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 17.01.2020 1 0 314 000 30.00 30.00 20.338600 29.055100 37.771600 -12.00 12.50 No No 16.01.2020 19:11:06
BYN 17.01.2020 2 314 000 1 570 000 50.00 50.00 14.527600 29.055100 43.582700 -12.00 12.50 No No 16.01.2020 19:11:06
BYN 17.01.2020 3 1 570 000 100.00 100.00 0.000000 29.055100 58.110200 -12.00 12.50 No No 16.01.2020 19:11:06
CHF 17.01.2020 1 0 500 000 000 7.00 7.00 59.459600 63.935000 68.410500 -2.00 12.50 Yes No 16.01.2020 19:11:06
CHF 17.01.2020 2 500 000 000 2 500 000 000 9.00 9.00 58.180900 63.935000 69.689200 -2.00 12.50 Yes No 16.01.2020 19:11:06
CHF 17.01.2020 3 2 500 000 000 11.00 11.00 56.902200 63.935000 70.967900 -2.00 12.50 Yes No 16.01.2020 19:11:06
CNY 17.01.2020 1 0 20 000 000 6.00 6.00 8.424468 8.962200 9.499932 -8.00 12.50 Yes No 16.01.2020 19:11:06
CNY 17.01.2020 2 20 000 000 100 000 000 8.00 8.00 8.245224 8.962200 9.679176 -8.00 12.50 Yes No 16.01.2020 19:11:06
CNY 17.01.2020 3 100 000 000 10.00 10.00 8.065980 8.962200 9.858420 -8.00 12.50 Yes No 16.01.2020 19:11:06
EUR 17.01.2020 1 0 700 000 000 6.00 6.00 64.527100 68.645800 72.764500 -2.00 12.50 Yes No 16.01.2020 19:11:06
EUR 17.01.2020 2 700 000 000 3 500 000 000 8.00 8.00 63.154100 68.645800 74.137500 -2.00 12.50 Yes No 16.01.2020 19:11:06
EUR 17.01.2020 3 3 500 000 000 10.00 10.00 61.781200 68.645800 75.510400 -2.00 12.50 Yes No 16.01.2020 19:11:06
EURF 17.01.2020 1 0 700 000 000 10.00 10.00 61.781200 68.645800 75.510400 -2.00 12.50 Yes No 16.01.2020 19:11:06
EURF 17.01.2020 2 700 000 000 3 500 000 000 12.00 12.00 60.408300 68.645800 76.883300 -2.00 12.50 Yes No 16.01.2020 19:11:06
EURF 17.01.2020 3 3 500 000 000 14.00 14.00 59.035400 68.645800 78.256200 -2.00 12.50 Yes No 16.01.2020 19:11:06
GBP 17.01.2020 1 0 350 000 000 7.00 7.00 74.903900 80.541800 86.179700 -2.00 12.50 Yes No 16.01.2020 19:11:06
GBP 17.01.2020 2 350 000 000 1 750 000 000 9.00 9.00 73.293000 80.541800 87.790600 -2.00 12.50 Yes No 16.01.2020 19:11:06
GBP 17.01.2020 3 1 750 000 000 11.00 11.00 71.682200 80.541800 89.401400 -2.00 12.50 Yes No 16.01.2020 19:11:06
GLD 17.01.2020 1 0 1 000 000 8.00 8.00 2 827.495300 3 073.364500 3 319.233700 -0.50 12.50 Yes No 16.01.2020 19:11:06
GLD 17.01.2020 2 1 000 000 5 000 000 14.00 14.00 2 643.093500 3 073.364500 3 503.635500 -0.50 12.50 Yes No 16.01.2020 19:11:06
GLD 17.01.2020 3 5 000 000 21.00 21.00 2 427.958000 3 073.364500 3 718.771000 -0.50 12.50 Yes No 16.01.2020 19:11:06
HKD 17.01.2020 1 0 20 000 000 6.00 6.00 7.458430 7.934500 8.410570 -2.00 12.50 Yes No 16.01.2020 19:11:06
HKD 17.01.2020 2 20 000 000 100 000 000 8.00 8.00 7.299740 7.934500 8.569260 -2.00 12.50 Yes No 16.01.2020 19:11:06
HKD 17.01.2020 3 100 000 000 10.00 10.00 7.141050 7.934500 8.727950 -2.00 12.50 Yes No 16.01.2020 19:11:06
JPY 17.01.2020 1 0 85 000 000 8.00 8.00 51.538400 56.020000 60.501600 -3.50 12.50 No No 16.01.2020 19:11:06
JPY 17.01.2020 2 85 000 000 425 000 000 10.00 10.00 50.418000 56.020000 61.622000 -3.50 12.50 No No 16.01.2020 19:11:06
JPY 17.01.2020 3 425 000 000 12.00 12.00 49.297600 56.020000 62.742400 -3.50 12.50 No No 16.01.2020 19:11:06
KZT 17.01.2020 1 0 384 500 000 20.00 20.00 13.072000 16.340000 19.608000 -18.00 12.50 No No 16.01.2020 19:11:06
KZT 17.01.2020 2 384 500 000 1 922 500 000 50.00 50.00 8.170000 16.340000 24.510000 -18.00 12.50 No No 16.01.2020 19:11:06
KZT 17.01.2020 3 1 922 500 000 100.00 100.00 0.000000 16.340000 32.680000 -18.00 12.50 No No 16.01.2020 19:11:06
SLV 17.01.2020 1 0 30 000 000 12.00 12.00 31.169600 35.420000 39.670400 -0.50 12.50 Yes No 16.01.2020 19:11:06
SLV 17.01.2020 2 30 000 000 150 000 000 18.00 18.00 29.044400 35.420000 41.795600 -0.50 12.50 Yes No 16.01.2020 19:11:06
SLV 17.01.2020 3 150 000 000 25.00 25.00 26.565000 35.420000 44.275000 -0.50 12.50 Yes No 16.01.2020 19:11:06
TRY 17.01.2020 1 0 1 856 000 20.00 20.00 8.423120 10.528900 12.634680 -45.00 12.50 No No 16.01.2020 19:11:06
TRY 17.01.2020 2 1 856 000 9 280 000 50.00 50.00 5.264450 10.528900 15.793350 -45.00 12.50 No No 16.01.2020 19:11:06
TRY 17.01.2020 3 9 280 000 100.00 100.00 0.000000 10.528900 21.057800 -45.00 12.50 No No 16.01.2020 19:11:06
UAH 17.01.2020 1 0 10 000 100.00 100.00 0.000000 25.574200 51.148400 -2.00 12.50 No Yes 16.01.2020 19:11:06
UAH 17.01.2020 2 10 000 20 000 100.00 100.00 0.000000 25.574200 51.148400 -2.00 12.50 No Yes 16.01.2020 19:11:06
UAH 17.01.2020 3 20 000 100.00 100.00 0.000000 25.574200 51.148400 -2.00 12.50 No Yes 16.01.2020 19:11:06
USD 17.01.2020 1 0 1 000 000 000 6.00 6.00 57.951200 61.650200 65.349200 -4.00 12.50 Yes No 16.01.2020 19:11:06
USD 17.01.2020 2 1 000 000 000 5 000 000 000 8.00 8.00 56.718200 61.650200 66.582200 -4.00 12.50 Yes No 16.01.2020 19:11:06
USD 17.01.2020 3 5 000 000 000 10.00 10.00 55.485200 61.650200 67.815200 -4.00 12.50 Yes No 16.01.2020 19:11:06
USDF 17.01.2020 1 0 1 000 000 000 10.00 10.00 55.485200 61.650200 67.815200 -4.00 12.50 Yes No 16.01.2020 19:11:06
USDF 17.01.2020 2 1 000 000 000 5 000 000 000 12.00 12.00 54.252200 61.650200 69.048200 -4.00 12.50 Yes No 16.01.2020 19:11:06
USDF 17.01.2020 3 5 000 000 000 14.00 14.00 53.019200 61.650200 70.281200 -4.00 12.50 Yes No 16.01.2020 19:11:06
USDW 17.01.2020 1 0 1 000 000 000 10.00 10.00 55.485200 61.650200 67.815200 -5.00 12.50 Yes No 16.01.2020 19:11:06
USDW 17.01.2020 2 1 000 000 000 5 000 000 000 12.00 12.00 54.252200 61.650200 69.048200 -5.00 12.50 Yes No 16.01.2020 19:11:06
USDW 17.01.2020 3 5 000 000 000 14.00 14.00 53.019200 61.650200 70.281200 -5.00 12.50 Yes No 16.01.2020 19:11:06
XAU 17.01.2020 1 0 32 150 8.00 8.00 87 945.001300 95 592.392700 103 239.784100 -0.50 12.50 No No 16.01.2020 19:11:06
XAU 17.01.2020 2 32 150 160 750 14.00 14.00 82 209.457700 95 592.392700 108 975.327700 -0.50 12.50 No No 16.01.2020 19:11:06