.00 | 79.768900 | 86.705300 | 93.641700 | -2.00 | Yes | No | 04.08.2021 19:15:20 | |
| EUR | 05.08.2021 | 3 | 3 500 000 000 | 10.00 | 10.00 | 78.034800 | 86.705300 | 95.375800 | -2.00 | Yes | No | 04.08.2021 19:15:20 | ||
| EURF | 05.08.2021 | 1 | 0 | 700 000 000 | 10.00 | 10.00 | 78.034800 | 86.705300 | 95.375800 | -2.00 | Yes | No | 04.08.2021 19:15:20 | |
| EURF | 05.08.2021 | 2 | 700 000 000 | 3 500 000 000 | 12.00 | 12.00 | 76.300700 | 86.705300 | 97.109900 | -2.00 | Yes | No | 04.08.2021 19:15:20 | |
| EURF | 05.08.2021 | 3 | 3 500 000 000 | 14.00 | 14.00 | 74.566600 | 86.705300 | 98.844000 | -2.00 | Yes | No | 04.08.2021 19:15:20 | ||
| GBP | 05.08.2021 | 1 | 0 | 350 000 000 | 7.00 | 7.00 | 94.656100 | 101.780700 | 108.905300 | -2.00 | Yes | No | 04.08.2021 19:15:20 | |
| GBP | 05.08.2021 | 2 | 350 000 000 | 1 750 000 000 | 9.00 | 9.00 | 92.620400 | 101.780700 | 110.941000 | -2.00 | Yes | No | 04.08.2021 19:15:20 | |
| GBP | 05.08.2021 | 3 | 1 750 000 000 | 11.00 | 11.00 | 90.584800 | 101.780700 | 112.976600 | -2.00 | Yes | No | 04.08.2021 19:15:20 | ||
| GLD | 05.08.2021 | 1 | 0 | 1 000 000 | 8.00 | 8.00 | 3 920.580000 | 4 261.500000 | 4 602.420000 | -0.50 | Yes | No | 04.08.2021 19:15:20 | |
| GLD | 05.08.2021 | 2 | 1 000 000 | 5 000 000 | 14.00 | 14.00 | 3 664.890000 | 4 261.500000 | 4 858.110000 | -0.50 | Yes | No | 04.08.2021 19:15:20 | |
| GLD | 05.08.2021 | 3 | 5 000 000 | 21.00 | 21.00 | 3 366.585000 | 4 261.500000 | 5 156.415000 | -0.50 | Yes | No | 04.08.2021 19:15:20 | ||
| HKD | 05.08.2021 | 1 | 0 | 20 000 000 | 6.00 | 6.00 | 8.848972 | 9.413800 | 9.978628 | -2.00 | Yes | No | 04.08.2021 19:15:20 | |
| HKD | 05.08.2021 | 2 | 20 000 000 | 100 000 000 | 8.00 | 8.00 | 8.660696 | 9.413800 | 10.166904 | -2.00 | Yes | No | 04.08.2021 19:15:20 | |
| HKD | 05.08.2021 | 3 | 100 000 000 | 10.00 | 10.00 | 8.472420 | 9.413800 | 10.355180 | -2.00 | Yes | No | 04.08.2021 19:15:20 | ||
| JPY | 05.08.2021 | 1 | 0 | 85 000 000 | 8.00 | 8.00 | 61.483600 | 66.830000 | 72.176400 | -3.50 | No | No | 04.08.2021 19:15:20 | |
| JPY | 05.08.2021 | 2 | 85 000 000 | 425 000 000 | 10.00 | 10.00 | 60.147000 | 66.830000 | 73.513000 | -3.50 | No | No | 04.08.2021 19:15:20 | |
| JPY | 05.08.2021 | 3 | 425 000 000 | 12.00 | 12.00 | 58.810400 | 66.830000 | 74.849600 | -3.50 | No | No | 04.08.2021 19:15:20 | ||
| KZT | 05.08.2021 | 1 | 0 | 384 500 000 | 20.00 | 20.00 | 13.808000 | 17.260000 | 20.712000 | -18.00 | No | No | 04.08.2021 19:15:20 | |
| KZT | 05.08.2021 | 2 | 384 500 000 | 1 922 500 000 | 50.00 | 50.00 | 8.630000 | 17.260000 | 25.890000 | -18.00 | No | No | 04.08.2021 19:15:20 | |
| KZT | 05.08.2021 | 3 | 1 922 500 000 | 100.00 | 100.00 | 0.000000 | 17.260000 | 34.520000 | -18.00 | No | No | 04.08.2021 19:15:20 | ||
| SLV | 05.08.2021 | 1 | 0 | 30 000 000 | 19.00 | 19.00 | 48.429900 | 59.790000 | 71.150100 | -0.50 | Yes | No | 04.08.2021 19:15:20 | |
| SLV | 05.08.2021 | 2 | 30 000 000 | 150 000 000 | 25.00 | 25.00 | 44.842500 | 59.790000 | 74.737500 | -0.50 | Yes | No | 04.08.2021 19:15:20 | |
| SLV | 05.08.2021 | 3 | 150 000 000 | 32.00 | 32.00 | 40.657200 | 59.790000 | 78.922800 | -0.50 | Yes | No | 04.08.2021 19:15:20 | ||
| TRY | 05.08.2021 | 1 | 0 | 1 856 000 | 20.00 | 20.00 | 6.911440 | 8.639300 | 10.367160 | -45.00 | No | No | 04.08.2021 19:15:20 | |
| TRY | 05.08.2021 | 2 | 1 856 000 | 9 280 000 | 50.00 | 50.00 | 4.319650 | 8.639300 | 12.958950 | -45.00 | No | No | 04.08.2021 19:15:20 | |
| TRY | 05.08.2021 | 3 | 9 280 000 | 100.00 | 100.00 | 0.000000 | 8.639300 | 17.278600 | -45.00 | No | No | 04.08.2021 19:15:20 | ||
| UAH | 05.08.2021 | 1 | 0 | 10 000 | 100.00 | 100.00 | 0.000000 | 27.056100 | 54.112200 | -2.00 | No | Yes | 04.08.2021 19:15:20 | |
| UAH | 05.08.2021 | 2 | 10 000 | 20 000 | 100.00 | 100.00 | 0.000000 | 27.056100 | 54.112200 | -2.00 | No | Yes | 04.08.2021 19:15:20 | |
| UAH | 05.08.2021 | 3 | 20 000 | 100.00 | 100.00 | 0.000000 | 27.056100 | 54.112200 | -2.00 | No | Yes | 04.08.2021 19:15:20 | ||
| USD | 05.08.2021 | 1 | 0 | 1 000 000 000 | 6.00 | 6.00 | 68.852500 | 73.247300 | 77.642100 | -4.00 | Yes | No | 04.08.2021 19:15:20 | |
| USD | 05.08.2021 | 2 | 1 000 000 000 | 5 000 000 000 | 8.00 | 8.00 | 67.387500 | 73.247300 | 79.107100 | -4.00 | Yes | No | 04.08.2021 19:15:20 | |
| USD | 05.08.2021 | 3 | 5 000 000 000 | 10.00 | 10.00 | 65.922600 | 73.247300 | 80.572000 | -4.00 | Yes | No | 04.08.2021 19:15:20 | ||
| USDF | 05.08.2021 | 1 | 0 | 1 000 000 000 | 10.00 | 10.00 | 65.922600 | 73.247300 | 80.572000 | -4.00 | Yes | No | 04.08.2021 19:15:20 | |
| USDF | 05.08.2021 | 2 | 1 000 000 000 | 5 000 000 000 | 12.00 | 12.00 | 64.457600 | 73.247300 | 82.037000 | -4.00 | Yes | No | 04.08.2021 19:15:20 | |
| USDF | 05.08.2021 | 3 | 5 000 000 000 | 14.00 | 14.00 | 62.992700 | 73.247300 | 83.501900 | -4.00 | Yes | No | 04.08.2021 19:15:20 | ||
| USDW | 05.08.2021 | 1 | 0 | 1 000 000 000 | 10.00 | 10.00 | 65.922600 | 73.247300 | 80.572000 | -5.00 | Yes | No | 04.08.2021 19:15:20 | |
| USDW | 05.08.2021 | 2 | 1 000 000 000 | 5 000 000 000 | 12.00 | 12.00 | 64.457600 | 73.247300 | 82.037000 | -5.00 | Yes | No | 04.08.2021 19:15:20 | |
| USDW | 05.08.2021 | 3 | 5 000 000 000 | 14.00 | 14.00 | 62.992700 | 73.247300 | 83.501900 | -5.00 | Yes | No | 04.08.2021 19:15:20 | ||
| XAU | 05.08.2021 | 1 | 0 | 32 150 | 8.00 | 8.00 | 121 943.760100 | 132 547.565300 | 143 151.370500 | -0.50 | Yes | No | 04.08.2021 19:15:20 | |
| XAU | 05.08.2021 | 2 | 32 150 | 160 750 | 14.00 | 14.00 | 113 990.906200 | 132 547.565300 | 151 104.224400 | -0.50 | Yes | No | 04.08.2021 19:15:20 |