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 03.04.2020 1 0 314 000 30.00 30.00 20.914500 29.877900 38.841300 -12.00 12.00 No No 02.04.2020 19:14:42
BYN 03.04.2020 2 314 000 1 570 000 50.00 50.00 14.939000 29.877900 44.816900 -12.00 12.00 No No 02.04.2020 19:14:42
BYN 03.04.2020 3 1 570 000 100.00 100.00 0.000000 29.877900 59.755800 -12.00 12.00 No No 02.04.2020 19:14:42
CHF 03.04.2020 1 0 500 000 000 15.00 15.00 67.849100 79.822500 91.795900 -2.00 12.00 Yes No 02.04.2020 19:14:42
CHF 03.04.2020 2 500 000 000 2 500 000 000 17.00 17.00 66.252700 79.822500 93.392300 -2.00 12.00 Yes No 02.04.2020 19:14:42
CHF 03.04.2020 3 2 500 000 000 19.00 19.00 64.656200 79.822500 94.988800 -2.00 12.00 Yes No 02.04.2020 19:14:42
CNY 03.04.2020 1 0 20 000 000 15.00 15.00 9.343370 10.992200 12.641030 -8.00 12.00 Yes No 02.04.2020 19:14:42
CNY 03.04.2020 2 20 000 000 100 000 000 17.00 17.00 9.123526 10.992200 12.860874 -8.00 12.00 Yes No 02.04.2020 19:14:42
CNY 03.04.2020 3 100 000 000 19.00 19.00 8.903682 10.992200 13.080718 -8.00 12.00 Yes No 02.04.2020 19:14:42
EUR 03.04.2020 1 0 700 000 000 15.00 15.00 71.617900 84.256300 96.894700 -2.00 12.00 Yes No 02.04.2020 19:14:42
EUR 03.04.2020 2 700 000 000 3 500 000 000 17.00 17.00 69.932700 84.256300 98.579900 -2.00 12.00 Yes No 02.04.2020 19:14:42
EUR 03.04.2020 3 3 500 000 000 19.00 19.00 68.247600 84.256300 100.265000 -2.00 12.00 Yes No 02.04.2020 19:14:42
EURF 03.04.2020 1 0 700 000 000 19.00 19.00 68.247600 84.256300 100.265000 -2.00 12.00 Yes No 02.04.2020 19:14:42
EURF 03.04.2020 2 700 000 000 3 500 000 000 21.00 21.00 66.562500 84.256300 101.950100 -2.00 12.00 Yes No 02.04.2020 19:14:42
EURF 03.04.2020 3 3 500 000 000 23.00 23.00 64.877400 84.256300 103.635200 -2.00 12.00 Yes No 02.04.2020 19:14:42
GBP 03.04.2020 1 0 350 000 000 15.00 15.00 81.620700 96.024400 110.428100 -2.00 12.00 Yes No 02.04.2020 19:14:42
GBP 03.04.2020 2 350 000 000 1 750 000 000 17.00 17.00 79.700300 96.024400 112.348500 -2.00 12.00 Yes No 02.04.2020 19:14:42
GBP 03.04.2020 3 1 750 000 000 19.00 19.00 77.779800 96.024400 114.269000 -2.00 12.00 Yes No 02.04.2020 19:14:42
GLD 03.04.2020 1 0 1 000 000 15.00 15.00 3 411.930200 4 014.035500 4 616.140800 -0.50 12.00 Yes No 02.04.2020 19:14:42
GLD 03.04.2020 2 1 000 000 5 000 000 21.00 21.00 3 171.088000 4 014.035500 4 856.983000 -0.50 12.00 Yes No 02.04.2020 19:14:42
GLD 03.04.2020 3 5 000 000 28.00 28.00 2 890.105600 4 014.035500 5 137.965400 -0.50 12.00 Yes No 02.04.2020 19:14:42
HKD 03.04.2020 1 0 20 000 000 15.00 15.00 8.510370 10.012200 11.514030 -2.00 12.00 Yes No 02.04.2020 19:14:42
HKD 03.04.2020 2 20 000 000 100 000 000 17.00 17.00 8.310126 10.012200 11.714274 -2.00 12.00 Yes No 02.04.2020 19:14:42
HKD 03.04.2020 3 100 000 000 19.00 19.00 8.109882 10.012200 11.914518 -2.00 12.00 Yes No 02.04.2020 19:14:42
JPY 03.04.2020 1 0 85 000 000 15.00 15.00 61.170300 71.965000 82.759800 -3.50 12.00 No No 02.04.2020 19:14:42
JPY 03.04.2020 2 85 000 000 425 000 000 17.00 17.00 59.731000 71.965000 84.199100 -3.50 12.00 No No 02.04.2020 19:14:42
JPY 03.04.2020 3 425 000 000 19.00 19.00 58.291700 71.965000 85.638400 -3.50 12.00 No No 02.04.2020 19:14:42
KZT 03.04.2020 1 0 384 500 000 20.00 20.00 13.912000 17.390000 20.868000 -18.00 12.00 No No 02.04.2020 19:14:42
KZT 03.04.2020 2 384 500 000 1 922 500 000 50.00 50.00 8.695000 17.390000 26.085000 -18.00 12.00 No No 02.04.2020 19:14:42
KZT 03.04.2020 3 1 922 500 000 100.00 100.00 0.000000 17.390000 34.780000 -18.00 12.00 No No 02.04.2020 19:14:42
SLV 03.04.2020 1 0 30 000 000 20.00 20.00 28.784000 35.980000 43.176000 -0.50 12.00 Yes No 02.04.2020 19:14:42
SLV 03.04.2020 2 30 000 000 150 000 000 26.00 26.00 26.625200 35.980000 45.334800 -0.50 12.00 Yes No 02.04.2020 19:14:42
SLV 03.04.2020 3 150 000 000 33.00 33.00 24.106600 35.980000 47.853400 -0.50 12.00 Yes No 02.04.2020 19:14:42
TRY 03.04.2020 1 0 1 856 000 20.00 20.00 9.395920 11.744900 14.093880 -45.00 12.00 No No 02.04.2020 19:14:42
TRY 03.04.2020 2 1 856 000 9 280 000 50.00 50.00 5.872450 11.744900 17.617350 -45.00 12.00 No No 02.04.2020 19:14:42
TRY 03.04.2020 3 9 280 000 100.00 100.00 0.000000 11.744900 23.489800 -45.00 12.00 No No 02.04.2020 19:14:42
UAH 03.04.2020 1 0 10 000 100.00 100.00 0.000000 27.521300 55.042600 -2.00 12.00 No Yes 02.04.2020 19:14:42
UAH 03.04.2020 2 10 000 20 000 100.00 100.00 0.000000 27.521300 55.042600 -2.00 12.00 No Yes 02.04.2020 19:14:42
UAH 03.04.2020 3 20 000 100.00 100.00 0.000000 27.521300 55.042600 -2.00 12.00 No Yes 02.04.2020 19:14:42
USD 03.04.2020 1 0 1 000 000 000 15.00 15.00 66.008100 77.656600 89.305100 -4.00 12.00 Yes No 02.04.2020 19:14:42
USD 03.04.2020 2 1 000 000 000 5 000 000 000 17.00 17.00 64.455000 77.656600 90.858200 -4.00 12.00 Yes No 02.04.2020 19:14:42
USD 03.04.2020 3 5 000 000 000 19.00 19.00 62.901800 77.656600 92.411400 -4.00 12.00 Yes No 02.04.2020 19:14:42
USDF 03.04.2020 1 0 1 000 000 000 19.00 19.00 62.901800 77.656600 92.411400 -4.00 12.00 Yes No 02.04.2020 19:14:42
USDF 03.04.2020 2 1 000 000 000 5 000 000 000 21.00 21.00 61.348700 77.656600 93.964500 -4.00 12.00 Yes No 02.04.2020 19:14:42
USDF 03.04.2020 3 5 000 000 000 23.00 23.00 59.795600 77.656600 95.517600 -4.00 12.00 Yes No 02.04.2020 19:14:42
USDW 03.04.2020 1 0 1 000 000 000 19.00 19.00 62.901800 77.656600 92.411400 -5.00 12.00 Yes No 02.04.2020 19:14:42
USDW 03.04.2020 2 1 000 000 000 5 000 000 000 21.00 21.00 61.348700 77.656600 93.964500 -5.00 12.00 Yes No 02.04.2020 19:14:42
USDW 03.04.2020 3 5 000 000 000 23.00 23.00 59.795600 77.656600 95.517600 -5.00 12.00 Yes No 02.04.2020 19:14:42
XAU 03.04.2020 1 0 32 150 8.00 8.00 114 862.508900 124 850.553200 134 838.597500 -0.50 12.00 No No 02.04.2020 19:14:42
XAU 03.04.2020 2 32 150 160 750 14.00 14.00 107 371.475800 124 850.553200 142 329.630600 -0.50 12.00 No No 02.04.2020 19:14:42