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 15.07.2020 1 0 314 000 30.00 30.00 20.557000 29.367200 38.177400 -12.00 9.00 No No 14.07.2020 19:11:12
BYN 15.07.2020 2 314 000 1 570 000 50.00 50.00 14.683600 29.367200 44.050800 -12.00 9.00 No No 14.07.2020 19:11:12
BYN 15.07.2020 3 1 570 000 100.00 100.00 0.000000 29.367200 58.734400 -12.00 9.00 No No 14.07.2020 19:11:12
CHF 15.07.2020 1 0 500 000 000 7.00 7.00 70.401800 75.700900 81.000000 -2.00 9.00 Yes No 14.07.2020 19:11:12
CHF 15.07.2020 2 500 000 000 2 500 000 000 9.00 9.00 68.887800 75.700900 82.514000 -2.00 9.00 Yes No 14.07.2020 19:11:12
CHF 15.07.2020 3 2 500 000 000 11.00 11.00 67.373800 75.700900 84.028000 -2.00 9.00 Yes No 14.07.2020 19:11:12
CNY 15.07.2020 1 0 20 000 000 6.00 6.00 9.531318 10.139700 10.748082 -8.00 9.00 Yes No 14.07.2020 19:11:12
CNY 15.07.2020 2 20 000 000 100 000 000 8.00 8.00 9.328524 10.139700 10.950876 -8.00 9.00 Yes No 14.07.2020 19:11:12
CNY 15.07.2020 3 100 000 000 10.00 10.00 9.125730 10.139700 11.153670 -8.00 9.00 Yes No 14.07.2020 19:11:12
EUR 15.07.2020 1 0 700 000 000 6.00 6.00 76.144600 81.004900 85.865200 -2.00 9.00 Yes No 14.07.2020 19:11:12
EUR 15.07.2020 2 700 000 000 3 500 000 000 8.00 8.00 74.524500 81.004900 87.485300 -2.00 9.00 Yes No 14.07.2020 19:11:12
EUR 15.07.2020 3 3 500 000 000 10.00 10.00 72.904400 81.004900 89.105400 -2.00 9.00 Yes No 14.07.2020 19:11:12
EURF 15.07.2020 1 0 700 000 000 10.00 10.00 72.904400 81.004900 89.105400 -2.00 9.00 Yes No 14.07.2020 19:11:12
EURF 15.07.2020 2 700 000 000 3 500 000 000 12.00 12.00 71.284300 81.004900 90.725500 -2.00 9.00 Yes No 14.07.2020 19:11:12
EURF 15.07.2020 3 3 500 000 000 14.00 14.00 69.664200 81.004900 92.345600 -2.00 9.00 Yes No 14.07.2020 19:11:12
GBP 15.07.2020 1 0 350 000 000 7.00 7.00 82.910900 89.151500 95.392100 -2.00 9.00 Yes No 14.07.2020 19:11:12
GBP 15.07.2020 2 350 000 000 1 750 000 000 9.00 9.00 81.127900 89.151500 97.175100 -2.00 9.00 Yes No 14.07.2020 19:11:12
GBP 15.07.2020 3 1 750 000 000 11.00 11.00 79.344800 89.151500 98.958200 -2.00 9.00 Yes No 14.07.2020 19:11:12
GLD 15.07.2020 1 0 1 000 000 8.00 8.00 3 797.760000 4 128.000000 4 458.240000 -0.50 9.00 Yes No 14.07.2020 19:11:12
GLD 15.07.2020 2 1 000 000 5 000 000 14.00 14.00 3 550.080000 4 128.000000 4 705.920000 -0.50 9.00 Yes No 14.07.2020 19:11:12
GLD 15.07.2020 3 5 000 000 21.00 21.00 3 261.120000 4 128.000000 4 994.880000 -0.50 9.00 Yes No 14.07.2020 19:11:12
HKD 15.07.2020 1 0 20 000 000 30.00 30.00 6.416900 9.167000 11.917100 -2.00 9.00 No Yes 14.07.2020 19:11:12
HKD 15.07.2020 2 20 000 000 100 000 000 32.00 32.00 6.233560 9.167000 12.100440 -2.00 9.00 No Yes 14.07.2020 19:11:12
HKD 15.07.2020 3 100 000 000 34.00 34.00 6.050220 9.167000 12.283780 -2.00 9.00 No Yes 14.07.2020 19:11:12
JPY 15.07.2020 1 0 85 000 000 8.00 8.00 60.968400 66.270000 71.571600 -3.50 9.00 No No 14.07.2020 19:11:12
JPY 15.07.2020 2 85 000 000 425 000 000 10.00 10.00 59.643000 66.270000 72.897000 -3.50 9.00 No No 14.07.2020 19:11:12
JPY 15.07.2020 3 425 000 000 12.00 12.00 58.317600 66.270000 74.222400 -3.50 9.00 No No 14.07.2020 19:11:12
KZT 15.07.2020 1 0 384 500 000 20.00 20.00 13.752000 17.190000 20.628000 -18.00 9.00 No No 14.07.2020 19:11:12
KZT 15.07.2020 2 384 500 000 1 922 500 000 50.00 50.00 8.595000 17.190000 25.785000 -18.00 9.00 No No 14.07.2020 19:11:12
KZT 15.07.2020 3 1 922 500 000 100.00 100.00 0.000000 17.190000 34.380000 -18.00 9.00 No No 14.07.2020 19:11:12
SLV 15.07.2020 1 0 30 000 000 12.00 12.00 38.535200 43.790000 49.044800 -0.50 9.00 Yes No 14.07.2020 19:11:12
SLV 15.07.2020 2 30 000 000 150 000 000 18.00 18.00 35.907800 43.790000 51.672200 -0.50 9.00 Yes No 14.07.2020 19:11:12
SLV 15.07.2020 3 150 000 000 25.00 25.00 32.842500 43.790000 54.737500 -0.50 9.00 Yes No 14.07.2020 19:11:12
TRY 15.07.2020 1 0 1 856 000 20.00 20.00 8.278080 10.347600 12.417120 -45.00 9.00 No No 14.07.2020 19:11:12
TRY 15.07.2020 2 1 856 000 9 280 000 50.00 50.00 5.173800 10.347600 15.521400 -45.00 9.00 No No 14.07.2020 19:11:12
TRY 15.07.2020 3 9 280 000 100.00 100.00 0.000000 10.347600 20.695200 -45.00 9.00 No No 14.07.2020 19:11:12
UAH 15.07.2020 1 0 10 000 100.00 100.00 0.000000 26.217800 52.435600 -2.00 9.00 No Yes 14.07.2020 19:11:12
UAH 15.07.2020 2 10 000 20 000 100.00 100.00 0.000000 26.217800 52.435600 -2.00 9.00 No Yes 14.07.2020 19:11:12
UAH 15.07.2020 3 20 000 100.00 100.00 0.000000 26.217800 52.435600 -2.00 9.00 No Yes 14.07.2020 19:11:12
USD 15.07.2020 1 0 1 000 000 000 6.00 6.00 66.805100 71.069300 75.333500 -4.00 9.00 Yes No 14.07.2020 19:11:12
USD 15.07.2020 2 1 000 000 000 5 000 000 000 8.00 8.00 65.383800 71.069300 76.754800 -4.00 9.00 Yes No 14.07.2020 19:11:12
USD 15.07.2020 3 5 000 000 000 10.00 10.00 63.962400 71.069300 78.176200 -4.00 9.00 Yes No 14.07.2020 19:11:12
USDF 15.07.2020 1 0 1 000 000 000 10.00 10.00 63.962400 71.069300 78.176200 -4.00 9.00 Yes No 14.07.2020 19:11:12
USDF 15.07.2020 2 1 000 000 000 5 000 000 000 12.00 12.00 62.541000 71.069300 79.597600 -4.00 9.00 Yes No 14.07.2020 19:11:12
USDF 15.07.2020 3 5 000 000 000 14.00 14.00 61.119600 71.069300 81.019000 -4.00 9.00 Yes No 14.07.2020 19:11:12
USDW 15.07.2020 1 0 1 000 000 000 10.00 10.00 63.962400 71.069300 78.176200 -5.00 9.00 Yes No 14.07.2020 19:11:12
USDW 15.07.2020 2 1 000 000 000 5 000 000 000 12.00 12.00 62.541000 71.069300 79.597600 -5.00 9.00 Yes No 14.07.2020 19:11:12
USDW 15.07.2020 3 5 000 000 000 14.00 14.00 61.119600 71.069300 81.019000 -5.00 9.00 Yes No 14.07.2020 19:11:12
XAU 15.07.2020 1 0 32 150 8.00 8.00 118 123.628200 128 395.248000 138 666.867800 -0.50 9.00 No No 14.07.2020 19:11:12
XAU 15.07.2020 2 32 150 160 750 14.00 14.00 110 419.913300 128 395.248000 146 370.582700 -0.50 9.00 No No 14.07.2020 19:11:12