| 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 | 18.01.2022 | 1 | 0 | 314 000 | 30.00 | 30.00 | 20.618000 | 29.454300 | 38.290600 | -12.00 | No | No | 17.01.2022 19:05:38 | |
| BYN | 18.01.2022 | 2 | 314 000 | 1 570 000 | 50.00 | 50.00 | 14.727200 | 29.454300 | 44.181500 | -12.00 | No | No | 17.01.2022 19:05:38 | |
| BYN | 18.01.2022 | 3 | 1 570 000 | 100.00 | 100.00 | 0.000000 | 29.454300 | 58.908600 | -12.00 | No | No | 17.01.2022 19:05:38 | ||
| CHF | 18.01.2022 | 1 | 0 | 500 000 000 | 8.00 | 8.00 | 76.523300 | 83.177500 | 89.831700 | -2.00 | Yes | No | 17.01.2022 19:05:38 | |
| CHF | 18.01.2022 | 2 | 500 000 000 | 2 500 000 000 | 10.00 | 10.00 | 74.859800 | 83.177500 | 91.495300 | -2.00 | Yes | No | 17.01.2022 19:05:38 | |
| CHF | 18.01.2022 | 3 | 2 500 000 000 | 12.00 | 12.00 | 73.196200 | 83.177500 | 93.158800 | -2.00 | Yes | No | 17.01.2022 19:05:38 | ||
| CNY | 18.01.2022 | 1 | 0 | 20 000 000 | 7.00 | 7.00 | 11.136378 | 11.974600 | 12.812822 | -8.00 | Yes | No | 17.01.2022 19:05:38 | |
| CNY | 18.01.2022 | 2 | 20 000 000 | 100 000 000 | 9.00 | 9.00 | 10.896886 | 11.974600 | 13.052314 | -8.00 | Yes | No | 17.01.2022 19:05:38 | |
| CNY | 18.01.2022 | 3 | 100 000 000 | 11.00 | 11.00 | 10.657394 | 11.974600 | 13.291806 | -8.00 | Yes | No | 17.01.2022 19:05:38 | ||
| EUR | 18.01.2022 | 1 | 0 | 700 000 000 | 7.00 | 7.00 | 80.452800 | 86.508400 | 92.564000 | -2.00 | Yes | No | 17.01.2022 19:05:38 | |
| EUR | 18.01.2022 | 2 | 700 000 000 | 3 500 000 000 | 9.00 | 9.00 | 78.722600 | 86.508400 | 94.294200 | -2.00 | Yes | No | 17.01.2022 19:05:38 | |
| EUR | 18.01.2022 | 3 | 3 500 000 000 | 11.00 | 11.00 | 76.992500 | 86.508400 | 96.024300 | -2.00 | Yes | No | 17.01.2022 19:05:38 | ||
| EURF | 18.01.2022 | 1 | 0 | 700 000 000 | 10.00 | 10.00 | 77.857600 | 86.508400 | 95.159200 | -2.00 | Yes | No | 17.01.2022 19:05:38 | |
| EURF | 18.01.2022 | 2 | 700 000 000 | 3 500 000 000 | 12.00 | 12.00 | 76.127400 | 86.508400 | 96.889400 | -2.00 | Yes | No | 17.01.2022 19:05:38 | |
| EURF | 18.01.2022 | 3 | 3 500 000 000 | 14.00 | 14.00 | 74.397200 | 86.508400 | 98.619600 | -2.00 | Yes | No | 17.01.2022 19:05:38 | ||
| GBP | 18.01.2022 | 1 | 0 | 350 000 000 | 8.00 | 8.00 | 95.205800 | 103.484600 | 111.763400 | -2.00 | Yes | No | 17.01.2022 19:05:38 | |
| GBP | 18.01.2022 | 2 | 350 000 000 | 1 750 000 000 | 10.00 | 10.00 | 93.136100 | 103.484600 | 113.833100 | -2.00 | Yes | No | 17.01.2022 19:05:38 | |
| GBP | 18.01.2022 | 3 | 1 750 000 000 | 12.00 | 12.00 | 91.066400 | 103.484600 | 115.902800 | -2.00 | Yes | No | 17.01.2022 19:05:38 | ||
| GLD | 18.01.2022 | 1 | 0 | 1 000 000 | 8.00 | 8.00 | 4 090.343300 | 4 446.025300 | 4 801.707300 | -0.50 | Yes | No | 17.01.2022 19:05:38 | |
| GLD | 18.01.2022 | 2 | 1 000 000 | 5 000 000 | 14.00 | 14.00 | 3 823.581800 | 4 446.025300 | 5 068.468800 | -0.50 | Yes | No | 17.01.2022 19:05:38 | |
| GLD | 18.01.2022 | 3 | 5 000 000 | 21.00 | 21.00 | 3 512.360000 | 4 446.025300 | 5 379.690600 | -0.50 | Yes | No | 17.01.2022 19:05:38 | ||
| HKD | 18.01.2022 | 1 | 0 | 20 000 000 | 7.00 | 7.00 | 9.078939 | 9.762300 | 10.445661 | -2.00 | Yes | No | 17.01.2022 19:05:38 | |
| HKD | 18.01.2022 | 2 | 20 000 000 | 100 000 000 | 9.00 | 9.00 | 8.883693 | 9.762300 | 10.640907 | -2.00 | Yes | No | 17.01.2022 19:05:38 | |
| HKD | 18.01.2022 | 3 | 100 000 000 | 11.00 | 11.00 | 8.688447 | 9.762300 | 10.836153 | -2.00 | Yes | No | 17.01.2022 19:05:38 | ||
| JPY | 18.01.2022 | 1 | 0 | 85 000 000 | 8.00 | 8.00 | 61.042000 | 66.350000 | 71.658000 | -3.50 | No | No | 17.01.2022 19:05:38 | |
| JPY | 18.01.2022 | 2 | 85 000 000 | 425 000 000 | 10.00 | 10.00 | 59.715000 | 66.350000 | 72.985000 | -3.50 | No | No | 17.01.2022 19:05:38 | |
| JPY | 18.01.2022 | 3 | 425 000 000 | 12.00 | 12.00 | 58.388000 | 66.350000 | 74.312000 | -3.50 | No | No | 17.01.2022 19:05:38 | ||
| KZT | 18.01.2022 | 1 | 0 | 384 500 000 | 20.00 | 20.00 | 13.992000 | 17.490000 | 20.988000 | -18.00 | No | No | 17.01.2022 19:05:38 | |
| KZT | 18.01.2022 | 2 | 384 500 000 | 1 922 500 000 | 50.00 | 50.00 | 8.745000 | 17.490000 | 26.235000 | -18.00 | No | No | 17.01.2022 19:05:38 | |
| KZT | 18.01.2022 | 3 | 1 922 500 000 | 100.00 | 100.00 | 0.000000 | 17.490000 | 34.980000 | -18.00 | No | No | 17.01.2022 19:05:38 | ||
| SLV | 18.01.2022 | 1 | 0 | 30 000 000 | 19.00 | 19.00 | 45.607200 | 56.305200 | 67.003200 | -0.50 | Yes | No | 17.01.2022 19:05:38 | |
| SLV | 18.01.2022 | 2 | 30 000 000 | 150 000 000 | 25.00 | 25.00 | 42.228900 | 56.305200 | 70.381500 | -0.50 | Yes | No | 17.01.2022 19:05:38 | |
| SLV | 18.01.2022 | 3 | 150 000 000 | 32.00 | 32.00 | 38.287500 | 56.305200 | 74.322900 | -0.50 | Yes | No | 17.01.2022 19:05:38 | ||
| TRY | 18.01.2022 | 1 | 0 | 1 856 000 | 20.00 | 20.00 | 4.532880 | 5.666100 | 6.799320 | -45.00 | No | No | 17.01.2022 19:05:38 | |
| TRY | 18.01.2022 | 2 | 1 856 000 | 9 280 000 | 50.00 | 50.00 | 2.833050 | 5.666100 | 8.499150 | -45.00 | No | No | 17.01.2022 19:05:38 | |
| TRY | 18.01.2022 | 3 | 9 280 000 | 100.00 | 100.00 | 0.000000 | 5.666100 | 11.332200 | -45.00 | No | No | 17.01.2022 19:05:38 | ||
| UAH | 18.01.2022 | 1 | 0 | 10 000 | 100.00 | 100.00 | 0.000000 | 27.057300 | 54.114600 | -2.00 | No | Yes | 17.01.2022 19:05:38 | |
| UAH | 18.01.2022 | 2 | 10 000 | 20 000 | 100.00 | 100.00 | 0.000000 | 27.057300 | 54.114600 | -2.00 | No | Yes | 17.01.2022 19:05:38 | |
| UAH | 18.01.2022 | 3 | 20 000 | 100.00 | 100.00 | 0.000000 | 27.057300 | 54.114600 | -2.00 | No | Yes | 17.01.2022 19:05:38 | ||
| USD | 18.01.2022 | 1 | 0 | 1 000 000 000 | 7.00 | 7.00 | 70.563200 | 75.874400 | 81.185600 | -4.00 | Yes | No | 17.01.2022 19:05:38 | |
| USD | 18.01.2022 | 2 | 1 000 000 000 | 5 000 000 000 | 9.00 | 9.00 | 69.045700 | 75.874400 | 82.703100 | -4.00 | Yes | No | 17.01.2022 19:05:38 | |
| USD | 18.01.2022 | 3 | 5 000 000 000 | 11.00 | 11.00 | 67.528200 | 75.874400 | 84.220600 | -4.00 | Yes | No | 17.01.2022 19:05:38 | ||
| USDF | 18.01.2022 | 1 | 0 | 1 000 000 000 | 10.00 | 10.00 | 68.287000 | 75.874400 | 83.461800 | -4.00 | Yes | No | 17.01.2022 19:05:38 | |
| USDF | 18.01.2022 | 2 | 1 000 000 000 | 5 000 000 000 | 12.00 | 12.00 | 66.769500 | 75.874400 | 84.979300 | -4.00 | Yes | No | 17.01.2022 19:05:38 | |
| USDF | 18.01.2022 | 3 | 5 000 000 000 | 14.00 | 14.00 | 65.252000 | 75.874400 | 86.496800 | -4.00 | Yes | No | 17.01.2022 19:05:38 | ||
| USDW | 18.01.2022 | 1 | 0 | 1 000 000 000 | 11.00 | 11.00 | 67.528200 | 75.874400 | 84.220600 | -5.00 | Yes | No | 17.01.2022 19:05:38 | |
| USDW | 18.01.2022 | 2 | 1 000 000 000 | 5 000 000 000 | 13.00 | 13.00 | 66.010700 | 75.874400 | 85.738100 | -5.00 | Yes | No | 17.01.2022 19:05:38 | |
| USDW | 18.01.2022 | 3 | 5 000 000 000 | 15.00 | 15.00 | 64.493200 | 75.874400 | 87.255600 | -5.00 | Yes | No | 17.01.2022 19:05:38 | ||
| XAU | 18.01.2022 | 1 | 0 | 32 150 | 8.00 | 8.00 | 127 223.992100 | 138 286.947900 | 149 349.903700 | -0.50 | Yes | No | 17.01.2022 19:05:38 | |
| XAU | 18.01.2022 | 2 | 32 150 | 160 750 | 14.00 | 14.00 | 118 926.775200 | 138 286.947900 | 157 647.120600 | -0.50 | Yes | No | 17.01.2022 19:05:38 |