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 05.08.2021 1 0 314 000 30.00 30.00 20.305600 29.008000 37.710400 -12.00 No No 04.08.2021 19:15:20
BYN 05.08.2021 2 314 000 1 570 000 50.00 50.00 14.504000 29.008000 43.512000 -12.00 No No 04.08.2021 19:15:20
BYN 05.08.2021 3 1 570 000 100.00 100.00 0.000000 29.008000 58.016000 -12.00 No No 04.08.2021 19:15:20
CHF 05.08.2021 1 0 500 000 000 7.00 7.00 75.094700 80.747000 86.399300 -2.00 Yes No 04.08.2021 19:15:20
CHF 05.08.2021 2 500 000 000 2 500 000 000 9.00 9.00 73.479800 80.747000 88.014200 -2.00 Yes No 04.08.2021 19:15:20
CHF 05.08.2021 3 2 500 000 000 11.00 11.00 71.864800 80.747000 89.629200 -2.00 Yes No 04.08.2021 19:15:20
CNY 05.08.2021 1 0 20 000 000 6.00 6.00 10.641928 11.321200 12.000472 -8.00 Yes No 04.08.2021 19:15:20
CNY 05.08.2021 2 20 000 000 100 000 000 8.00 8.00 10.415504 11.321200 12.226896 -8.00 Yes No 04.08.2021 19:15:20
CNY 05.08.2021 3 100 000 000 10.00 10.00 10.189080 11.321200 12.453320 -8.00 Yes No 04.08.2021 19:15:20
EUR 05.08.2021 1 0 700 000 000 6.00 6.00 81.503000 86.705300 91.907600 -2.00 Yes No 04.08.2021 19:15:20
EUR 05.08.2021 2 700 000 000 3 500 000 000 8.00 8.00 79.768900 86.705300 93.641700 -2.00 Yes No 04.08.2021 19:15:20
EUR 05.08.2021 3 3 500 000 000 10.00 10.00 78.034800 86.705300 95.375800 -2.00 Yes No 04.08.2021 19:15:20
EURF 05.08.2021 1 0 700 000 000 10.00 10.00 78.034800 86.705300 95.375800 -2.00 Yes No 04.08.2021 19:15:20
EURF 05.08.2021 2 700 000 000 3 500 000 000 12.00 12.00 76.300700 86.705300 97.109900 -2.00 Yes No 04.08.2021 19:15:20
EURF 05.08.2021 3 3 500 000 000 14.00 14.00 74.566600 86.705300 98.844000 -2.00 Yes No 04.08.2021 19:15:20
GBP 05.08.2021 1 0 350 000 000 7.00 7.00 94.656100 101.780700 108.905300 -2.00 Yes No 04.08.2021 19:15:20
GBP 05.08.2021 2 350 000 000 1 750 000 000 9.00 9.00 92.620400 101.780700 110.941000 -2.00 Yes No 04.08.2021 19:15:20
GBP 05.08.2021 3 1 750 000 000 11.00 11.00 90.584800 101.780700 112.976600 -2.00 Yes No 04.08.2021 19:15:20
GLD 05.08.2021 1 0 1 000 000 8.00 8.00 3 920.580000 4 261.500000 4 602.420000 -0.50 Yes No 04.08.2021 19:15:20
GLD 05.08.2021 2 1 000 000 5 000 000 14.00 14.00 3 664.890000 4 261.500000 4 858.110000 -0.50 Yes No 04.08.2021 19:15:20
GLD 05.08.2021 3 5 000 000 21.00 21.00 3 366.585000 4 261.500000 5 156.415000 -0.50 Yes No 04.08.2021 19:15:20
HKD 05.08.2021 1 0 20 000 000 6.00 6.00 8.848972 9.413800 9.978628 -2.00 Yes No 04.08.2021 19:15:20
HKD 05.08.2021 2 20 000 000 100 000 000 8.00 8.00 8.660696 9.413800 10.166904 -2.00 Yes No 04.08.2021 19:15:20
HKD 05.08.2021 3 100 000 000 10.00 10.00 8.472420 9.413800 10.355180 -2.00 Yes No 04.08.2021 19:15:20
JPY 05.08.2021 1 0 85 000 000 8.00 8.00 61.483600 66.830000 72.176400 -3.50 No No 04.08.2021 19:15:20
JPY 05.08.2021 2 85 000 000 425 000 000 10.00 10.00 60.147000 66.830000 73.513000 -3.50 No No 04.08.2021 19:15:20
JPY 05.08.2021 3 425 000 000 12.00 12.00 58.810400 66.830000 74.849600 -3.50 No No 04.08.2021 19:15:20
KZT 05.08.2021 1 0 384 500 000 20.00 20.00 13.808000 17.260000 20.712000 -18.00 No No 04.08.2021 19:15:20
KZT 05.08.2021 2 384 500 000 1 922 500 000 50.00 50.00 8.630000 17.260000 25.890000 -18.00 No No 04.08.2021 19:15:20
KZT 05.08.2021 3 1 922 500 000 100.00 100.00 0.000000 17.260000 34.520000 -18.00 No No 04.08.2021 19:15:20
SLV 05.08.2021 1 0 30 000 000 19.00 19.00 48.429900 59.790000 71.150100 -0.50 Yes No 04.08.2021 19:15:20
SLV 05.08.2021 2 30 000 000 150 000 000 25.00 25.00 44.842500 59.790000 74.737500 -0.50 Yes No 04.08.2021 19:15:20
SLV 05.08.2021 3 150 000 000 32.00 32.00 40.657200 59.790000 78.922800 -0.50 Yes No 04.08.2021 19:15:20
TRY 05.08.2021 1 0 1 856 000 20.00 20.00 6.911440 8.639300 10.367160 -45.00 No No 04.08.2021 19:15:20
TRY 05.08.2021 2 1 856 000 9 280 000 50.00 50.00 4.319650 8.639300 12.958950 -45.00 No No 04.08.2021 19:15:20
TRY 05.08.2021 3 9 280 000 100.00 100.00 0.000000 8.639300 17.278600 -45.00 No No 04.08.2021 19:15:20
UAH 05.08.2021 1 0 10 000 100.00 100.00 0.000000 27.056100 54.112200 -2.00 No Yes 04.08.2021 19:15:20
UAH 05.08.2021 2 10 000 20 000 100.00 100.00 0.000000 27.056100 54.112200 -2.00 No Yes 04.08.2021 19:15:20
UAH 05.08.2021 3 20 000 100.00 100.00 0.000000 27.056100 54.112200 -2.00 No Yes 04.08.2021 19:15:20
USD 05.08.2021 1 0 1 000 000 000 6.00 6.00 68.852500 73.247300 77.642100 -4.00 Yes No 04.08.2021 19:15:20
USD 05.08.2021 2 1 000 000 000 5 000 000 000 8.00 8.00 67.387500 73.247300 79.107100 -4.00 Yes No 04.08.2021 19:15:20
USD 05.08.2021 3 5 000 000 000 10.00 10.00 65.922600 73.247300 80.572000 -4.00 Yes No 04.08.2021 19:15:20
USDF 05.08.2021 1 0 1 000 000 000 10.00 10.00 65.922600 73.247300 80.572000 -4.00 Yes No 04.08.2021 19:15:20
USDF 05.08.2021 2 1 000 000 000 5 000 000 000 12.00 12.00 64.457600 73.247300 82.037000 -4.00 Yes No 04.08.2021 19:15:20
USDF 05.08.2021 3 5 000 000 000 14.00 14.00 62.992700 73.247300 83.501900 -4.00 Yes No 04.08.2021 19:15:20
USDW 05.08.2021 1 0 1 000 000 000 10.00 10.00 65.922600 73.247300 80.572000 -5.00 Yes No 04.08.2021 19:15:20
USDW 05.08.2021 2 1 000 000 000 5 000 000 000 12.00 12.00 64.457600 73.247300 82.037000 -5.00 Yes No 04.08.2021 19:15:20
USDW 05.08.2021 3 5 000 000 000 14.00 14.00 62.992700 73.247300 83.501900 -5.00 Yes No 04.08.2021 19:15:20
XAU 05.08.2021 1 0 32 150 8.00 8.00 121 943.760100 132 547.565300 143 151.370500 -0.50 Yes No 04.08.2021 19:15:20
XAU 05.08.2021 2 32 150 160 750 14.00 14.00 113 990.906200 132 547.565300 151 104.224400 -0.50 Yes No 04.08.2021 19:15:20