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 01.10.2020 1 0 314 000 30.00 30.00 20.737200 29.624500 38.511900 -12.00 8.50 No No 30.09.2020 19:09:48
BYN 01.10.2020 2 314 000 1 570 000 50.00 50.00 14.812300 29.624500 44.436800 -12.00 8.50 No No 30.09.2020 19:09:48
BYN 01.10.2020 3 1 570 000 100.00 100.00 0.000000 29.624500 59.249000 -12.00 8.50 No No 30.09.2020 19:09:48
CHF 01.10.2020 1 0 500 000 000 7.00 7.00 78.675700 84.597500 90.519300 -2.00 8.50 Yes No 30.09.2020 19:09:48
CHF 01.10.2020 2 500 000 000 2 500 000 000 9.00 9.00 76.983700 84.597500 92.211300 -2.00 8.50 Yes No 30.09.2020 19:09:48
CHF 01.10.2020 3 2 500 000 000 11.00 11.00 75.291800 84.597500 93.903200 -2.00 8.50 Yes No 30.09.2020 19:09:48
CNY 01.10.2020 1 0 20 000 000 6.00 6.00 10.758488 11.445200 12.131912 -8.00 8.50 Yes No 30.09.2020 19:09:48
CNY 01.10.2020 2 20 000 000 100 000 000 8.00 8.00 10.529584 11.445200 12.360816 -8.00 8.50 Yes No 30.09.2020 19:09:48
CNY 01.10.2020 3 100 000 000 10.00 10.00 10.300680 11.445200 12.589720 -8.00 8.50 Yes No 30.09.2020 19:09:48
EUR 01.10.2020 1 0 700 000 000 6.00 6.00 85.599900 91.063700 96.527500 -2.00 8.50 Yes No 30.09.2020 19:09:48
EUR 01.10.2020 2 700 000 000 3 500 000 000 8.00 8.00 83.778600 91.063700 98.348800 -2.00 8.50 Yes No 30.09.2020 19:09:48
EUR 01.10.2020 3 3 500 000 000 10.00 10.00 81.957300 91.063700 100.170100 -2.00 8.50 Yes No 30.09.2020 19:09:48
EURF 01.10.2020 1 0 700 000 000 10.00 10.00 81.957300 91.063700 100.170100 -2.00 8.50 Yes No 30.09.2020 19:09:48
EURF 01.10.2020 2 700 000 000 3 500 000 000 12.00 12.00 80.136100 91.063700 101.991300 -2.00 8.50 Yes No 30.09.2020 19:09:48
EURF 01.10.2020 3 3 500 000 000 14.00 14.00 78.314800 91.063700 103.812600 -2.00 8.50 Yes No 30.09.2020 19:09:48
GBP 01.10.2020 1 0 350 000 000 7.00 7.00 93.335500 100.360700 107.385900 -2.00 8.50 Yes No 30.09.2020 19:09:48
GBP 01.10.2020 2 350 000 000 1 750 000 000 9.00 9.00 91.328200 100.360700 109.393200 -2.00 8.50 Yes No 30.09.2020 19:09:48
GBP 01.10.2020 3 1 750 000 000 11.00 11.00 89.321000 100.360700 111.400400 -2.00 8.50 Yes No 30.09.2020 19:09:48
GLD 01.10.2020 1 0 1 000 000 12.00 12.00 4 166.406300 4 734.552600 5 302.698900 -0.50 8.50 Yes No 30.09.2020 19:09:48
GLD 01.10.2020 2 1 000 000 5 000 000 18.00 18.00 3 882.333100 4 734.552600 5 586.772100 -0.50 8.50 Yes No 30.09.2020 19:09:48
GLD 01.10.2020 3 5 000 000 25.00 25.00 3 550.914500 4 734.552600 5 918.190800 -0.50 8.50 Yes No 30.09.2020 19:09:48
HKD 01.10.2020 1 0 20 000 000 30.00 30.00 7.013510 10.019300 13.025090 -2.00 8.50 No Yes 30.09.2020 19:09:48
HKD 01.10.2020 2 20 000 000 100 000 000 32.00 32.00 6.813124 10.019300 13.225476 -2.00 8.50 No Yes 30.09.2020 19:09:48
HKD 01.10.2020 3 100 000 000 34.00 34.00 6.612738 10.019300 13.425862 -2.00 8.50 No Yes 30.09.2020 19:09:48
JPY 01.10.2020 1 0 85 000 000 8.00 8.00 67.702800 73.590000 79.477200 -3.50 8.50 No No 30.09.2020 19:09:48
JPY 01.10.2020 2 85 000 000 425 000 000 10.00 10.00 66.231000 73.590000 80.949000 -3.50 8.50 No No 30.09.2020 19:09:48
JPY 01.10.2020 3 425 000 000 12.00 12.00 64.759200 73.590000 82.420800 -3.50 8.50 No No 30.09.2020 19:09:48
KZT 01.10.2020 1 0 384 500 000 20.00 20.00 14.376000 17.970000 21.564000 -18.00 8.50 No No 30.09.2020 19:09:48
KZT 01.10.2020 2 384 500 000 1 922 500 000 50.00 50.00 8.985000 17.970000 26.955000 -18.00 8.50 No No 30.09.2020 19:09:48
KZT 01.10.2020 3 1 922 500 000 100.00 100.00 0.000000 17.970000 35.940000 -18.00 8.50 No No 30.09.2020 19:09:48
SLV 01.10.2020 1 0 30 000 000 18.00 18.00 48.699800 59.390000 70.080200 -0.50 8.50 Yes No 30.09.2020 19:09:48
SLV 01.10.2020 2 30 000 000 150 000 000 24.00 24.00 45.136400 59.390000 73.643600 -0.50 8.50 Yes No 30.09.2020 19:09:48
SLV 01.10.2020 3 150 000 000 31.00 31.00 40.979100 59.390000 77.800900 -0.50 8.50 Yes No 30.09.2020 19:09:48
TRY 01.10.2020 1 0 1 856 000 20.00 20.00 8.042640 10.053300 12.063960 -45.00 8.50 No No 30.09.2020 19:09:48
TRY 01.10.2020 2 1 856 000 9 280 000 50.00 50.00 5.026650 10.053300 15.079950 -45.00 8.50 No No 30.09.2020 19:09:48
TRY 01.10.2020 3 9 280 000 100.00 100.00 0.000000 10.053300 20.106600 -45.00 8.50 No No 30.09.2020 19:09:48
UAH 01.10.2020 1 0 10 000 100.00 100.00 0.000000 27.833700 55.667400 -2.00 8.50 No Yes 30.09.2020 19:09:48
UAH 01.10.2020 2 10 000 20 000 100.00 100.00 0.000000 27.833700 55.667400 -2.00 8.50 No Yes 30.09.2020 19:09:48
UAH 01.10.2020 3 20 000 100.00 100.00 0.000000 27.833700 55.667400 -2.00 8.50 No Yes 30.09.2020 19:09:48
USD 01.10.2020 1 0 1 000 000 000 6.00 6.00 72.964900 77.622200 82.279500 -4.00 8.50 Yes No 30.09.2020 19:09:48
USD 01.10.2020 2 1 000 000 000 5 000 000 000 8.00 8.00 71.412400 77.622200 83.832000 -4.00 8.50 Yes No 30.09.2020 19:09:48
USD 01.10.2020 3 5 000 000 000 10.00 10.00 69.860000 77.622200 85.384400 -4.00 8.50 Yes No 30.09.2020 19:09:48
USDF 01.10.2020 1 0 1 000 000 000 10.00 10.00 69.860000 77.622200 85.384400 -4.00 8.50 Yes No 30.09.2020 19:09:48
USDF 01.10.2020 2 1 000 000 000 5 000 000 000 12.00 12.00 68.307500 77.622200 86.936900 -4.00 8.50 Yes No 30.09.2020 19:09:48
USDF 01.10.2020 3 5 000 000 000 14.00 14.00 66.755100 77.622200 88.489300 -4.00 8.50 Yes No 30.09.2020 19:09:48
USDW 01.10.2020 1 0 1 000 000 000 10.00 10.00 69.860000 77.622200 85.384400 -5.00 8.50 Yes No 30.09.2020 19:09:48
USDW 01.10.2020 2 1 000 000 000 5 000 000 000 12.00 12.00 68.307500 77.622200 86.936900 -5.00 8.50 Yes No 30.09.2020 19:09:48
USDW 01.10.2020 3 5 000 000 000 14.00 14.00 66.755100 77.622200 88.489300 -5.00 8.50 Yes No 30.09.2020 19:09:48
XAU 01.10.2020 1 0 32 150 8.00 8.00 135 480.264300 147 261.156800 159 042.049300 -0.50 8.50 No No 30.09.2020 19:09:48
XAU 01.10.2020 2 32 150 160 750 14.00 14.00 126 644.594800 147 261.156800 167 877.718800 -0.50 8.50 No No 30.09.2020 19:09:48