| 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 | 01.10.2020 | 1 | 0 | 314 000 | 30.00 | 30.00 | 20.737200 | 29.624500 | 38.511900 | -12.00 | 8.50 | No | No | 30.09.2020 19:09:48 |
| BYN | 01.10.2020 | 2 | 314 000 | 1 570 000 | 50.00 | 50.00 | 14.812300 | 29.624500 | 44.436800 | -12.00 | 8.50 | No | No | 30.09.2020 19:09:48 |
| BYN | 01.10.2020 | 3 | 1 570 000 | 100.00 | 100.00 | 0.000000 | 29.624500 | 59.249000 | -12.00 | 8.50 | No | No | 30.09.2020 19:09:48 | |
| CHF | 01.10.2020 | 1 | 0 | 500 000 000 | 7.00 | 7.00 | 78.675700 | 84.597500 | 90.519300 | -2.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 |
| CHF | 01.10.2020 | 2 | 500 000 000 | 2 500 000 000 | 9.00 | 9.00 | 76.983700 | 84.597500 | 92.211300 | -2.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 |
| CHF | 01.10.2020 | 3 | 2 500 000 000 | 11.00 | 11.00 | 75.291800 | 84.597500 | 93.903200 | -2.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 | |
| CNY | 01.10.2020 | 1 | 0 | 20 000 000 | 6.00 | 6.00 | 10.758488 | 11.445200 | 12.131912 | -8.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 |
| CNY | 01.10.2020 | 2 | 20 000 000 | 100 000 000 | 8.00 | 8.00 | 10.529584 | 11.445200 | 12.360816 | -8.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 |
| CNY | 01.10.2020 | 3 | 100 000 000 | 10.00 | 10.00 | 10.300680 | 11.445200 | 12.589720 | -8.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 | |
| EUR | 01.10.2020 | 1 | 0 | 700 000 000 | 6.00 | 6.00 | 85.599900 | 91.063700 | 96.527500 | -2.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 |
| EUR | 01.10.2020 | 2 | 700 000 000 | 3 500 000 000 | 8.00 | 8.00 | 83.778600 | 91.063700 | 98.348800 | -2.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 |
| EUR | 01.10.2020 | 3 | 3 500 000 000 | 10.00 | 10.00 | 81.957300 | 91.063700 | 100.170100 | -2.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 | |
| EURF | 01.10.2020 | 1 | 0 | 700 000 000 | 10.00 | 10.00 | 81.957300 | 91.063700 | 100.170100 | -2.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 |
| EURF | 01.10.2020 | 2 | 700 000 000 | 3 500 000 000 | 12.00 | 12.00 | 80.136100 | 91.063700 | 101.991300 | -2.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 |
| EURF | 01.10.2020 | 3 | 3 500 000 000 | 14.00 | 14.00 | 78.314800 | 91.063700 | 103.812600 | -2.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 | |
| GBP | 01.10.2020 | 1 | 0 | 350 000 000 | 7.00 | 7.00 | 93.335500 | 100.360700 | 107.385900 | -2.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 |
| GBP | 01.10.2020 | 2 | 350 000 000 | 1 750 000 000 | 9.00 | 9.00 | 91.328200 | 100.360700 | 109.393200 | -2.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 |
| GBP | 01.10.2020 | 3 | 1 750 000 000 | 11.00 | 11.00 | 89.321000 | 100.360700 | 111.400400 | -2.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 | |
| GLD | 01.10.2020 | 1 | 0 | 1 000 000 | 12.00 | 12.00 | 4 166.406300 | 4 734.552600 | 5 302.698900 | -0.50 | 8.50 | Yes | No | 30.09.2020 19:09:48 |
| GLD | 01.10.2020 | 2 | 1 000 000 | 5 000 000 | 18.00 | 18.00 | 3 882.333100 | 4 734.552600 | 5 586.772100 | -0.50 | 8.50 | Yes | No | 30.09.2020 19:09:48 |
| GLD | 01.10.2020 | 3 | 5 000 000 | 25.00 | 25.00 | 3 550.914500 | 4 734.552600 | 5 918.190800 | -0.50 | 8.50 | Yes | No | 30.09.2020 19:09:48 | |
| HKD | 01.10.2020 | 1 | 0 | 20 000 000 | 30.00 | 30.00 | 7.013510 | 10.019300 | 13.025090 | -2.00 | 8.50 | No | Yes | 30.09.2020 19:09:48 |
| HKD | 01.10.2020 | 2 | 20 000 000 | 100 000 000 | 32.00 | 32.00 | 6.813124 | 10.019300 | 13.225476 | -2.00 | 8.50 | No | Yes | 30.09.2020 19:09:48 |
| HKD | 01.10.2020 | 3 | 100 000 000 | 34.00 | 34.00 | 6.612738 | 10.019300 | 13.425862 | -2.00 | 8.50 | No | Yes | 30.09.2020 19:09:48 | |
| JPY | 01.10.2020 | 1 | 0 | 85 000 000 | 8.00 | 8.00 | 67.702800 | 73.590000 | 79.477200 | -3.50 | 8.50 | No | No | 30.09.2020 19:09:48 |
| JPY | 01.10.2020 | 2 | 85 000 000 | 425 000 000 | 10.00 | 10.00 | 66.231000 | 73.590000 | 80.949000 | -3.50 | 8.50 | No | No | 30.09.2020 19:09:48 |
| JPY | 01.10.2020 | 3 | 425 000 000 | 12.00 | 12.00 | 64.759200 | 73.590000 | 82.420800 | -3.50 | 8.50 | No | No | 30.09.2020 19:09:48 | |
| KZT | 01.10.2020 | 1 | 0 | 384 500 000 | 20.00 | 20.00 | 14.376000 | 17.970000 | 21.564000 | -18.00 | 8.50 | No | No | 30.09.2020 19:09:48 |
| KZT | 01.10.2020 | 2 | 384 500 000 | 1 922 500 000 | 50.00 | 50.00 | 8.985000 | 17.970000 | 26.955000 | -18.00 | 8.50 | No | No | 30.09.2020 19:09:48 |
| KZT | 01.10.2020 | 3 | 1 922 500 000 | 100.00 | 100.00 | 0.000000 | 17.970000 | 35.940000 | -18.00 | 8.50 | No | No | 30.09.2020 19:09:48 | |
| SLV | 01.10.2020 | 1 | 0 | 30 000 000 | 18.00 | 18.00 | 48.699800 | 59.390000 | 70.080200 | -0.50 | 8.50 | Yes | No | 30.09.2020 19:09:48 |
| SLV | 01.10.2020 | 2 | 30 000 000 | 150 000 000 | 24.00 | 24.00 | 45.136400 | 59.390000 | 73.643600 | -0.50 | 8.50 | Yes | No | 30.09.2020 19:09:48 |
| SLV | 01.10.2020 | 3 | 150 000 000 | 31.00 | 31.00 | 40.979100 | 59.390000 | 77.800900 | -0.50 | 8.50 | Yes | No | 30.09.2020 19:09:48 | |
| TRY | 01.10.2020 | 1 | 0 | 1 856 000 | 20.00 | 20.00 | 8.042640 | 10.053300 | 12.063960 | -45.00 | 8.50 | No | No | 30.09.2020 19:09:48 |
| TRY | 01.10.2020 | 2 | 1 856 000 | 9 280 000 | 50.00 | 50.00 | 5.026650 | 10.053300 | 15.079950 | -45.00 | 8.50 | No | No | 30.09.2020 19:09:48 |
| TRY | 01.10.2020 | 3 | 9 280 000 | 100.00 | 100.00 | 0.000000 | 10.053300 | 20.106600 | -45.00 | 8.50 | No | No | 30.09.2020 19:09:48 | |
| UAH | 01.10.2020 | 1 | 0 | 10 000 | 100.00 | 100.00 | 0.000000 | 27.833700 | 55.667400 | -2.00 | 8.50 | No | Yes | 30.09.2020 19:09:48 |
| UAH | 01.10.2020 | 2 | 10 000 | 20 000 | 100.00 | 100.00 | 0.000000 | 27.833700 | 55.667400 | -2.00 | 8.50 | No | Yes | 30.09.2020 19:09:48 |
| UAH | 01.10.2020 | 3 | 20 000 | 100.00 | 100.00 | 0.000000 | 27.833700 | 55.667400 | -2.00 | 8.50 | No | Yes | 30.09.2020 19:09:48 | |
| USD | 01.10.2020 | 1 | 0 | 1 000 000 000 | 6.00 | 6.00 | 72.964900 | 77.622200 | 82.279500 | -4.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 |
| USD | 01.10.2020 | 2 | 1 000 000 000 | 5 000 000 000 | 8.00 | 8.00 | 71.412400 | 77.622200 | 83.832000 | -4.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 |
| USD | 01.10.2020 | 3 | 5 000 000 000 | 10.00 | 10.00 | 69.860000 | 77.622200 | 85.384400 | -4.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 | |
| USDF | 01.10.2020 | 1 | 0 | 1 000 000 000 | 10.00 | 10.00 | 69.860000 | 77.622200 | 85.384400 | -4.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 |
| USDF | 01.10.2020 | 2 | 1 000 000 000 | 5 000 000 000 | 12.00 | 12.00 | 68.307500 | 77.622200 | 86.936900 | -4.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 |
| USDF | 01.10.2020 | 3 | 5 000 000 000 | 14.00 | 14.00 | 66.755100 | 77.622200 | 88.489300 | -4.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 | |
| USDW | 01.10.2020 | 1 | 0 | 1 000 000 000 | 10.00 | 10.00 | 69.860000 | 77.622200 | 85.384400 | -5.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 |
| USDW | 01.10.2020 | 2 | 1 000 000 000 | 5 000 000 000 | 12.00 | 12.00 | 68.307500 | 77.622200 | 86.936900 | -5.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 |
| USDW | 01.10.2020 | 3 | 5 000 000 000 | 14.00 | 14.00 | 66.755100 | 77.622200 | 88.489300 | -5.00 | 8.50 | Yes | No | 30.09.2020 19:09:48 | |
| XAU | 01.10.2020 | 1 | 0 | 32 150 | 8.00 | 8.00 | 135 480.264300 | 147 261.156800 | 159 042.049300 | -0.50 | 8.50 | No | No | 30.09.2020 19:09:48 |
| XAU | 01.10.2020 | 2 | 32 150 | 160 750 | 14.00 | 14.00 | 126 644.594800 | 147 261.156800 | 167 877.718800 | -0.50 | 8.50 | No | No | 30.09.2020 19:09:48 |