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 22.01.2021 1 0 314 000 30.00 30.00 20.316500 29.023600 37.730700 -12.00 8.50 No No 21.01.2021 19:07:21
BYN 22.01.2021 2 314 000 1 570 000 50.00 50.00 14.511800 29.023600 43.535400 -12.00 8.50 No No 21.01.2021 19:07:21
BYN 22.01.2021 3 1 570 000 100.00 100.00 0.000000 29.023600 58.047200 -12.00 8.50 No No 21.01.2021 19:07:21
CHF 22.01.2021 1 0 500 000 000 7.00 7.00 77.368400 83.191800 89.015200 -2.00 8.50 Yes No 21.01.2021 19:07:21
CHF 22.01.2021 2 500 000 000 2 500 000 000 9.00 9.00 75.704500 83.191800 90.679100 -2.00 8.50 Yes No 21.01.2021 19:07:21
CHF 22.01.2021 3 2 500 000 000 11.00 11.00 74.040700 83.191800 92.342900 -2.00 8.50 Yes No 21.01.2021 19:07:21
CNY 22.01.2021 1 0 20 000 000 6.00 6.00 10.718820 11.403000 12.087180 -8.00 8.50 Yes No 21.01.2021 19:07:21
CNY 22.01.2021 2 20 000 000 100 000 000 8.00 8.00 10.490760 11.403000 12.315240 -8.00 8.50 Yes No 21.01.2021 19:07:21
CNY 22.01.2021 3 100 000 000 10.00 10.00 10.262700 11.403000 12.543300 -8.00 8.50 Yes No 21.01.2021 19:07:21
EUR 22.01.2021 1 0 700 000 000 6.00 6.00 84.223700 89.599700 94.975700 -2.00 8.50 Yes No 21.01.2021 19:07:21
EUR 22.01.2021 2 700 000 000 3 500 000 000 8.00 8.00 82.431700 89.599700 96.767700 -2.00 8.50 Yes No 21.01.2021 19:07:21
EUR 22.01.2021 3 3 500 000 000 10.00 10.00 80.639700 89.599700 98.559700 -2.00 8.50 Yes No 21.01.2021 19:07:21
EURF 22.01.2021 1 0 700 000 000 10.00 10.00 80.639700 89.599700 98.559700 -2.00 8.50 Yes No 21.01.2021 19:07:21
EURF 22.01.2021 2 700 000 000 3 500 000 000 12.00 12.00 78.847700 89.599700 100.351700 -2.00 8.50 Yes No 21.01.2021 19:07:21
EURF 22.01.2021 3 3 500 000 000 14.00 14.00 77.055700 89.599700 102.143700 -2.00 8.50 Yes No 21.01.2021 19:07:21
GBP 22.01.2021 1 0 350 000 000 7.00 7.00 94.108000 101.191400 108.274800 -2.00 8.50 Yes No 21.01.2021 19:07:21
GBP 22.01.2021 2 350 000 000 1 750 000 000 9.00 9.00 92.084200 101.191400 110.298600 -2.00 8.50 Yes No 21.01.2021 19:07:21
GBP 22.01.2021 3 1 750 000 000 11.00 11.00 90.060300 101.191400 112.322500 -2.00 8.50 Yes No 21.01.2021 19:07:21
GLD 22.01.2021 1 0 1 000 000 8.00 8.00 4 066.400900 4 420.001000 4 773.601100 -0.50 8.50 Yes No 21.01.2021 19:07:21
GLD 22.01.2021 2 1 000 000 5 000 000 14.00 14.00 3 801.200900 4 420.001000 5 038.801100 -0.50 8.50 Yes No 21.01.2021 19:07:21
GLD 22.01.2021 3 5 000 000 21.00 21.00 3 491.800800 4 420.001000 5 348.201200 -0.50 8.50 Yes No 21.01.2021 19:07:21
HKD 22.01.2021 1 0 20 000 000 6.00 6.00 8.929906 9.499900 10.069894 -2.00 8.50 Yes No 21.01.2021 19:07:21
HKD 22.01.2021 2 20 000 000 100 000 000 8.00 8.00 8.739908 9.499900 10.259892 -2.00 8.50 Yes No 21.01.2021 19:07:21
HKD 22.01.2021 3 100 000 000 10.00 10.00 8.549910 9.499900 10.449890 -2.00 8.50 Yes No 21.01.2021 19:07:21
JPY 22.01.2021 1 0 85 000 000 8.00 8.00 65.494800 71.190000 76.885200 -3.50 8.50 No No 21.01.2021 19:07:21
JPY 22.01.2021 2 85 000 000 425 000 000 10.00 10.00 64.071000 71.190000 78.309000 -3.50 8.50 No No 21.01.2021 19:07:21
JPY 22.01.2021 3 425 000 000 12.00 12.00 62.647200 71.190000 79.732800 -3.50 8.50 No No 21.01.2021 19:07:21
KZT 22.01.2021 1 0 384 500 000 20.00 20.00 14.068000 17.585000 21.102000 -18.00 8.50 No No 21.01.2021 19:07:21
KZT 22.01.2021 2 384 500 000 1 922 500 000 50.00 50.00 8.792500 17.585000 26.377500 -18.00 8.50 No No 21.01.2021 19:07:21
KZT 22.01.2021 3 1 922 500 000 100.00 100.00 0.000000 17.585000 35.170000 -18.00 8.50 No No 21.01.2021 19:07:21
SLV 22.01.2021 1 0 30 000 000 16.00 16.00 51.358500 61.141100 70.923700 -0.50 8.50 Yes No 21.01.2021 19:07:21
SLV 22.01.2021 2 30 000 000 150 000 000 22.00 22.00 47.690100 61.141100 74.592100 -0.50 8.50 Yes No 21.01.2021 19:07:21
SLV 22.01.2021 3 150 000 000 29.00 29.00 43.410200 61.141100 78.872000 -0.50 8.50 Yes No 21.01.2021 19:07:21
TRY 22.01.2021 1 0 1 856 000 20.00 20.00 7.993920 9.992400 11.990880 -45.00 8.50 No No 21.01.2021 19:07:21
TRY 22.01.2021 2 1 856 000 9 280 000 50.00 50.00 4.996200 9.992400 14.988600 -45.00 8.50 No No 21.01.2021 19:07:21
TRY 22.01.2021 3 9 280 000 100.00 100.00 0.000000 9.992400 19.984800 -45.00 8.50 No No 21.01.2021 19:07:21
UAH 22.01.2021 1 0 10 000 100.00 100.00 0.000000 25.974200 51.948400 -2.00 8.50 No Yes 21.01.2021 19:07:21
UAH 22.01.2021 2 10 000 20 000 100.00 100.00 0.000000 25.974200 51.948400 -2.00 8.50 No Yes 21.01.2021 19:07:21
UAH 22.01.2021 3 20 000 100.00 100.00 0.000000 25.974200 51.948400 -2.00 8.50 No Yes 21.01.2021 19:07:21
USD 22.01.2021 1 0 1 000 000 000 6.00 6.00 69.255000 73.675500 78.096000 -4.00 8.50 Yes No 21.01.2021 19:07:21
USD 22.01.2021 2 1 000 000 000 5 000 000 000 8.00 8.00 67.781500 73.675500 79.569500 -4.00 8.50 Yes No 21.01.2021 19:07:21
USD 22.01.2021 3 5 000 000 000 10.00 10.00 66.308000 73.675500 81.043100 -4.00 8.50 Yes No 21.01.2021 19:07:21
USDF 22.01.2021 1 0 1 000 000 000 10.00 10.00 66.308000 73.675500 81.043100 -4.00 8.50 Yes No 21.01.2021 19:07:21
USDF 22.01.2021 2 1 000 000 000 5 000 000 000 12.00 12.00 64.834400 73.675500 82.516600 -4.00 8.50 Yes No 21.01.2021 19:07:21
USDF 22.01.2021 3 5 000 000 000 14.00 14.00 63.360900 73.675500 83.990100 -4.00 8.50 Yes No 21.01.2021 19:07:21
USDW 22.01.2021 1 0 1 000 000 000 10.00 10.00 66.308000 73.675500 81.043100 -5.00 8.50 Yes No 21.01.2021 19:07:21
USDW 22.01.2021 2 1 000 000 000 5 000 000 000 12.00 12.00 64.834400 73.675500 82.516600 -5.00 8.50 Yes No 21.01.2021 19:07:21
USDW 22.01.2021 3 5 000 000 000 14.00 14.00 63.360900 73.675500 83.990100 -5.00 8.50 Yes No 21.01.2021 19:07:21
XAU 22.01.2021 1 0 32 150 8.00 8.00 126 479.301000 137 477.501100 148 475.701200 -0.50 8.50 No No 21.01.2021 19:07:21
XAU 22.01.2021 2 32 150 160 750 14.00 14.00 118 230.650900 137 477.501100 156 724.351300 -0.50 8.50 No No 21.01.2021 19:07:21