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 07.04.2020 1 0 314 000 30.00 30.00 20.815300 29.736100 38.656900 -12.00 12.00 No No 06.04.2020 19:12:36
BYN 07.04.2020 2 314 000 1 570 000 50.00 50.00 14.868100 29.736100 44.604200 -12.00 12.00 No No 06.04.2020 19:12:36
BYN 07.04.2020 3 1 570 000 100.00 100.00 0.000000 29.736100 59.472200 -12.00 12.00 No No 06.04.2020 19:12:36
CHF 07.04.2020 1 0 500 000 000 12.50 12.50 68.340400 78.103300 87.866200 -2.00 12.00 Yes No 06.04.2020 19:12:36
CHF 07.04.2020 2 500 000 000 2 500 000 000 14.50 14.50 66.778300 78.103300 89.428300 -2.00 12.00 Yes No 06.04.2020 19:12:36
CHF 07.04.2020 3 2 500 000 000 16.50 16.50 65.216300 78.103300 90.990300 -2.00 12.00 Yes No 06.04.2020 19:12:36
CNY 07.04.2020 1 0 20 000 000 12.50 12.50 9.411675 10.756200 12.100725 -8.00 12.00 Yes No 06.04.2020 19:12:36
CNY 07.04.2020 2 20 000 000 100 000 000 14.50 14.50 9.196551 10.756200 12.315849 -8.00 12.00 Yes No 06.04.2020 19:12:36
CNY 07.04.2020 3 100 000 000 16.50 16.50 8.981427 10.756200 12.530973 -8.00 12.00 Yes No 06.04.2020 19:12:36
EUR 07.04.2020 1 0 700 000 000 12.50 12.50 72.164600 82.473800 92.783000 -2.00 12.00 Yes No 06.04.2020 19:12:36
EUR 07.04.2020 2 700 000 000 3 500 000 000 14.50 14.50 70.515100 82.473800 94.432500 -2.00 12.00 Yes No 06.04.2020 19:12:36
EUR 07.04.2020 3 3 500 000 000 16.50 16.50 68.865600 82.473800 96.082000 -2.00 12.00 Yes No 06.04.2020 19:12:36
EURF 07.04.2020 1 0 700 000 000 16.50 16.50 68.865600 82.473800 96.082000 -2.00 12.00 Yes No 06.04.2020 19:12:36
EURF 07.04.2020 2 700 000 000 3 500 000 000 18.50 18.50 67.216100 82.473800 97.731500 -2.00 12.00 Yes No 06.04.2020 19:12:36
EURF 07.04.2020 3 3 500 000 000 20.50 20.50 65.566700 82.473800 99.380900 -2.00 12.00 Yes No 06.04.2020 19:12:36
GBP 07.04.2020 1 0 350 000 000 12.50 12.50 82.048800 93.770000 105.491300 -2.00 12.00 Yes No 06.04.2020 19:12:36
GBP 07.04.2020 2 350 000 000 1 750 000 000 14.50 14.50 80.173400 93.770000 107.366700 -2.00 12.00 Yes No 06.04.2020 19:12:36
GBP 07.04.2020 3 1 750 000 000 16.50 16.50 78.298000 93.770000 109.242100 -2.00 12.00 Yes No 06.04.2020 19:12:36
GLD 07.04.2020 1 0 1 000 000 12.50 12.50 3 528.873600 4 032.998400 4 537.123200 -0.50 12.00 Yes No 06.04.2020 19:12:36
GLD 07.04.2020 2 1 000 000 5 000 000 18.50 18.50 3 286.893700 4 032.998400 4 779.103100 -0.50 12.00 Yes No 06.04.2020 19:12:36
GLD 07.04.2020 3 5 000 000 25.50 25.50 3 004.583800 4 032.998400 5 061.413000 -0.50 12.00 Yes No 06.04.2020 19:12:36
HKD 07.04.2020 1 0 20 000 000 12.50 12.50 8.609038 9.838900 11.068763 -2.00 12.00 Yes No 06.04.2020 19:12:36
HKD 07.04.2020 2 20 000 000 100 000 000 14.50 14.50 8.412260 9.838900 11.265541 -2.00 12.00 Yes No 06.04.2020 19:12:36
HKD 07.04.2020 3 100 000 000 16.50 16.50 8.215482 9.838900 11.462319 -2.00 12.00 Yes No 06.04.2020 19:12:36
JPY 07.04.2020 1 0 85 000 000 12.50 12.50 61.232500 69.980000 78.727500 -3.50 12.00 No No 06.04.2020 19:12:36
JPY 07.04.2020 2 85 000 000 425 000 000 14.50 14.50 59.832900 69.980000 80.127100 -3.50 12.00 No No 06.04.2020 19:12:36
JPY 07.04.2020 3 425 000 000 16.50 16.50 58.433300 69.980000 81.526700 -3.50 12.00 No No 06.04.2020 19:12:36
KZT 07.04.2020 1 0 384 500 000 20.00 20.00 13.888000 17.360000 20.832000 -18.00 12.00 No No 06.04.2020 19:12:36
KZT 07.04.2020 2 384 500 000 1 922 500 000 50.00 50.00 8.680000 17.360000 26.040000 -18.00 12.00 No No 06.04.2020 19:12:36
KZT 07.04.2020 3 1 922 500 000 100.00 100.00 0.000000 17.360000 34.720000 -18.00 12.00 No No 06.04.2020 19:12:36
SLV 07.04.2020 1 0 30 000 000 17.50 17.50 29.790300 36.109400 42.428500 -0.50 12.00 Yes No 06.04.2020 19:12:36
SLV 07.04.2020 2 30 000 000 150 000 000 23.50 23.50 27.623700 36.109400 44.595100 -0.50 12.00 Yes No 06.04.2020 19:12:36
SLV 07.04.2020 3 150 000 000 30.50 30.50 25.096000 36.109400 47.122800 -0.50 12.00 Yes No 06.04.2020 19:12:36
TRY 07.04.2020 1 0 1 856 000 20.00 20.00 9.014080 11.267600 13.521120 -45.00 12.00 No No 06.04.2020 19:12:36
TRY 07.04.2020 2 1 856 000 9 280 000 50.00 50.00 5.633800 11.267600 16.901400 -45.00 12.00 No No 06.04.2020 19:12:36
TRY 07.04.2020 3 9 280 000 100.00 100.00 0.000000 11.267600 22.535200 -45.00 12.00 No No 06.04.2020 19:12:36
UAH 07.04.2020 1 0 10 000 100.00 100.00 0.000000 28.039400 56.078800 -2.00 12.00 No Yes 06.04.2020 19:12:36
UAH 07.04.2020 2 10 000 20 000 100.00 100.00 0.000000 28.039400 56.078800 -2.00 12.00 No Yes 06.04.2020 19:12:36
UAH 07.04.2020 3 20 000 100.00 100.00 0.000000 28.039400 56.078800 -2.00 12.00 No Yes 06.04.2020 19:12:36
USD 07.04.2020 1 0 1 000 000 000 12.50 12.50 66.756200 76.292800 85.829400 -4.00 12.00 Yes No 06.04.2020 19:12:36
USD 07.04.2020 2 1 000 000 000 5 000 000 000 14.50 14.50 65.230300 76.292800 87.355300 -4.00 12.00 Yes No 06.04.2020 19:12:36
USD 07.04.2020 3 5 000 000 000 16.50 16.50 63.704500 76.292800 88.881100 -4.00 12.00 Yes No 06.04.2020 19:12:36
USDF 07.04.2020 1 0 1 000 000 000 16.50 16.50 63.704500 76.292800 88.881100 -4.00 12.00 Yes No 06.04.2020 19:12:36
USDF 07.04.2020 2 1 000 000 000 5 000 000 000 18.50 18.50 62.178600 76.292800 90.407000 -4.00 12.00 Yes No 06.04.2020 19:12:36
USDF 07.04.2020 3 5 000 000 000 20.50 20.50 60.652800 76.292800 91.932800 -4.00 12.00 Yes No 06.04.2020 19:12:36
USDW 07.04.2020 1 0 1 000 000 000 16.50 16.50 63.704500 76.292800 88.881100 -5.00 12.00 Yes No 06.04.2020 19:12:36
USDW 07.04.2020 2 1 000 000 000 5 000 000 000 18.50 18.50 62.178600 76.292800 90.407000 -5.00 12.00 Yes No 06.04.2020 19:12:36
USDW 07.04.2020 3 5 000 000 000 20.50 20.50 60.652800 76.292800 91.932800 -5.00 12.00 Yes No 06.04.2020 19:12:36
XAU 07.04.2020 1 0 32 150 8.00 8.00 115 405.136400 125 440.365700 135 475.595000 -0.50 12.00 No No 06.04.2020 19:12:36
XAU 07.04.2020 2 32 150 160 750 14.00 14.00 107 878.714500 125 440.365700 143 002.016900 -0.50 12.00 No No 06.04.2020 19:12:36