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 15.11.2019 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