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 15.04.2021 1 0 314 000 30.00 30.00 20.278200 28.968800 37.659400 -12.00 9.00 No No 14.04.2021 19:11:54
BYN 15.04.2021 2 314 000 1 570 000 50.00 50.00 14.484400 28.968800 43.453200 -12.00 9.00 No No 14.04.2021 19:11:54
BYN 15.04.2021 3 1 570 000 100.00 100.00 0.000000 28.968800 57.937600 -12.00 9.00 No No 14.04.2021 19:11:54
CHF 15.04.2021 1 0 500 000 000 7.00 7.00 76.206500 81.942500 87.678500 -2.00 9.00 Yes No 14.04.2021 19:11:54
CHF 15.04.2021 2 500 000 000 2 500 000 000 9.00 9.00 74.567700 81.942500 89.317300 -2.00 9.00 Yes No 14.04.2021 19:11:54
CHF 15.04.2021 3 2 500 000 000 11.00 11.00 72.928800 81.942500 90.956200 -2.00 9.00 Yes No 14.04.2021 19:11:54
CNY 15.04.2021 1 0 20 000 000 6.00 6.00 10.886573 11.581461 12.276349 -8.00 9.00 Yes No 14.04.2021 19:11:54
CNY 15.04.2021 2 20 000 000 100 000 000 8.00 8.00 10.654944 11.581461 12.507978 -8.00 9.00 Yes No 14.04.2021 19:11:54
CNY 15.04.2021 3 100 000 000 10.00 10.00 10.423315 11.581461 12.739607 -8.00 9.00 Yes No 14.04.2021 19:11:54
EUR 15.04.2021 1 0 700 000 000 6.00 6.00 85.061700 90.491200 95.920700 -2.00 9.00 Yes No 14.04.2021 19:11:54
EUR 15.04.2021 2 700 000 000 3 500 000 000 8.00 8.00 83.251900 90.491200 97.730500 -2.00 9.00 Yes No 14.04.2021 19:11:54
EUR 15.04.2021 3 3 500 000 000 10.00 10.00 81.442100 90.491200 99.540300 -2.00 9.00 Yes No 14.04.2021 19:11:54
EURF 15.04.2021 1 0 700 000 000 10.00 10.00 81.442100 90.491200 99.540300 -2.00 9.00 Yes No 14.04.2021 19:11:54
EURF 15.04.2021 2 700 000 000 3 500 000 000 12.00 12.00 79.632300 90.491200 101.350100 -2.00 9.00 Yes No 14.04.2021 19:11:54
EURF 15.04.2021 3 3 500 000 000 14.00 14.00 77.822400 90.491200 103.160000 -2.00 9.00 Yes No 14.04.2021 19:11:54
GBP 15.04.2021 1 0 350 000 000 7.00 7.00 96.982700 104.282500 111.582300 -2.00 9.00 Yes No 14.04.2021 19:11:54
GBP 15.04.2021 2 350 000 000 1 750 000 000 9.00 9.00 94.897100 104.282500 113.667900 -2.00 9.00 Yes No 14.04.2021 19:11:54
GBP 15.04.2021 3 1 750 000 000 11.00 11.00 92.811400 104.282500 115.753600 -2.00 9.00 Yes No 14.04.2021 19:11:54
GLD 15.04.2021 1 0 1 000 000 8.00 8.00 3 882.386000 4 219.984800 4 557.583600 -0.50 9.00 Yes No 14.04.2021 19:11:54
GLD 15.04.2021 2 1 000 000 5 000 000 14.00 14.00 3 629.186900 4 219.984800 4 810.782700 -0.50 9.00 Yes No 14.04.2021 19:11:54
GLD 15.04.2021 3 5 000 000 21.00 21.00 3 333.788000 4 219.984800 5 106.181600 -0.50 9.00 Yes No 14.04.2021 19:11:54
HKD 15.04.2021 1 0 20 000 000 6.00 6.00 9.151276 9.735400 10.319524 -2.00 9.00 Yes No 14.04.2021 19:11:54
HKD 15.04.2021 2 20 000 000 100 000 000 8.00 8.00 8.956568 9.735400 10.514232 -2.00 9.00 Yes No 14.04.2021 19:11:54
HKD 15.04.2021 3 100 000 000 10.00 10.00 8.761860 9.735400 10.708940 -2.00 9.00 Yes No 14.04.2021 19:11:54
JPY 15.04.2021 1 0 85 000 000 8.00 8.00 63.848000 69.400000 74.952000 -3.50 9.00 No No 14.04.2021 19:11:54
JPY 15.04.2021 2 85 000 000 425 000 000 10.00 10.00 62.460000 69.400000 76.340000 -3.50 9.00 No No 14.04.2021 19:11:54
JPY 15.04.2021 3 425 000 000 12.00 12.00 61.072000 69.400000 77.728000 -3.50 9.00 No No 14.04.2021 19:11:54
KZT 15.04.2021 1 0 384 500 000 20.00 20.00 14.040000 17.550000 21.060000 -18.00 9.00 No No 14.04.2021 19:11:54
KZT 15.04.2021 2 384 500 000 1 922 500 000 50.00 50.00 8.775000 17.550000 26.325000 -18.00 9.00 No No 14.04.2021 19:11:54
KZT 15.04.2021 3 1 922 500 000 100.00 100.00 0.000000 17.550000 35.100000 -18.00 9.00 No No 14.04.2021 19:11:54
SLV 15.04.2021 1 0 30 000 000 19.00 19.00 50.033900 61.770300 73.506700 -0.50 9.00 Yes No 14.04.2021 19:11:54
SLV 15.04.2021 2 30 000 000 150 000 000 25.00 25.00 46.327700 61.770300 77.212900 -0.50 9.00 Yes No 14.04.2021 19:11:54
SLV 15.04.2021 3 150 000 000 32.00 32.00 42.003800 61.770300 81.536800 -0.50 9.00 Yes No 14.04.2021 19:11:54
TRY 15.04.2021 1 0 1 856 000 20.00 20.00 7.484880 9.356100 11.227320 -45.00 9.00 No No 14.04.2021 19:11:54
TRY 15.04.2021 2 1 856 000 9 280 000 50.00 50.00 4.678050 9.356100 14.034150 -45.00 9.00 No No 14.04.2021 19:11:54
TRY 15.04.2021 3 9 280 000 100.00 100.00 0.000000 9.356100 18.712200 -45.00 9.00 No No 14.04.2021 19:11:54
UAH 15.04.2021 1 0 10 000 100.00 100.00 0.000000 27.080500 54.161000 -2.00 9.00 No Yes 14.04.2021 19:11:54
UAH 15.04.2021 2 10 000 20 000 100.00 100.00 0.000000 27.080500 54.161000 -2.00 9.00 No Yes 14.04.2021 19:11:54
UAH 15.04.2021 3 20 000 100.00 100.00 0.000000 27.080500 54.161000 -2.00 9.00 No Yes 14.04.2021 19:11:54
USD 15.04.2021 1 0 1 000 000 000 6.00 6.00 71.021600 75.554900 80.088200 -4.00 9.00 Yes No 14.04.2021 19:11:54
USD 15.04.2021 2 1 000 000 000 5 000 000 000 8.00 8.00 69.510500 75.554900 81.599300 -4.00 9.00 Yes No 14.04.2021 19:11:54
USD 15.04.2021 3 5 000 000 000 10.00 10.00 67.999400 75.554900 83.110400 -4.00 9.00 Yes No 14.04.2021 19:11:54
USDF 15.04.2021 1 0 1 000 000 000 10.00 10.00 67.999400 75.554900 83.110400 -4.00 9.00 Yes No 14.04.2021 19:11:54
USDF 15.04.2021 2 1 000 000 000 5 000 000 000 12.00 12.00 66.488300 75.554900 84.621500 -4.00 9.00 Yes No 14.04.2021 19:11:54
USDF 15.04.2021 3 5 000 000 000 14.00 14.00 64.977200 75.554900 86.132600 -4.00 9.00 Yes No 14.04.2021 19:11:54
USDW 15.04.2021 1 0 1 000 000 000 10.00 10.00 67.999400 75.554900 83.110400 -5.00 9.00 Yes No 14.04.2021 19:11:54
USDW 15.04.2021 2 1 000 000 000 5 000 000 000 12.00 12.00 66.488300 75.554900 84.621500 -5.00 9.00 Yes No 14.04.2021 19:11:54
USDW 15.04.2021 3 5 000 000 000 14.00 14.00 64.977200 75.554900 86.132600 -5.00 9.00 Yes No 14.04.2021 19:11:54
XAU 15.04.2021 1 0 32 150 8.00 8.00 120 755.793400 131 256.297200 141 756.801000 -0.50 9.00 Yes No 14.04.2021 19:11:54
XAU 15.04.2021 2 32 150 160 750 14.00 14.00 112 880.415600 131 256.297200 149 632.178800 -0.50 9.00 Yes No 14.04.2021 19:11:54