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 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