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
BYN 21.02.2020 1 0 314 000 30.00 30.00 20.331100 29.044400 37.757700 -12.00 12.00 No No 20.02.2020 19:13:24
BYN 21.02.2020 2 314 000 1 570 000 50.00 50.00 14.522200 29.044400 43.566600 -12.00 12.00 No No 20.02.2020 19:13:24
BYN 21.02.2020 3 1 570 000 100.00 100.00 0.000000 29.044400 58.088800 -12.00 12.00 No No 20.02.2020 19:13:24
CHF 21.02.2020 1 0 500 000 000 7.00 7.00 60.663900 65.230000 69.796100 -2.00 12.00 Yes No 20.02.2020 19:13:24
CHF 21.02.2020 2 500 000 000 2 500 000 000 9.00 9.00 59.359300 65.230000 71.100700 -2.00 12.00 Yes No 20.02.2020 19:13:24
CHF 21.02.2020 3 2 500 000 000 11.00 11.00 58.054700 65.230000 72.405300 -2.00 12.00 Yes No 20.02.2020 19:13:24
CNY 21.02.2020 1 0 20 000 000 6.00 6.00 8.556162 9.102300 9.648438 -8.00 12.00 Yes No 20.02.2020 19:13:24
CNY 21.02.2020 2 20 000 000 100 000 000 8.00 8.00 8.374116 9.102300 9.830484 -8.00 12.00 Yes No 20.02.2020 19:13:24
CNY 21.02.2020 3 100 000 000 10.00 10.00 8.192070 9.102300 10.012530 -8.00 12.00 Yes No 20.02.2020 19:13:24
EUR 21.02.2020 1 0 700 000 000 6.00 6.00 65.062800 69.215700 73.368600 -2.00 12.00 Yes No 20.02.2020 19:13:24
EUR 21.02.2020 2 700 000 000 3 500 000 000 8.00 8.00 63.678400 69.215700 74.753000 -2.00 12.00 Yes No 20.02.2020 19:13:24
EUR 21.02.2020 3 3 500 000 000 10.00 10.00 62.294100 69.215700 76.137300 -2.00 12.00 Yes No 20.02.2020 19:13:24
EURF 21.02.2020 1 0 700 000 000 10.00 10.00 62.294100 69.215700 76.137300 -2.00 12.00 Yes No 20.02.2020 19:13:24
EURF 21.02.2020 2 700 000 000 3 500 000 000 12.00 12.00 60.909800 69.215700 77.521600 -2.00 12.00 Yes No 20.02.2020 19:13:24
EURF 21.02.2020 3 3 500 000 000 14.00 14.00 59.525500 69.215700 78.905900 -2.00 12.00 Yes No 20.02.2020 19:13:24
GBP 21.02.2020 1 0 350 000 000 7.00 7.00 76.752800 82.529900 88.307000 -2.00 12.00 Yes No 20.02.2020 19:13:24
GBP 21.02.2020 2 350 000 000 1 750 000 000 9.00 9.00 75.102200 82.529900 89.957600 -2.00 12.00 Yes No 20.02.2020 19:13:24
GBP 21.02.2020 3 1 750 000 000 11.00 11.00 73.451600 82.529900 91.608200 -2.00 12.00 Yes No 20.02.2020 19:13:24
GLD 21.02.2020 1 0 1 000 000 8.00 8.00 3 064.060000 3 330.500000 3 596.940000 -0.50 12.00 Yes No 20.02.2020 19:13:24
GLD 21.02.2020 2 1 000 000 5 000 000 14.00 14.00 2 864.230000 3 330.500000 3 796.770000 -0.50 12.00 Yes No 20.02.2020 19:13:24
GLD 21.02.2020 3 5 000 000 21.00 21.00 2 631.095000 3 330.500000 4 029.905000 -0.50 12.00 Yes No 20.02.2020 19:13:24
HKD 21.02.2020 1 0 20 000 000 6.00 6.00 7.743250 8.237500 8.731750 -2.00 12.00 Yes No 20.02.2020 19:13:24
HKD 21.02.2020 2 20 000 000 100 000 000 8.00 8.00 7.578500 8.237500 8.896500 -2.00 12.00 Yes No 20.02.2020 19:13:24
HKD 21.02.2020 3 100 000 000 10.00 10.00 7.413750 8.237500 9.061250 -2.00 12.00 Yes No 20.02.2020 19:13:24
JPY 21.02.2020 1 0 85 000 000 8.00 8.00 52.605600 57.180000 61.754400 -3.50 12.00 No No 20.02.2020 19:13:24
JPY 21.02.2020 2 85 000 000 425 000 000 10.00 10.00 51.462000 57.180000 62.898000 -3.50 12.00 No No 20.02.2020 19:13:24
JPY 21.02.2020 3 425 000 000 12.00 12.00 50.318400 57.180000 64.041600 -3.50 12.00 No No 20.02.2020 19:13:24
KZT 21.02.2020 1 0 384 500 000 20.00 20.00 13.648000 17.060000 20.472000 -18.00 12.00 No No 20.02.2020 19:13:24
KZT 21.02.2020 2 384 500 000 1 922 500 000 50.00 50.00 8.530000 17.060000 25.590000 -18.00 12.00 No No 20.02.2020 19:13:24
KZT 21.02.2020 3 1 922 500 000 100.00 100.00 0.000000 17.060000 34.120000 -18.00 12.00 No No 20.02.2020 19:13:24
SLV 21.02.2020 1 0 30 000 000 12.00 12.00 33.044000 37.550000 42.056000 -0.50 12.00 Yes No 20.02.2020 19:13:24
SLV 21.02.2020 2 30 000 000 150 000 000 18.00 18.00 30.791000 37.550000 44.309000 -0.50 12.00 Yes No 20.02.2020 19:13:24
SLV 21.02.2020 3 150 000 000 25.00 25.00 28.162500 37.550000 46.937500 -0.50 12.00 Yes No 20.02.2020 19:13:24
TRY 21.02.2020 1 0 1 856 000 20.00 20.00 8.406000 10.507500 12.609000 -45.00 12.00 No No 20.02.2020 19:13:24
TRY 21.02.2020 2 1 856 000 9 280 000 50.00 50.00 5.253750 10.507500 15.761250 -45.00 12.00 No No 20.02.2020 19:13:24
TRY 21.02.2020 3 9 280 000 100.00 100.00 0.000000 10.507500 21.015000 -45.00 12.00 No No 20.02.2020 19:13:24
UAH 21.02.2020 1 0 10 000 100.00 100.00 0.000000 26.044700 52.089400 -2.00 12.00 No Yes 20.02.2020 19:13:24
UAH 21.02.2020 2 10 000 20 000 100.00 100.00 0.000000 26.044700 52.089400 -2.00 12.00 No Yes 20.02.2020 19:13:24
UAH 21.02.2020 3 20 000 100.00 100.00 0.000000 26.044700 52.089400 -2.00 12.00 No Yes 20.02.2020 19:13:24
USD 21.02.2020 1 0 1 000 000 000 6.00 6.00 60.202600 64.045300 67.888000 -4.00 12.00 Yes No 20.02.2020 19:13:24
USD 21.02.2020 2 1 000 000 000 5 000 000 000 8.00 8.00 58.921700 64.045300 69.168900 -4.00 12.00 Yes No 20.02.2020 19:13:24
USD 21.02.2020 3 5 000 000 000 10.00 10.00 57.640800 64.045300 70.449800 -4.00 12.00 Yes No 20.02.2020 19:13:24
USDF 21.02.2020 1 0 1 000 000 000 10.00 10.00 57.640800 64.045300 70.449800 -4.00 12.00 Yes No 20.02.2020 19:13:24
USDF 21.02.2020 2 1 000 000 000 5 000 000 000 12.00 12.00 56.359900 64.045300 71.730700 -4.00 12.00 Yes No 20.02.2020 19:13:24
USDF 21.02.2020 3 5 000 000 000 14.00 14.00 55.079000 64.045300 73.011600 -4.00 12.00 Yes No 20.02.2020 19:13:24
USDW 21.02.2020 1 0 1 000 000 000 10.00 10.00 57.640800 64.045300 70.449800 -5.00 12.00 Yes No 20.02.2020 19:13:24
USDW 21.02.2020 2 1 000 000 000 5 000 000 000 12.00 12.00 56.359900 64.045300 71.730700 -5.00 12.00 Yes No 20.02.2020 19:13:24
USDW 21.02.2020 3 5 000 000 000 14.00 14.00 55.079000 64.045300 73.011600 -5.00 12.00 Yes No 20.02.2020 19:13:24
XAU 21.02.2020 1 0 32 150 8.00 8.00 95 302.990300 103 590.206800 111 877.423300 -0.50 12.00 No No 20.02.2020 19:13:24
XAU 21.02.2020 2 32 150 160 750 14.00 14.00 89 087.577800 103 590.206800 118 092.835800 -0.50 12.00 No No 20.02.2020 19:13:24