| 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 | 15.11.2019 | 1 | 0 | 314 000 | 30.00 | 30.00 | 21.865700 | 31.236700 | 40.607700 | -12.00 | 13.00 | No | No | 14.11.2019 19:16:11 |
| BYN | 15.11.2019 | 2 | 314 000 | 1 570 000 | 50.00 | 50.00 | 15.618400 | 31.236700 | 46.855100 | -12.00 | 13.00 | No | No | 14.11.2019 19:16:11 |
| BYN | 15.11.2019 | 3 | 1 570 000 | 100.00 | 100.00 | 0.000000 | 31.236700 | 62.473400 | -12.00 | 13.00 | No | No | 14.11.2019 19:16:11 | |
| CHF | 15.11.2019 | 1 | 0 | 500 000 000 | 7.00 | 7.00 | 60.266700 | 64.802900 | 69.339100 | -2.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| CHF | 15.11.2019 | 2 | 500 000 000 | 2 500 000 000 | 9.00 | 9.00 | 58.970600 | 64.802900 | 70.635200 | -2.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| CHF | 15.11.2019 | 3 | 2 500 000 000 | 11.00 | 11.00 | 57.674600 | 64.802900 | 71.931200 | -2.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 | |
| CNY | 15.11.2019 | 1 | 0 | 20 000 000 | 6.00 | 6.00 | 8.579286 | 9.126900 | 9.674514 | -8.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| CNY | 15.11.2019 | 2 | 20 000 000 | 100 000 000 | 8.00 | 8.00 | 8.396748 | 9.126900 | 9.857052 | -8.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| CNY | 15.11.2019 | 3 | 100 000 000 | 10.00 | 10.00 | 8.214210 | 9.126900 | 10.039590 | -8.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 | |
| EUR | 15.11.2019 | 1 | 0 | 700 000 000 | 6.00 | 6.00 | 66.222500 | 70.449500 | 74.676500 | -2.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| EUR | 15.11.2019 | 2 | 700 000 000 | 3 500 000 000 | 8.00 | 8.00 | 64.813500 | 70.449500 | 76.085500 | -2.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| EUR | 15.11.2019 | 3 | 3 500 000 000 | 10.00 | 10.00 | 63.404600 | 70.449500 | 77.494500 | -2.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 | |
| EURF | 15.11.2019 | 1 | 0 | 700 000 000 | 10.00 | 10.00 | 63.404600 | 70.449500 | 77.494500 | -2.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| EURF | 15.11.2019 | 2 | 700 000 000 | 3 500 000 000 | 12.00 | 12.00 | 61.995600 | 70.449500 | 78.903400 | -2.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| EURF | 15.11.2019 | 3 | 3 500 000 000 | 14.00 | 14.00 | 60.586600 | 70.449500 | 80.312400 | -2.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 | |
| GBP | 15.11.2019 | 1 | 0 | 350 000 000 | 7.00 | 7.00 | 76.603400 | 82.369200 | 88.135000 | -2.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| GBP | 15.11.2019 | 2 | 350 000 000 | 1 750 000 000 | 9.00 | 9.00 | 74.956000 | 82.369200 | 89.782400 | -2.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| GBP | 15.11.2019 | 3 | 1 750 000 000 | 11.00 | 11.00 | 73.308600 | 82.369200 | 91.429800 | -2.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 | |
| GLD | 15.11.2019 | 1 | 0 | 1 000 000 | 8.00 | 8.00 | 2 782.028800 | 3 023.944400 | 3 265.860000 | -0.50 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| GLD | 15.11.2019 | 2 | 1 000 000 | 5 000 000 | 14.00 | 14.00 | 2 600.592200 | 3 023.944400 | 3 447.296600 | -0.50 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| GLD | 15.11.2019 | 3 | 5 000 000 | 21.00 | 21.00 | 2 388.916100 | 3 023.944400 | 3 658.972700 | -0.50 | 13.00 | Yes | No | 14.11.2019 19:16:11 | |
| HKD | 15.11.2019 | 1 | 0 | 20 000 000 | 6.00 | 6.00 | 7.692114 | 8.183100 | 8.674086 | -2.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| HKD | 15.11.2019 | 2 | 20 000 000 | 100 000 000 | 8.00 | 8.00 | 7.528452 | 8.183100 | 8.837748 | -2.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| HKD | 15.11.2019 | 3 | 100 000 000 | 10.00 | 10.00 | 7.364790 | 8.183100 | 9.001410 | -2.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 | |
| JPY | 15.11.2019 | 1 | 0 | 85 000 000 | 8.00 | 8.00 | 54.270800 | 58.990000 | 63.709200 | -3.50 | 13.00 | No | No | 14.11.2019 19:16:11 |
| JPY | 15.11.2019 | 2 | 85 000 000 | 425 000 000 | 10.00 | 10.00 | 53.091000 | 58.990000 | 64.889000 | -3.50 | 13.00 | No | No | 14.11.2019 19:16:11 |
| JPY | 15.11.2019 | 3 | 425 000 000 | 12.00 | 12.00 | 51.911200 | 58.990000 | 66.068800 | -3.50 | 13.00 | No | No | 14.11.2019 19:16:11 | |
| KZT | 15.11.2019 | 1 | 0 | 54 625 000 | 20.00 | 20.00 | 13.184000 | 16.480000 | 19.776000 | -18.00 | 13.00 | No | No | 14.11.2019 19:16:11 |
| KZT | 15.11.2019 | 2 | 54 625 000 | 273 125 000 | 50.00 | 50.00 | 8.240000 | 16.480000 | 24.720000 | -18.00 | 13.00 | No | No | 14.11.2019 19:16:11 |
| KZT | 15.11.2019 | 3 | 273 125 000 | 100.00 | 100.00 | 0.000000 | 16.480000 | 32.960000 | -18.00 | 13.00 | No | No | 14.11.2019 19:16:11 | |
| SLV | 15.11.2019 | 1 | 0 | 30 000 000 | 12.00 | 12.00 | 30.571200 | 34.740000 | 38.908800 | -0.50 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| SLV | 15.11.2019 | 2 | 30 000 000 | 150 000 000 | 18.00 | 18.00 | 28.486800 | 34.740000 | 40.993200 | -0.50 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| SLV | 15.11.2019 | 3 | 150 000 000 | 25.00 | 25.00 | 26.055000 | 34.740000 | 43.425000 | -0.50 | 13.00 | Yes | No | 14.11.2019 19:16:11 | |
| TRY | 15.11.2019 | 1 | 0 | 1 856 000 | 20.00 | 20.00 | 8.899200 | 11.124000 | 13.348800 | -45.00 | 13.00 | No | No | 14.11.2019 19:16:11 |
| TRY | 15.11.2019 | 2 | 1 856 000 | 9 280 000 | 50.00 | 50.00 | 5.562000 | 11.124000 | 16.686000 | -45.00 | 13.00 | No | No | 14.11.2019 19:16:11 |
| TRY | 15.11.2019 | 3 | 9 280 000 | 100.00 | 100.00 | 0.000000 | 11.124000 | 22.248000 | -45.00 | 13.00 | No | No | 14.11.2019 19:16:11 | |
| UAH | 15.11.2019 | 1 | 0 | 10 000 | 100.00 | 100.00 | 0.000000 | 26.483400 | 52.966800 | -2.00 | 13.00 | No | Yes | 14.11.2019 19:16:11 |
| UAH | 15.11.2019 | 2 | 10 000 | 20 000 | 100.00 | 100.00 | 0.000000 | 26.483400 | 52.966800 | -2.00 | 13.00 | No | Yes | 14.11.2019 19:16:11 |
| UAH | 15.11.2019 | 3 | 20 000 | 100.00 | 100.00 | 0.000000 | 26.483400 | 52.966800 | -2.00 | 13.00 | No | Yes | 14.11.2019 19:16:11 | |
| USD | 15.11.2019 | 1 | 0 | 1 000 000 000 | 6.00 | 6.00 | 60.218000 | 64.061700 | 67.905400 | -4.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| USD | 15.11.2019 | 2 | 1 000 000 000 | 5 000 000 000 | 8.00 | 8.00 | 58.936800 | 64.061700 | 69.186600 | -4.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| USD | 15.11.2019 | 3 | 5 000 000 000 | 10.00 | 10.00 | 57.655500 | 64.061700 | 70.467900 | -4.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 | |
| USDF | 15.11.2019 | 1 | 0 | 1 000 000 000 | 10.00 | 10.00 | 57.655500 | 64.061700 | 70.467900 | -4.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| USDF | 15.11.2019 | 2 | 1 000 000 000 | 5 000 000 000 | 12.00 | 12.00 | 56.374300 | 64.061700 | 71.749100 | -4.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| USDF | 15.11.2019 | 3 | 5 000 000 000 | 14.00 | 14.00 | 55.093100 | 64.061700 | 73.030300 | -4.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 | |
| USDW | 15.11.2019 | 1 | 0 | 1 000 000 000 | 10.00 | 10.00 | 57.655500 | 64.061700 | 70.467900 | -5.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| USDW | 15.11.2019 | 2 | 1 000 000 000 | 5 000 000 000 | 12.00 | 12.00 | 56.374300 | 64.061700 | 71.749100 | -5.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 |
| USDW | 15.11.2019 | 3 | 5 000 000 000 | 14.00 | 14.00 | 55.093100 | 64.061700 | 73.030300 | -5.00 | 13.00 | Yes | No | 14.11.2019 19:16:11 |