| 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 | 07.04.2020 | 1 | 0 | 314 000 | 30.00 | 30.00 | 20.815300 | 29.736100 | 38.656900 | -12.00 | 12.00 | No | No | 06.04.2020 19:12:36 |
| BYN | 07.04.2020 | 2 | 314 000 | 1 570 000 | 50.00 | 50.00 | 14.868100 | 29.736100 | 44.604200 | -12.00 | 12.00 | No | No | 06.04.2020 19:12:36 |
| BYN | 07.04.2020 | 3 | 1 570 000 | 100.00 | 100.00 | 0.000000 | 29.736100 | 59.472200 | -12.00 | 12.00 | No | No | 06.04.2020 19:12:36 | |
| CHF | 07.04.2020 | 1 | 0 | 500 000 000 | 12.50 | 12.50 | 68.340400 | 78.103300 | 87.866200 | -2.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| CHF | 07.04.2020 | 2 | 500 000 000 | 2 500 000 000 | 14.50 | 14.50 | 66.778300 | 78.103300 | 89.428300 | -2.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| CHF | 07.04.2020 | 3 | 2 500 000 000 | 16.50 | 16.50 | 65.216300 | 78.103300 | 90.990300 | -2.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 | |
| CNY | 07.04.2020 | 1 | 0 | 20 000 000 | 12.50 | 12.50 | 9.411675 | 10.756200 | 12.100725 | -8.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| CNY | 07.04.2020 | 2 | 20 000 000 | 100 000 000 | 14.50 | 14.50 | 9.196551 | 10.756200 | 12.315849 | -8.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| CNY | 07.04.2020 | 3 | 100 000 000 | 16.50 | 16.50 | 8.981427 | 10.756200 | 12.530973 | -8.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 | |
| EUR | 07.04.2020 | 1 | 0 | 700 000 000 | 12.50 | 12.50 | 72.164600 | 82.473800 | 92.783000 | -2.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| EUR | 07.04.2020 | 2 | 700 000 000 | 3 500 000 000 | 14.50 | 14.50 | 70.515100 | 82.473800 | 94.432500 | -2.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| EUR | 07.04.2020 | 3 | 3 500 000 000 | 16.50 | 16.50 | 68.865600 | 82.473800 | 96.082000 | -2.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 | |
| EURF | 07.04.2020 | 1 | 0 | 700 000 000 | 16.50 | 16.50 | 68.865600 | 82.473800 | 96.082000 | -2.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| EURF | 07.04.2020 | 2 | 700 000 000 | 3 500 000 000 | 18.50 | 18.50 | 67.216100 | 82.473800 | 97.731500 | -2.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| EURF | 07.04.2020 | 3 | 3 500 000 000 | 20.50 | 20.50 | 65.566700 | 82.473800 | 99.380900 | -2.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 | |
| GBP | 07.04.2020 | 1 | 0 | 350 000 000 | 12.50 | 12.50 | 82.048800 | 93.770000 | 105.491300 | -2.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| GBP | 07.04.2020 | 2 | 350 000 000 | 1 750 000 000 | 14.50 | 14.50 | 80.173400 | 93.770000 | 107.366700 | -2.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| GBP | 07.04.2020 | 3 | 1 750 000 000 | 16.50 | 16.50 | 78.298000 | 93.770000 | 109.242100 | -2.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 | |
| GLD | 07.04.2020 | 1 | 0 | 1 000 000 | 12.50 | 12.50 | 3 528.873600 | 4 032.998400 | 4 537.123200 | -0.50 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| GLD | 07.04.2020 | 2 | 1 000 000 | 5 000 000 | 18.50 | 18.50 | 3 286.893700 | 4 032.998400 | 4 779.103100 | -0.50 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| GLD | 07.04.2020 | 3 | 5 000 000 | 25.50 | 25.50 | 3 004.583800 | 4 032.998400 | 5 061.413000 | -0.50 | 12.00 | Yes | No | 06.04.2020 19:12:36 | |
| HKD | 07.04.2020 | 1 | 0 | 20 000 000 | 12.50 | 12.50 | 8.609038 | 9.838900 | 11.068763 | -2.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| HKD | 07.04.2020 | 2 | 20 000 000 | 100 000 000 | 14.50 | 14.50 | 8.412260 | 9.838900 | 11.265541 | -2.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| HKD | 07.04.2020 | 3 | 100 000 000 | 16.50 | 16.50 | 8.215482 | 9.838900 | 11.462319 | -2.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 | |
| JPY | 07.04.2020 | 1 | 0 | 85 000 000 | 12.50 | 12.50 | 61.232500 | 69.980000 | 78.727500 | -3.50 | 12.00 | No | No | 06.04.2020 19:12:36 |
| JPY | 07.04.2020 | 2 | 85 000 000 | 425 000 000 | 14.50 | 14.50 | 59.832900 | 69.980000 | 80.127100 | -3.50 | 12.00 | No | No | 06.04.2020 19:12:36 |
| JPY | 07.04.2020 | 3 | 425 000 000 | 16.50 | 16.50 | 58.433300 | 69.980000 | 81.526700 | -3.50 | 12.00 | No | No | 06.04.2020 19:12:36 | |
| KZT | 07.04.2020 | 1 | 0 | 384 500 000 | 20.00 | 20.00 | 13.888000 | 17.360000 | 20.832000 | -18.00 | 12.00 | No | No | 06.04.2020 19:12:36 |
| KZT | 07.04.2020 | 2 | 384 500 000 | 1 922 500 000 | 50.00 | 50.00 | 8.680000 | 17.360000 | 26.040000 | -18.00 | 12.00 | No | No | 06.04.2020 19:12:36 |
| KZT | 07.04.2020 | 3 | 1 922 500 000 | 100.00 | 100.00 | 0.000000 | 17.360000 | 34.720000 | -18.00 | 12.00 | No | No | 06.04.2020 19:12:36 | |
| SLV | 07.04.2020 | 1 | 0 | 30 000 000 | 17.50 | 17.50 | 29.790300 | 36.109400 | 42.428500 | -0.50 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| SLV | 07.04.2020 | 2 | 30 000 000 | 150 000 000 | 23.50 | 23.50 | 27.623700 | 36.109400 | 44.595100 | -0.50 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| SLV | 07.04.2020 | 3 | 150 000 000 | 30.50 | 30.50 | 25.096000 | 36.109400 | 47.122800 | -0.50 | 12.00 | Yes | No | 06.04.2020 19:12:36 | |
| TRY | 07.04.2020 | 1 | 0 | 1 856 000 | 20.00 | 20.00 | 9.014080 | 11.267600 | 13.521120 | -45.00 | 12.00 | No | No | 06.04.2020 19:12:36 |
| TRY | 07.04.2020 | 2 | 1 856 000 | 9 280 000 | 50.00 | 50.00 | 5.633800 | 11.267600 | 16.901400 | -45.00 | 12.00 | No | No | 06.04.2020 19:12:36 |
| TRY | 07.04.2020 | 3 | 9 280 000 | 100.00 | 100.00 | 0.000000 | 11.267600 | 22.535200 | -45.00 | 12.00 | No | No | 06.04.2020 19:12:36 | |
| UAH | 07.04.2020 | 1 | 0 | 10 000 | 100.00 | 100.00 | 0.000000 | 28.039400 | 56.078800 | -2.00 | 12.00 | No | Yes | 06.04.2020 19:12:36 |
| UAH | 07.04.2020 | 2 | 10 000 | 20 000 | 100.00 | 100.00 | 0.000000 | 28.039400 | 56.078800 | -2.00 | 12.00 | No | Yes | 06.04.2020 19:12:36 |
| UAH | 07.04.2020 | 3 | 20 000 | 100.00 | 100.00 | 0.000000 | 28.039400 | 56.078800 | -2.00 | 12.00 | No | Yes | 06.04.2020 19:12:36 | |
| USD | 07.04.2020 | 1 | 0 | 1 000 000 000 | 12.50 | 12.50 | 66.756200 | 76.292800 | 85.829400 | -4.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| USD | 07.04.2020 | 2 | 1 000 000 000 | 5 000 000 000 | 14.50 | 14.50 | 65.230300 | 76.292800 | 87.355300 | -4.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| USD | 07.04.2020 | 3 | 5 000 000 000 | 16.50 | 16.50 | 63.704500 | 76.292800 | 88.881100 | -4.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 | |
| USDF | 07.04.2020 | 1 | 0 | 1 000 000 000 | 16.50 | 16.50 | 63.704500 | 76.292800 | 88.881100 | -4.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| USDF | 07.04.2020 | 2 | 1 000 000 000 | 5 000 000 000 | 18.50 | 18.50 | 62.178600 | 76.292800 | 90.407000 | -4.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| USDF | 07.04.2020 | 3 | 5 000 000 000 | 20.50 | 20.50 | 60.652800 | 76.292800 | 91.932800 | -4.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 | |
| USDW | 07.04.2020 | 1 | 0 | 1 000 000 000 | 16.50 | 16.50 | 63.704500 | 76.292800 | 88.881100 | -5.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| USDW | 07.04.2020 | 2 | 1 000 000 000 | 5 000 000 000 | 18.50 | 18.50 | 62.178600 | 76.292800 | 90.407000 | -5.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 |
| USDW | 07.04.2020 | 3 | 5 000 000 000 | 20.50 | 20.50 | 60.652800 | 76.292800 | 91.932800 | -5.00 | 12.00 | Yes | No | 06.04.2020 19:12:36 | |
| XAU | 07.04.2020 | 1 | 0 | 32 150 | 8.00 | 8.00 | 115 405.136400 | 125 440.365700 | 135 475.595000 | -0.50 | 12.00 | No | No | 06.04.2020 19:12:36 |
| XAU | 07.04.2020 | 2 | 32 150 | 160 750 | 14.00 | 14.00 | 107 878.714500 | 125 440.365700 | 143 002.016900 | -0.50 | 12.00 | No | No | 06.04.2020 19:12:36 |