| 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 |