| 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 |