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 07.12.2021 1 0 314 000 30.00 30.00 20.339200 29.056000 37.772800 -12.00 No No 06.12.2021 19:07:16
BYN 07.12.2021 2 314 000 1 570 000 50.00 50.00 14.528000 29.056000 43.584000 -12.00 No No 06.12.2021 19:07:16
BYN 07.12.2021 3 1 570 000 100.00 100.00 0.000000 29.056000 58.112000 -12.00 No No 06.12.2021 19:07:16
CHF 07.12.2021 1 0 500 000 000 8.50 8.50 73.164200 79.960900 86.757600 -2.00 Yes No 06.12.2021 19:07:16
CHF 07.12.2021 2 500 000 000 2 500 000 000 10.50 10.50 71.565000 79.960900 88.356800 -2.00 Yes No 06.12.2021 19:07:16
CHF 07.12.2021 3 2 500 000 000 12.50 12.50 69.965800 79.960900 89.956000 -2.00 Yes No 06.12.2021 19:07:16
CNY 07.12.2021 1 0 20 000 000 7.50 7.50 10.736753 11.607300 12.477848 -8.00 Yes No 06.12.2021 19:07:16
CNY 07.12.2021 2 20 000 000 100 000 000 9.50 9.50 10.504607 11.607300 12.709994 -8.00 Yes No 06.12.2021 19:07:16
CNY 07.12.2021 3 100 000 000 11.50 11.50 10.272461 11.607300 12.942140 -8.00 Yes No 06.12.2021 19:07:16
EUR 07.12.2021 1 0 700 000 000 7.50 7.50 77.190800 83.449500 89.708200 -2.00 Yes No 06.12.2021 19:07:16
EUR 07.12.2021 2 700 000 000 3 500 000 000 9.50 9.50 75.521800 83.449500 91.377200 -2.00 Yes No 06.12.2021 19:07:16
EUR 07.12.2021 3 3 500 000 000 11.50 11.50 73.852800 83.449500 93.046200 -2.00 Yes No 06.12.2021 19:07:16
EURF 07.12.2021 1 0 700 000 000 10.00 10.00 75.104600 83.449500 91.794500 -2.00 Yes No 06.12.2021 19:07:16
EURF 07.12.2021 2 700 000 000 3 500 000 000 12.00 12.00 73.435600 83.449500 93.463400 -2.00 Yes No 06.12.2021 19:07:16
EURF 07.12.2021 3 3 500 000 000 14.00 14.00 71.766600 83.449500 95.132400 -2.00 Yes No 06.12.2021 19:07:16
GBP 07.12.2021 1 0 350 000 000 8.50 8.50 89.625500 97.951400 106.277300 -2.00 Yes No 06.12.2021 19:07:16
GBP 07.12.2021 2 350 000 000 1 750 000 000 10.50 10.50 87.666500 97.951400 108.236300 -2.00 Yes No 06.12.2021 19:07:16
GBP 07.12.2021 3 1 750 000 000 12.50 12.50 85.707500 97.951400 110.195300 -2.00 Yes No 06.12.2021 19:07:16
GLD 07.12.2021 1 0 1 000 000 8.00 8.00 3 891.981800 4 230.415000 4 568.848200 -0.50 Yes No 06.12.2021 19:07:16
GLD 07.12.2021 2 1 000 000 5 000 000 14.00 14.00 3 638.156900 4 230.415000 4 822.673100 -0.50 Yes No 06.12.2021 19:07:16
GLD 07.12.2021 3 5 000 000 21.00 21.00 3 342.027900 4 230.415000 5 118.802200 -0.50 Yes No 06.12.2021 19:07:16
HKD 07.12.2021 1 0 20 000 000 7.50 7.50 8.776400 9.488000 10.199600 -2.00 Yes No 06.12.2021 19:07:16
HKD 07.12.2021 2 20 000 000 100 000 000 9.50 9.50 8.586640 9.488000 10.389360 -2.00 Yes No 06.12.2021 19:07:16
HKD 07.12.2021 3 100 000 000 11.50 11.50 8.396880 9.488000 10.579120 -2.00 Yes No 06.12.2021 19:07:16
JPY 07.12.2021 1 0 85 000 000 8.00 8.00 60.030000 65.250000 70.470000 -3.50 No No 06.12.2021 19:07:16
JPY 07.12.2021 2 85 000 000 425 000 000 10.00 10.00 58.725000 65.250000 71.775000 -3.50 No No 06.12.2021 19:07:16
JPY 07.12.2021 3 425 000 000 12.00 12.00 57.420000 65.250000 73.080000 -3.50 No No 06.12.2021 19:07:16
KZT 07.12.2021 1 0 384 500 000 20.00 20.00 13.480000 16.850000 20.220000 -18.00 No No 06.12.2021 19:07:16
KZT 07.12.2021 2 384 500 000 1 922 500 000 50.00 50.00 8.425000 16.850000 25.275000 -18.00 No No 06.12.2021 19:07:16
KZT 07.12.2021 3 1 922 500 000 100.00 100.00 0.000000 16.850000 33.700000 -18.00 No No 06.12.2021 19:07:16
SLV 07.12.2021 1 0 30 000 000 19.00 19.00 42.842700 52.892200 62.941700 -0.50 Yes No 06.12.2021 19:07:16
SLV 07.12.2021 2 30 000 000 150 000 000 25.00 25.00 39.669200 52.892200 66.115300 -0.50 Yes No 06.12.2021 19:07:16
SLV 07.12.2021 3 150 000 000 32.00 32.00 35.966700 52.892200 69.817700 -0.50 Yes No 06.12.2021 19:07:16
TRY 07.12.2021 1 0 1 856 000 20.00 20.00 4.293280 5.366600 6.439920 -45.00 No No 06.12.2021 19:07:16
TRY 07.12.2021 2 1 856 000 9 280 000 50.00 50.00 2.683300 5.366600 8.049900 -45.00 No No 06.12.2021 19:07:16
TRY 07.12.2021 3 9 280 000 100.00 100.00 0.000000 5.366600 10.733200 -45.00 No No 06.12.2021 19:07:16
UAH 07.12.2021 1 0 10 000 100.00 100.00 0.000000 26.879700 53.759400 -2.00 No Yes 06.12.2021 19:07:16
UAH 07.12.2021 2 10 000 20 000 100.00 100.00 0.000000 26.879700 53.759400 -2.00 No Yes 06.12.2021 19:07:16
UAH 07.12.2021 3 20 000 100.00 100.00 0.000000 26.879700 53.759400 -2.00 No Yes 06.12.2021 19:07:16
USD 07.12.2021 1 0 1 000 000 000 7.50 7.50 68.434400 73.983100 79.531800 -4.00 Yes No 06.12.2021 19:07:16
USD 07.12.2021 2 1 000 000 000 5 000 000 000 9.50 9.50 66.954700 73.983100 81.011500 -4.00 Yes No 06.12.2021 19:07:16
USD 07.12.2021 3 5 000 000 000 11.50 11.50 65.475000 73.983100 82.491200 -4.00 Yes No 06.12.2021 19:07:16
USDF 07.12.2021 1 0 1 000 000 000 10.00 10.00 66.584800 73.983100 81.381400 -4.00 Yes No 06.12.2021 19:07:16
USDF 07.12.2021 2 1 000 000 000 5 000 000 000 12.00 12.00 65.105100 73.983100 82.861100 -4.00 Yes No 06.12.2021 19:07:16
USDF 07.12.2021 3 5 000 000 000 14.00 14.00 63.625500 73.983100 84.340700 -4.00 Yes No 06.12.2021 19:07:16
USDW 07.12.2021 1 0 1 000 000 000 12.00 12.00 65.105100 73.983100 82.861100 -5.00 Yes No 06.12.2021 19:07:16
USDW 07.12.2021 2 1 000 000 000 5 000 000 000 14.00 14.00 63.625500 73.983100 84.340700 -5.00 Yes No 06.12.2021 19:07:16
USDW 07.12.2021 3 5 000 000 000 16.00 16.00 62.145800 73.983100 85.820400 -5.00 Yes No 06.12.2021 19:07:16
XAU 07.12.2021 1 0 32 150 8.00 8.00 121 054.256000 131 580.713000 142 107.170000 -0.50 Yes No 06.12.2021 19:07:16
XAU 07.12.2021 2 32 150 160 750 14.00 14.00 113 159.413200 131 580.713000 150 002.012800 -0.50 Yes No 06.12.2021 19:07:16