| 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 | 03.04.2020 | 1 | 0 | 314 000 | 30.00 | 30.00 | 20.914500 | 29.877900 | 38.841300 | -12.00 | 12.00 | No | No | 02.04.2020 19:14:42 |
| BYN | 03.04.2020 | 2 | 314 000 | 1 570 000 | 50.00 | 50.00 | 14.939000 | 29.877900 | 44.816900 | -12.00 | 12.00 | No | No | 02.04.2020 19:14:42 |
| BYN | 03.04.2020 | 3 | 1 570 000 | 100.00 | 100.00 | 0.000000 | 29.877900 | 59.755800 | -12.00 | 12.00 | No | No | 02.04.2020 19:14:42 | |
| CHF | 03.04.2020 | 1 | 0 | 500 000 000 | 15.00 | 15.00 | 67.849100 | 79.822500 | 91.795900 | -2.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| CHF | 03.04.2020 | 2 | 500 000 000 | 2 500 000 000 | 17.00 | 17.00 | 66.252700 | 79.822500 | 93.392300 | -2.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| CHF | 03.04.2020 | 3 | 2 500 000 000 | 19.00 | 19.00 | 64.656200 | 79.822500 | 94.988800 | -2.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 | |
| CNY | 03.04.2020 | 1 | 0 | 20 000 000 | 15.00 | 15.00 | 9.343370 | 10.992200 | 12.641030 | -8.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| CNY | 03.04.2020 | 2 | 20 000 000 | 100 000 000 | 17.00 | 17.00 | 9.123526 | 10.992200 | 12.860874 | -8.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| CNY | 03.04.2020 | 3 | 100 000 000 | 19.00 | 19.00 | 8.903682 | 10.992200 | 13.080718 | -8.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 | |
| EUR | 03.04.2020 | 1 | 0 | 700 000 000 | 15.00 | 15.00 | 71.617900 | 84.256300 | 96.894700 | -2.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| EUR | 03.04.2020 | 2 | 700 000 000 | 3 500 000 000 | 17.00 | 17.00 | 69.932700 | 84.256300 | 98.579900 | -2.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| EUR | 03.04.2020 | 3 | 3 500 000 000 | 19.00 | 19.00 | 68.247600 | 84.256300 | 100.265000 | -2.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 | |
| EURF | 03.04.2020 | 1 | 0 | 700 000 000 | 19.00 | 19.00 | 68.247600 | 84.256300 | 100.265000 | -2.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| EURF | 03.04.2020 | 2 | 700 000 000 | 3 500 000 000 | 21.00 | 21.00 | 66.562500 | 84.256300 | 101.950100 | -2.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| EURF | 03.04.2020 | 3 | 3 500 000 000 | 23.00 | 23.00 | 64.877400 | 84.256300 | 103.635200 | -2.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 | |
| GBP | 03.04.2020 | 1 | 0 | 350 000 000 | 15.00 | 15.00 | 81.620700 | 96.024400 | 110.428100 | -2.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| GBP | 03.04.2020 | 2 | 350 000 000 | 1 750 000 000 | 17.00 | 17.00 | 79.700300 | 96.024400 | 112.348500 | -2.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| GBP | 03.04.2020 | 3 | 1 750 000 000 | 19.00 | 19.00 | 77.779800 | 96.024400 | 114.269000 | -2.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 | |
| GLD | 03.04.2020 | 1 | 0 | 1 000 000 | 15.00 | 15.00 | 3 411.930200 | 4 014.035500 | 4 616.140800 | -0.50 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| GLD | 03.04.2020 | 2 | 1 000 000 | 5 000 000 | 21.00 | 21.00 | 3 171.088000 | 4 014.035500 | 4 856.983000 | -0.50 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| GLD | 03.04.2020 | 3 | 5 000 000 | 28.00 | 28.00 | 2 890.105600 | 4 014.035500 | 5 137.965400 | -0.50 | 12.00 | Yes | No | 02.04.2020 19:14:42 | |
| HKD | 03.04.2020 | 1 | 0 | 20 000 000 | 15.00 | 15.00 | 8.510370 | 10.012200 | 11.514030 | -2.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| HKD | 03.04.2020 | 2 | 20 000 000 | 100 000 000 | 17.00 | 17.00 | 8.310126 | 10.012200 | 11.714274 | -2.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| HKD | 03.04.2020 | 3 | 100 000 000 | 19.00 | 19.00 | 8.109882 | 10.012200 | 11.914518 | -2.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 | |
| JPY | 03.04.2020 | 1 | 0 | 85 000 000 | 15.00 | 15.00 | 61.170300 | 71.965000 | 82.759800 | -3.50 | 12.00 | No | No | 02.04.2020 19:14:42 |
| JPY | 03.04.2020 | 2 | 85 000 000 | 425 000 000 | 17.00 | 17.00 | 59.731000 | 71.965000 | 84.199100 | -3.50 | 12.00 | No | No | 02.04.2020 19:14:42 |
| JPY | 03.04.2020 | 3 | 425 000 000 | 19.00 | 19.00 | 58.291700 | 71.965000 | 85.638400 | -3.50 | 12.00 | No | No | 02.04.2020 19:14:42 | |
| KZT | 03.04.2020 | 1 | 0 | 384 500 000 | 20.00 | 20.00 | 13.912000 | 17.390000 | 20.868000 | -18.00 | 12.00 | No | No | 02.04.2020 19:14:42 |
| KZT | 03.04.2020 | 2 | 384 500 000 | 1 922 500 000 | 50.00 | 50.00 | 8.695000 | 17.390000 | 26.085000 | -18.00 | 12.00 | No | No | 02.04.2020 19:14:42 |
| KZT | 03.04.2020 | 3 | 1 922 500 000 | 100.00 | 100.00 | 0.000000 | 17.390000 | 34.780000 | -18.00 | 12.00 | No | No | 02.04.2020 19:14:42 | |
| SLV | 03.04.2020 | 1 | 0 | 30 000 000 | 20.00 | 20.00 | 28.784000 | 35.980000 | 43.176000 | -0.50 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| SLV | 03.04.2020 | 2 | 30 000 000 | 150 000 000 | 26.00 | 26.00 | 26.625200 | 35.980000 | 45.334800 | -0.50 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| SLV | 03.04.2020 | 3 | 150 000 000 | 33.00 | 33.00 | 24.106600 | 35.980000 | 47.853400 | -0.50 | 12.00 | Yes | No | 02.04.2020 19:14:42 | |
| TRY | 03.04.2020 | 1 | 0 | 1 856 000 | 20.00 | 20.00 | 9.395920 | 11.744900 | 14.093880 | -45.00 | 12.00 | No | No | 02.04.2020 19:14:42 |
| TRY | 03.04.2020 | 2 | 1 856 000 | 9 280 000 | 50.00 | 50.00 | 5.872450 | 11.744900 | 17.617350 | -45.00 | 12.00 | No | No | 02.04.2020 19:14:42 |
| TRY | 03.04.2020 | 3 | 9 280 000 | 100.00 | 100.00 | 0.000000 | 11.744900 | 23.489800 | -45.00 | 12.00 | No | No | 02.04.2020 19:14:42 | |
| UAH | 03.04.2020 | 1 | 0 | 10 000 | 100.00 | 100.00 | 0.000000 | 27.521300 | 55.042600 | -2.00 | 12.00 | No | Yes | 02.04.2020 19:14:42 |
| UAH | 03.04.2020 | 2 | 10 000 | 20 000 | 100.00 | 100.00 | 0.000000 | 27.521300 | 55.042600 | -2.00 | 12.00 | No | Yes | 02.04.2020 19:14:42 |
| UAH | 03.04.2020 | 3 | 20 000 | 100.00 | 100.00 | 0.000000 | 27.521300 | 55.042600 | -2.00 | 12.00 | No | Yes | 02.04.2020 19:14:42 | |
| USD | 03.04.2020 | 1 | 0 | 1 000 000 000 | 15.00 | 15.00 | 66.008100 | 77.656600 | 89.305100 | -4.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| USD | 03.04.2020 | 2 | 1 000 000 000 | 5 000 000 000 | 17.00 | 17.00 | 64.455000 | 77.656600 | 90.858200 | -4.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| USD | 03.04.2020 | 3 | 5 000 000 000 | 19.00 | 19.00 | 62.901800 | 77.656600 | 92.411400 | -4.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 | |
| USDF | 03.04.2020 | 1 | 0 | 1 000 000 000 | 19.00 | 19.00 | 62.901800 | 77.656600 | 92.411400 | -4.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| USDF | 03.04.2020 | 2 | 1 000 000 000 | 5 000 000 000 | 21.00 | 21.00 | 61.348700 | 77.656600 | 93.964500 | -4.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| USDF | 03.04.2020 | 3 | 5 000 000 000 | 23.00 | 23.00 | 59.795600 | 77.656600 | 95.517600 | -4.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 | |
| USDW | 03.04.2020 | 1 | 0 | 1 000 000 000 | 19.00 | 19.00 | 62.901800 | 77.656600 | 92.411400 | -5.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| USDW | 03.04.2020 | 2 | 1 000 000 000 | 5 000 000 000 | 21.00 | 21.00 | 61.348700 | 77.656600 | 93.964500 | -5.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 |
| USDW | 03.04.2020 | 3 | 5 000 000 000 | 23.00 | 23.00 | 59.795600 | 77.656600 | 95.517600 | -5.00 | 12.00 | Yes | No | 02.04.2020 19:14:42 | |
| XAU | 03.04.2020 | 1 | 0 | 32 150 | 8.00 | 8.00 | 114 862.508900 | 124 850.553200 | 134 838.597500 | -0.50 | 12.00 | No | No | 02.04.2020 19:14:42 |
| XAU | 03.04.2020 | 2 | 32 150 | 160 750 | 14.00 | 14.00 | 107 371.475800 | 124 850.553200 | 142 329.630600 | -0.50 | 12.00 | No | No | 02.04.2020 19:14:42 |