Risk Parameters

Interest rate risk parameters

Asset Settlement date Range Range start Range end Lower risk band, rub Upper risk band, rub Central indicative rate, rub Lower risk band, % Upper risk band, % Central indicative rate, % Central rate, rub Date and time of fixing/change
BYN 06.08.2021 1 0 -0.031800 0.031800 0.000000 -40.00 40.00 0.00 29.008000 04.08.2021 19:15:20
CHF 06.08.2021 1 0 -0.074400 0.102600 0.014100 -33.62 46.38 6.38 80.747000 04.08.2021 19:15:20
CNY 06.08.2021 1 0 -0.011526 0.013288 0.000881 -37.16 42.84 2.84 11.321200 04.08.2021 19:15:20
CNY 09.08.2021 1 0 -0.015087 0.022134 0.003524 -12.16 17.84 2.84 11.321200 04.08.2021 19:15:20
CNY 13.08.2021 1 0 -0.021886 0.037667 0.007891 -8.82 15.18 3.18 11.321200 04.08.2021 19:15:20
CNY 20.08.2021 1 0 -0.031684 0.061367 0.014842 -6.81 13.19 3.19 11.321200 04.08.2021 19:15:20
CNY 06.09.2021 1 0 -0.066997 0.131512 0.032258 -6.75 13.25 3.25 11.321200 04.08.2021 19:15:20
CNY 08.10.2021 1 0 -0.094689 0.222925 0.064118 -4.77 11.23 3.23 11.321200 04.08.2021 19:15:20
CNY 08.11.2021 1 0 -0.136134 0.335325 0.099596 -4.62 11.38 3.38 11.321200 04.08.2021 19:15:20
CNY 07.02.2022 1 0 0.032307 0.378457 0.205382 0.56 6.56 3.56 11.321200 04.08.2021 19:15:20
EUR 06.08.2021 1 0 -0.080700 0.109300 0.014300 -33.97 46.03 6.03 86.705300 04.08.2021 19:15:20
EUR 09.08.2021 1 0 -0.084700 0.200400 0.057900 -8.91 21.09 6.09 86.705300 04.08.2021 19:15:20
EUR 13.08.2021 1 0 -0.107000 0.349100 0.121100 -5.63 18.37 6.37 86.705300 04.08.2021 19:15:20
EUR 20.08.2021 1 0 -0.124000 0.588600 0.232300 -3.48 16.52 6.52 86.705300 04.08.2021 19:15:20
EUR 06.09.2021 1 0 0.054700 0.966900 0.510800 0.72 12.72 6.72 86.705300 04.08.2021 19:15:20
EUR 06.10.2021 1 0 0.418300 1.596500 1.007400 2.84 10.84 6.84 86.705300 04.08.2021 19:15:20
EUR 08.11.2021 1 0 0.889100 2.243200 1.566200 3.94 9.94 6.94 86.705300 04.08.2021 19:15:20
EUR 07.02.2022 1 0 2.094300 4.303500 3.198900 4.74 9.74 7.24 86.705300 04.08.2021 19:15:20
EUR 06.05.2022 1 0 3.182800 6.437200 4.810000 4.89 9.89 7.39 86.705300 04.08.2021 19:15:20
EUR 08.08.2022 1 0 4.335900 8.706800 6.521400 4.96 9.96 7.46 86.705300 04.08.2021 19:15:20
EURF 06.08.2021 1 0 -0.080500 0.109500 0.014500 -33.89 46.11 6.11 86.705300 04.08.2021 19:15:20
GBP 06.08.2021 1 0 -0.096100 0.126900 0.015400 -34.48 45.52 5.52 101.780700 04.08.2021 19:15:20
GLD 06.08.2021 1 0 -1.662600 3.007600 0.672500 -14.24 25.76 5.76 4 261.500000 04.08.2021 19:15:20
GLD 09.08.2021 1 0 -4.315200 9.695200 2.690000 -9.24 20.76 5.76 4 261.500000 04.08.2021 19:15:20
GLD 13.08.2021 1 0 -5.650900 16.765800 5.557500 -6.05 17.95 5.95 4 261.500000 04.08.2021 19:15:20
GLD 06.09.2021 1 0 -14.421400 60.300800 22.939700 -3.86 16.14 6.14 4 261.500000 04.08.2021 19:15:20
GLD 07.02.2022 1 0 82.087000 212.383800 147.235400 3.78 9.78 6.78 4 261.500000 04.08.2021 19:15:20
HKD 06.08.2021 1 0 -0.008883 0.011750 0.001434 -34.44 45.56 5.56 9.413800 04.08.2021 19:15:20
JPY 06.08.2021 1 0 -0.062700 0.083700 0.010500 -34.27 45.73 5.73 66.830000 04.08.2021 19:15:20
KZT 06.08.2021 1 0 -0.020600 0.017300 -0.001700 -43.51 36.49 -3.51 17.260000 04.08.2021 19:15:20
KZT 09.08.2021 1 0 -0.035000 0.021700 -0.006600 -18.51 11.49 -3.51 17.260000 04.08.2021 19:15:20
KZT 13.08.2021 1 0 -0.058600 0.032200 -0.013200 -15.48 8.52 -3.48 17.260000 04.08.2021 19:15:20
KZT 20.08.2021 1 0 -0.094800 0.047100 -0.023800 -13.36 6.64 -3.36 17.260000 04.08.2021 19:15:20
KZT 06.09.2021 1 0 -0.193700 0.109000 -0.042400 -12.80 7.20 -2.80 17.260000 04.08.2021 19:15:20
KZT 06.10.2021 1 0 -0.310500 0.158600 -0.075900 -10.59 5.41 -2.59 17.260000 04.08.2021 19:15:20
KZT 08.11.2021 1 0 -0.445200 0.273600 -0.085800 -9.91 6.09 -1.91 17.260000 04.08.2021 19:15:20
KZT 07.02.2022 1 0 -0.401100 0.126700 -0.137200 -4.56 1.44 -1.56 17.260000 04.08.2021 19:15:20
SLV 06.08.2021 1 0 -0.014200 0.034900 0.010400 -8.68 21.32 6.32 59.790000 04.08.2021 19:15:20
SLV 09.08.2021 1 0 -0.056900 0.139700 0.041400 -8.68 21.32 6.32 59.790000 04.08.2021 19:15:20
SLV 13.08.2021 1 0 -0.078900 0.235600 0.078400 -6.02 17.98 5.98 59.790000 04.08.2021 19:15:20
SLV 06.09.2021 1 0 -0.191900 0.856500 0.332300 -3.66 16.34 6.34 59.790000 04.08.2021 19:15:20
SLV 07.02.2022 1 0 1.157800 2.985900 2.071800 3.80 9.80 6.80 59.790000 04.08.2021 19:15:20
TRY 06.08.2021 1 0 -0.012573 0.006362 -0.003105 -53.12 26.88 -13.12 8.639300 04.08.2021 19:15:20
USD 06.08.2021 1 0 -0.069600 0.090900 0.010600 -34.70 45.30 5.30 73.247300 04.08.2021 19:15:20
USD 09.08.2021 1 0 -0.076700 0.164100 0.043700 -9.56 20.44 5.44 73.247300 04.08.2021 19:15:20
USD 13.08.2021 1 0 -0.099400 0.285900 0.093300 -6.19 17.81 5.81 73.247300 04.08.2021 19:15:20
USD 20.08.2021 1 0 -0.124300 0.477700 0.176700 -4.13 15.87 5.87 73.247300 04.08.2021 19:15:20
USD 07.09.2021 1 0 0.000000 0.794700 0.397300 0.00 12.00 6.00 73.247300 04.08.2021 19:15:20
USD 06.10.2021 1 0 0.265000 1.260400 0.762700 2.13 10.13 6.13 73.247300 04.08.2021 19:15:20
USD 08.11.2021 1 0 0.613900 1.757700 1.185800 3.22 9.22 6.22 73.247300 04.08.2021 19:15:20