| 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 | 23.09.2019 | 1 | 0 | 314 000 | 30.00 | 30.00 | 21.954300 | 31.363300 | 40.772300 | -12.00 | 14.00 | No | No | 20.09.2019 19:09:36 |
| BYN | 23.09.2019 | 2 | 314 000 | 1 570 000 | 50.00 | 50.00 | 15.681700 | 31.363300 | 47.045000 | -12.00 | 14.00 | No | No | 20.09.2019 19:09:36 |
| BYN | 23.09.2019 | 3 | 1 570 000 | 100.00 | 100.00 | 0.000000 | 31.363300 | 62.726600 | -12.00 | 14.00 | No | No | 20.09.2019 19:09:36 | |
| CHF | 23.09.2019 | 1 | 0 | 500 000 000 | 7.00 | 7.00 | 59.875400 | 64.382200 | 68.889000 | -2.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| CHF | 23.09.2019 | 2 | 500 000 000 | 2 500 000 000 | 9.00 | 9.00 | 58.587800 | 64.382200 | 70.176600 | -2.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| CHF | 23.09.2019 | 3 | 2 500 000 000 | 11.00 | 11.00 | 57.300200 | 64.382200 | 71.464200 | -2.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 | |
| CNY | 23.09.2019 | 1 | 0 | 20 000 000 | 6.00 | 6.00 | 8.474194 | 9.015100 | 9.556006 | -8.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| CNY | 23.09.2019 | 2 | 20 000 000 | 100 000 000 | 8.00 | 8.00 | 8.293892 | 9.015100 | 9.736308 | -8.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| CNY | 23.09.2019 | 3 | 100 000 000 | 10.00 | 10.00 | 8.113590 | 9.015100 | 9.916610 | -8.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 | |
| EUR | 23.09.2019 | 1 | 0 | 700 000 000 | 6.00 | 6.00 | 66.117600 | 70.337900 | 74.558200 | -2.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| EUR | 23.09.2019 | 2 | 700 000 000 | 3 500 000 000 | 8.00 | 8.00 | 64.710900 | 70.337900 | 75.964900 | -2.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| EUR | 23.09.2019 | 3 | 3 500 000 000 | 10.00 | 10.00 | 63.304100 | 70.337900 | 77.371700 | -2.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 | |
| EURF | 23.09.2019 | 1 | 0 | 700 000 000 | 10.00 | 10.00 | 63.304100 | 70.337900 | 77.371700 | -2.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| EURF | 23.09.2019 | 2 | 700 000 000 | 3 500 000 000 | 12.00 | 12.00 | 61.897400 | 70.337900 | 78.778400 | -2.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| EURF | 23.09.2019 | 3 | 3 500 000 000 | 14.00 | 14.00 | 60.490600 | 70.337900 | 80.185200 | -2.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 | |
| GBP | 23.09.2019 | 1 | 0 | 350 000 000 | 7.00 | 7.00 | 74.250600 | 79.839400 | 85.428200 | -2.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| GBP | 23.09.2019 | 2 | 350 000 000 | 1 750 000 000 | 9.00 | 9.00 | 72.653900 | 79.839400 | 87.024900 | -2.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| GBP | 23.09.2019 | 3 | 1 750 000 000 | 11.00 | 11.00 | 71.057100 | 79.839400 | 88.621700 | -2.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 | |
| GLD | 23.09.2019 | 1 | 0 | 1 000 000 | 8.00 | 8.00 | 2 842.001800 | 3 089.132400 | 3 336.263000 | -0.50 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| GLD | 23.09.2019 | 2 | 1 000 000 | 5 000 000 | 14.00 | 14.00 | 2 656.653900 | 3 089.132400 | 3 521.610900 | -0.50 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| GLD | 23.09.2019 | 3 | 5 000 000 | 21.00 | 21.00 | 2 440.414600 | 3 089.132400 | 3 737.850200 | -0.50 | 14.00 | Yes | No | 20.09.2019 19:09:36 | |
| HKD | 23.09.2019 | 1 | 0 | 20 000 000 | 6.00 | 6.00 | 7.667674 | 8.157100 | 8.646526 | -2.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| HKD | 23.09.2019 | 2 | 20 000 000 | 100 000 000 | 8.00 | 8.00 | 7.504532 | 8.157100 | 8.809668 | -2.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| HKD | 23.09.2019 | 3 | 100 000 000 | 10.00 | 10.00 | 7.341390 | 8.157100 | 8.972810 | -2.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 | |
| JPY | 23.09.2019 | 1 | 0 | 85 000 000 | 8.00 | 8.00 | 54.482400 | 59.220000 | 63.957600 | -3.50 | 14.00 | No | No | 20.09.2019 19:09:36 |
| JPY | 23.09.2019 | 2 | 85 000 000 | 425 000 000 | 10.00 | 10.00 | 53.298000 | 59.220000 | 65.142000 | -3.50 | 14.00 | No | No | 20.09.2019 19:09:36 |
| JPY | 23.09.2019 | 3 | 425 000 000 | 12.00 | 12.00 | 52.113600 | 59.220000 | 66.326400 | -3.50 | 14.00 | No | No | 20.09.2019 19:09:36 | |
| KZT | 23.09.2019 | 1 | 0 | 54 625 000 | 20.00 | 20.00 | 13.232000 | 16.540000 | 19.848000 | -18.00 | 14.00 | No | No | 20.09.2019 19:09:36 |
| KZT | 23.09.2019 | 2 | 54 625 000 | 273 125 000 | 50.00 | 50.00 | 8.270000 | 16.540000 | 24.810000 | -18.00 | 14.00 | No | No | 20.09.2019 19:09:36 |
| KZT | 23.09.2019 | 3 | 273 125 000 | 100.00 | 100.00 | 0.000000 | 16.540000 | 33.080000 | -18.00 | 14.00 | No | No | 20.09.2019 19:09:36 | |
| SLV | 23.09.2019 | 1 | 0 | 30 000 000 | 12.00 | 12.00 | 31.906200 | 36.257000 | 40.607800 | -0.50 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| SLV | 23.09.2019 | 2 | 30 000 000 | 150 000 000 | 18.00 | 18.00 | 29.730700 | 36.257000 | 42.783300 | -0.50 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| SLV | 23.09.2019 | 3 | 150 000 000 | 25.00 | 25.00 | 27.192800 | 36.257000 | 45.321300 | -0.50 | 14.00 | Yes | No | 20.09.2019 19:09:36 | |
| TRY | 23.09.2019 | 1 | 0 | 1 856 000 | 20.00 | 20.00 | 8.902400 | 11.128000 | 13.353600 | -45.00 | 14.00 | No | No | 20.09.2019 19:09:36 |
| TRY | 23.09.2019 | 2 | 1 856 000 | 9 280 000 | 50.00 | 50.00 | 5.564000 | 11.128000 | 16.692000 | -45.00 | 14.00 | No | No | 20.09.2019 19:09:36 |
| TRY | 23.09.2019 | 3 | 9 280 000 | 100.00 | 100.00 | 0.000000 | 11.128000 | 22.256000 | -45.00 | 14.00 | No | No | 20.09.2019 19:09:36 | |
| UAH | 23.09.2019 | 1 | 0 | 10 000 | 100.00 | 100.00 | 0.000000 | 26.125500 | 52.251000 | -2.00 | 14.00 | No | Yes | 20.09.2019 19:09:36 |
| UAH | 23.09.2019 | 2 | 10 000 | 20 000 | 100.00 | 100.00 | 0.000000 | 26.125500 | 52.251000 | -2.00 | 14.00 | No | Yes | 20.09.2019 19:09:36 |
| UAH | 23.09.2019 | 3 | 20 000 | 100.00 | 100.00 | 0.000000 | 26.125500 | 52.251000 | -2.00 | 14.00 | No | Yes | 20.09.2019 19:09:36 | |
| USD | 23.09.2019 | 1 | 0 | 1 000 000 000 | 6.00 | 6.00 | 60.121300 | 63.958800 | 67.796300 | -4.50 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| USD | 23.09.2019 | 2 | 1 000 000 000 | 5 000 000 000 | 8.00 | 8.00 | 58.842100 | 63.958800 | 69.075500 | -4.50 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| USD | 23.09.2019 | 3 | 5 000 000 000 | 10.00 | 10.00 | 57.562900 | 63.958800 | 70.354700 | -4.50 | 14.00 | Yes | No | 20.09.2019 19:09:36 | |
| USDF | 23.09.2019 | 1 | 0 | 1 000 000 000 | 10.00 | 10.00 | 57.562900 | 63.958800 | 70.354700 | -4.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| USDF | 23.09.2019 | 2 | 1 000 000 000 | 5 000 000 000 | 12.00 | 12.00 | 56.283700 | 63.958800 | 71.633900 | -4.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| USDF | 23.09.2019 | 3 | 5 000 000 000 | 14.00 | 14.00 | 55.004600 | 63.958800 | 72.913000 | -4.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 | |
| USDW | 23.09.2019 | 1 | 0 | 1 000 000 000 | 10.00 | 10.00 | 57.562900 | 63.958800 | 70.354700 | -5.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| USDW | 23.09.2019 | 2 | 1 000 000 000 | 5 000 000 000 | 12.00 | 12.00 | 56.283700 | 63.958800 | 71.633900 | -5.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 |
| USDW | 23.09.2019 | 3 | 5 000 000 000 | 14.00 | 14.00 | 55.004600 | 63.958800 | 72.913000 | -5.00 | 14.00 | Yes | No | 20.09.2019 19:09:36 |