| 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 | 15.07.2020 | 1 | 0 | 314 000 | 30.00 | 30.00 | 20.557000 | 29.367200 | 38.177400 | -12.00 | 9.00 | No | No | 14.07.2020 19:11:12 |
| BYN | 15.07.2020 | 2 | 314 000 | 1 570 000 | 50.00 | 50.00 | 14.683600 | 29.367200 | 44.050800 | -12.00 | 9.00 | No | No | 14.07.2020 19:11:12 |
| BYN | 15.07.2020 | 3 | 1 570 000 | 100.00 | 100.00 | 0.000000 | 29.367200 | 58.734400 | -12.00 | 9.00 | No | No | 14.07.2020 19:11:12 | |
| CHF | 15.07.2020 | 1 | 0 | 500 000 000 | 7.00 | 7.00 | 70.401800 | 75.700900 | 81.000000 | -2.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 |
| CHF | 15.07.2020 | 2 | 500 000 000 | 2 500 000 000 | 9.00 | 9.00 | 68.887800 | 75.700900 | 82.514000 | -2.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 |
| CHF | 15.07.2020 | 3 | 2 500 000 000 | 11.00 | 11.00 | 67.373800 | 75.700900 | 84.028000 | -2.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 | |
| CNY | 15.07.2020 | 1 | 0 | 20 000 000 | 6.00 | 6.00 | 9.531318 | 10.139700 | 10.748082 | -8.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 |
| CNY | 15.07.2020 | 2 | 20 000 000 | 100 000 000 | 8.00 | 8.00 | 9.328524 | 10.139700 | 10.950876 | -8.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 |
| CNY | 15.07.2020 | 3 | 100 000 000 | 10.00 | 10.00 | 9.125730 | 10.139700 | 11.153670 | -8.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 | |
| EUR | 15.07.2020 | 1 | 0 | 700 000 000 | 6.00 | 6.00 | 76.144600 | 81.004900 | 85.865200 | -2.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 |
| EUR | 15.07.2020 | 2 | 700 000 000 | 3 500 000 000 | 8.00 | 8.00 | 74.524500 | 81.004900 | 87.485300 | -2.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 |
| EUR | 15.07.2020 | 3 | 3 500 000 000 | 10.00 | 10.00 | 72.904400 | 81.004900 | 89.105400 | -2.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 | |
| EURF | 15.07.2020 | 1 | 0 | 700 000 000 | 10.00 | 10.00 | 72.904400 | 81.004900 | 89.105400 | -2.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 |
| EURF | 15.07.2020 | 2 | 700 000 000 | 3 500 000 000 | 12.00 | 12.00 | 71.284300 | 81.004900 | 90.725500 | -2.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 |
| EURF | 15.07.2020 | 3 | 3 500 000 000 | 14.00 | 14.00 | 69.664200 | 81.004900 | 92.345600 | -2.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 | |
| GBP | 15.07.2020 | 1 | 0 | 350 000 000 | 7.00 | 7.00 | 82.910900 | 89.151500 | 95.392100 | -2.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 |
| GBP | 15.07.2020 | 2 | 350 000 000 | 1 750 000 000 | 9.00 | 9.00 | 81.127900 | 89.151500 | 97.175100 | -2.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 |
| GBP | 15.07.2020 | 3 | 1 750 000 000 | 11.00 | 11.00 | 79.344800 | 89.151500 | 98.958200 | -2.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 | |
| GLD | 15.07.2020 | 1 | 0 | 1 000 000 | 8.00 | 8.00 | 3 797.760000 | 4 128.000000 | 4 458.240000 | -0.50 | 9.00 | Yes | No | 14.07.2020 19:11:12 |
| GLD | 15.07.2020 | 2 | 1 000 000 | 5 000 000 | 14.00 | 14.00 | 3 550.080000 | 4 128.000000 | 4 705.920000 | -0.50 | 9.00 | Yes | No | 14.07.2020 19:11:12 |
| GLD | 15.07.2020 | 3 | 5 000 000 | 21.00 | 21.00 | 3 261.120000 | 4 128.000000 | 4 994.880000 | -0.50 | 9.00 | Yes | No | 14.07.2020 19:11:12 | |
| HKD | 15.07.2020 | 1 | 0 | 20 000 000 | 30.00 | 30.00 | 6.416900 | 9.167000 | 11.917100 | -2.00 | 9.00 | No | Yes | 14.07.2020 19:11:12 |
| HKD | 15.07.2020 | 2 | 20 000 000 | 100 000 000 | 32.00 | 32.00 | 6.233560 | 9.167000 | 12.100440 | -2.00 | 9.00 | No | Yes | 14.07.2020 19:11:12 |
| HKD | 15.07.2020 | 3 | 100 000 000 | 34.00 | 34.00 | 6.050220 | 9.167000 | 12.283780 | -2.00 | 9.00 | No | Yes | 14.07.2020 19:11:12 | |
| JPY | 15.07.2020 | 1 | 0 | 85 000 000 | 8.00 | 8.00 | 60.968400 | 66.270000 | 71.571600 | -3.50 | 9.00 | No | No | 14.07.2020 19:11:12 |
| JPY | 15.07.2020 | 2 | 85 000 000 | 425 000 000 | 10.00 | 10.00 | 59.643000 | 66.270000 | 72.897000 | -3.50 | 9.00 | No | No | 14.07.2020 19:11:12 |
| JPY | 15.07.2020 | 3 | 425 000 000 | 12.00 | 12.00 | 58.317600 | 66.270000 | 74.222400 | -3.50 | 9.00 | No | No | 14.07.2020 19:11:12 | |
| KZT | 15.07.2020 | 1 | 0 | 384 500 000 | 20.00 | 20.00 | 13.752000 | 17.190000 | 20.628000 | -18.00 | 9.00 | No | No | 14.07.2020 19:11:12 |
| KZT | 15.07.2020 | 2 | 384 500 000 | 1 922 500 000 | 50.00 | 50.00 | 8.595000 | 17.190000 | 25.785000 | -18.00 | 9.00 | No | No | 14.07.2020 19:11:12 |
| KZT | 15.07.2020 | 3 | 1 922 500 000 | 100.00 | 100.00 | 0.000000 | 17.190000 | 34.380000 | -18.00 | 9.00 | No | No | 14.07.2020 19:11:12 | |
| SLV | 15.07.2020 | 1 | 0 | 30 000 000 | 12.00 | 12.00 | 38.535200 | 43.790000 | 49.044800 | -0.50 | 9.00 | Yes | No | 14.07.2020 19:11:12 |
| SLV | 15.07.2020 | 2 | 30 000 000 | 150 000 000 | 18.00 | 18.00 | 35.907800 | 43.790000 | 51.672200 | -0.50 | 9.00 | Yes | No | 14.07.2020 19:11:12 |
| SLV | 15.07.2020 | 3 | 150 000 000 | 25.00 | 25.00 | 32.842500 | 43.790000 | 54.737500 | -0.50 | 9.00 | Yes | No | 14.07.2020 19:11:12 | |
| TRY | 15.07.2020 | 1 | 0 | 1 856 000 | 20.00 | 20.00 | 8.278080 | 10.347600 | 12.417120 | -45.00 | 9.00 | No | No | 14.07.2020 19:11:12 |
| TRY | 15.07.2020 | 2 | 1 856 000 | 9 280 000 | 50.00 | 50.00 | 5.173800 | 10.347600 | 15.521400 | -45.00 | 9.00 | No | No | 14.07.2020 19:11:12 |
| TRY | 15.07.2020 | 3 | 9 280 000 | 100.00 | 100.00 | 0.000000 | 10.347600 | 20.695200 | -45.00 | 9.00 | No | No | 14.07.2020 19:11:12 | |
| UAH | 15.07.2020 | 1 | 0 | 10 000 | 100.00 | 100.00 | 0.000000 | 26.217800 | 52.435600 | -2.00 | 9.00 | No | Yes | 14.07.2020 19:11:12 |
| UAH | 15.07.2020 | 2 | 10 000 | 20 000 | 100.00 | 100.00 | 0.000000 | 26.217800 | 52.435600 | -2.00 | 9.00 | No | Yes | 14.07.2020 19:11:12 |
| UAH | 15.07.2020 | 3 | 20 000 | 100.00 | 100.00 | 0.000000 | 26.217800 | 52.435600 | -2.00 | 9.00 | No | Yes | 14.07.2020 19:11:12 | |
| USD | 15.07.2020 | 1 | 0 | 1 000 000 000 | 6.00 | 6.00 | 66.805100 | 71.069300 | 75.333500 | -4.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 |
| USD | 15.07.2020 | 2 | 1 000 000 000 | 5 000 000 000 | 8.00 | 8.00 | 65.383800 | 71.069300 | 76.754800 | -4.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 |
| USD | 15.07.2020 | 3 | 5 000 000 000 | 10.00 | 10.00 | 63.962400 | 71.069300 | 78.176200 | -4.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 | |
| USDF | 15.07.2020 | 1 | 0 | 1 000 000 000 | 10.00 | 10.00 | 63.962400 | 71.069300 | 78.176200 | -4.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 |
| USDF | 15.07.2020 | 2 | 1 000 000 000 | 5 000 000 000 | 12.00 | 12.00 | 62.541000 | 71.069300 | 79.597600 | -4.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 |
| USDF | 15.07.2020 | 3 | 5 000 000 000 | 14.00 | 14.00 | 61.119600 | 71.069300 | 81.019000 | -4.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 | |
| USDW | 15.07.2020 | 1 | 0 | 1 000 000 000 | 10.00 | 10.00 | 63.962400 | 71.069300 | 78.176200 | -5.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 |
| USDW | 15.07.2020 | 2 | 1 000 000 000 | 5 000 000 000 | 12.00 | 12.00 | 62.541000 | 71.069300 | 79.597600 | -5.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 |
| USDW | 15.07.2020 | 3 | 5 000 000 000 | 14.00 | 14.00 | 61.119600 | 71.069300 | 81.019000 | -5.00 | 9.00 | Yes | No | 14.07.2020 19:11:12 | |
| XAU | 15.07.2020 | 1 | 0 | 32 150 | 8.00 | 8.00 | 118 123.628200 | 128 395.248000 | 138 666.867800 | -0.50 | 9.00 | No | No | 14.07.2020 19:11:12 |
| XAU | 15.07.2020 | 2 | 32 150 | 160 750 | 14.00 | 14.00 | 110 419.913300 | 128 395.248000 | 146 370.582700 | -0.50 | 9.00 | No | No | 14.07.2020 19:11:12 |