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 28.10.2020 1 0 -0.032800 0.032800 0.000000 -40.00 40.00 0.00 29.924400 26.10.2020 19:13:23
CHF 28.10.2020 1 0 -0.081800 0.102200 0.010200 -35.58 44.42 4.42 83.950000 26.10.2020 19:13:23
CNY 28.10.2020 1 0 -0.011781 0.013126 0.000673 -37.84 42.16 2.16 11.364100 26.10.2020 19:13:23
CNY 29.10.2020 1 0 -0.007995 0.010685 0.001345 -12.84 17.16 2.16 11.364100 26.10.2020 19:13:23
CNY 05.11.2020 1 0 -0.030263 0.036988 0.003363 -10.80 13.20 1.20 11.364100 26.10.2020 19:13:23
CNY 11.11.2020 1 0 -0.040817 0.052586 0.005884 -8.74 11.26 1.26 11.364100 26.10.2020 19:13:23
CNY 30.11.2020 1 0 -0.093472 0.118243 0.012385 -8.83 11.17 1.17 11.364100 26.10.2020 19:13:23
CNY 28.12.2020 1 0 -0.132614 0.176240 0.021813 -6.87 9.13 1.13 11.364100 26.10.2020 19:13:23
CNY 28.01.2021 1 0 -0.203265 0.260017 0.028376 -7.02 8.98 0.98 11.364100 26.10.2020 19:13:23
CNY 28.04.2021 1 0 -0.111673 0.230184 0.059255 -1.96 4.04 1.04 11.364100 26.10.2020 19:13:23
EUR 28.10.2020 1 0 -0.088000 0.109200 0.010600 -35.71 44.29 4.29 89.991800 26.10.2020 19:13:23
EUR 29.10.2020 1 0 -0.052900 0.095000 0.021100 -10.73 19.27 4.27 89.991800 26.10.2020 19:13:23
EUR 05.11.2020 1 0 -0.166900 0.365700 0.099400 -7.52 16.48 4.48 89.991800 26.10.2020 19:13:23
EUR 11.11.2020 1 0 -0.204500 0.535100 0.165300 -5.53 14.47 4.47 89.991800 26.10.2020 19:13:23
EUR 30.11.2020 1 0 -0.129900 0.876000 0.373000 -1.55 10.45 4.45 89.991800 26.10.2020 19:13:23
EUR 28.12.2020 1 0 0.070300 1.293200 0.681800 0.46 8.46 4.46 89.991800 26.10.2020 19:13:23
EUR 28.01.2021 1 0 0.339400 1.715100 1.027200 1.48 7.48 4.48 89.991800 26.10.2020 19:13:23
EUR 28.04.2021 1 0 0.902400 3.158300 2.030400 2.00 7.00 4.50 89.991800 26.10.2020 19:13:23
EUR 28.07.2021 1 0 1.371400 4.749200 3.060300 2.03 7.03 4.53 89.991800 26.10.2020 19:13:23
EUR 28.10.2021 1 0 1.886000 6.397900 4.141900 2.09 7.09 4.59 89.991800 26.10.2020 19:13:23
EURF 28.10.2020 1 0 -0.088000 0.109200 0.010600 -35.71 44.29 4.29 89.991800 26.10.2020 19:13:23
GBP 28.10.2020 1 0 -0.098800 0.118600 0.009900 -36.36 43.64 3.64 99.212500 26.10.2020 19:13:23
GLD 28.10.2020 1 0 -1.391200 2.441400 0.525100 -10.89 19.11 4.11 4 663.037600 26.10.2020 19:13:23
GLD 29.10.2020 1 0 -2.782500 4.882800 1.050100 -10.89 19.11 4.11 4 663.037600 26.10.2020 19:13:23
GLD 05.11.2020 1 0 -9.106300 18.488600 4.691100 -7.92 16.08 4.08 4 663.037600 26.10.2020 19:13:23
GLD 30.11.2020 1 0 -25.975000 60.898000 17.461500 -5.98 14.02 4.02 4 663.037600 26.10.2020 19:13:23
GLD 28.04.2021 1 0 26.184600 166.458900 96.321700 1.12 7.12 4.12 4 663.037600 26.10.2020 19:13:23
HKD 28.10.2020 1 0 -0.009915 0.011616 0.000850 -36.84 43.16 3.16 9.823500 26.10.2020 19:13:23
JPY 28.10.2020 1 0 -0.071900 0.087100 0.007600 -36.17 43.83 3.83 72.570000 26.10.2020 19:13:23
KZT 28.10.2020 1 0 -0.022000 0.016800 -0.002600 -45.38 34.62 -5.38 17.720000 26.10.2020 19:13:23
KZT 29.10.2020 1 0 -0.019800 0.009300 -0.005200 -20.38 9.62 -5.38 17.720000 26.10.2020 19:13:23
KZT 05.11.2020 1 0 -0.075900 0.029000 -0.023500 -17.37 6.63 -5.37 17.720000 26.10.2020 19:13:23
KZT 11.11.2020 1 0 -0.111700 0.033900 -0.038900 -15.34 4.66 -5.34 17.720000 26.10.2020 19:13:23
KZT 30.11.2020 1 0 -0.248400 0.081700 -0.083400 -15.05 4.95 -5.05 17.720000 26.10.2020 19:13:23
KZT 28.12.2020 1 0 -0.412400 0.069200 -0.171600 -13.70 2.30 -5.70 17.720000 26.10.2020 19:13:23
KZT 28.01.2021 1 0 -0.605000 0.117400 -0.243800 -13.40 2.60 -5.40 17.720000 26.10.2020 19:13:23
KZT 28.04.2021 1 0 -0.744500 -0.211400 -0.478000 -8.38 -2.38 -5.38 17.720000 26.10.2020 19:13:23
SLV 28.10.2020 1 0 -0.017800 0.031300 0.006700 -10.88 19.12 4.12 59.684200 26.10.2020 19:13:23
SLV 29.10.2020 1 0 -0.035600 0.062500 0.013500 -10.88 19.12 4.12 59.684200 26.10.2020 19:13:23
SLV 05.11.2020 1 0 -0.115800 0.237400 0.060800 -7.87 16.13 4.13 59.684200 26.10.2020 19:13:23
SLV 30.11.2020 1 0 -0.326300 0.785600 0.229600 -5.87 14.13 4.13 59.684200 26.10.2020 19:13:23
SLV 28.04.2021 1 0 0.392000 2.187400 1.289700 1.31 7.31 4.31 59.684200 26.10.2020 19:13:23
TRY 30.10.2020 1 0 -0.036209 0.026059 -0.005075 -46.52 33.48 -6.52 9.470000 26.10.2020 19:13:23
USD 28.10.2020 1 0 -0.076300 0.090700 0.007200 -36.55 43.45 3.45 76.182700 26.10.2020 19:13:23
USD 29.10.2020 1 0 -0.048200 0.077000 0.014400 -11.55 18.45 3.45 76.182700 26.10.2020 19:13:23
USD 05.11.2020 1 0 -0.156700 0.294200 0.068800 -8.34 15.66 3.66 76.182700 26.10.2020 19:13:23
USD 12.11.2020 1 0 -0.211400 0.456500 0.122600 -6.33 13.67 3.67 76.182700 26.10.2020 19:13:23
USD 30.11.2020 1 0 -0.163900 0.687600 0.261900 -2.31 9.69 3.69 76.182700 26.10.2020 19:13:23
USD 28.12.2020 1 0 -0.038800 0.996400 0.478800 -0.30 7.70 3.70 76.182700 26.10.2020 19:13:23
USD 28.01.2021 1 0 0.118400 1.283100 0.700700 0.61 6.61 3.61 76.182700 26.10.2020 19:13:23