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 25.01.2021 1 0 -0.095400 0.095400 0.000000 -40.00 40.00 0.00 29.023600 21.01.2021 19:07:21
CHF 25.01.2021 1 0 -0.238300 0.308700 0.035200 -34.85 45.15 5.15 83.191800 21.01.2021 19:07:21
CNY 25.01.2021 1 0 -0.034743 0.040235 0.002746 -37.07 42.93 2.93 11.403000 21.01.2021 19:07:21
CNY 26.01.2021 1 0 -0.015083 0.022406 0.003661 -12.07 17.93 2.93 11.403000 21.01.2021 19:07:21
CNY 01.02.2021 1 0 -0.029398 0.045581 0.008091 -9.41 14.59 2.59 11.403000 21.01.2021 19:07:21
CNY 08.02.2021 1 0 -0.039779 0.066440 0.013331 -7.49 12.51 2.51 11.403000 21.01.2021 19:07:21
CNY 25.02.2021 1 0 -0.082745 0.129694 0.023475 -7.79 12.21 2.21 11.403000 21.01.2021 19:07:21
CNY 25.03.2021 1 0 -0.114474 0.195438 0.040482 -5.91 10.09 2.09 11.403000 21.01.2021 19:07:21
CNY 26.04.2021 1 0 -0.176200 0.293666 0.058733 -6.00 10.00 2.00 11.403000 21.01.2021 19:07:21
CNY 26.07.2021 1 0 -0.056640 0.290136 0.116748 -0.98 5.02 2.02 11.403000 21.01.2021 19:07:21
EUR 25.01.2021 1 0 -0.257400 0.331800 0.037200 -34.95 45.05 5.05 89.599700 21.01.2021 19:07:21
EUR 26.01.2021 1 0 -0.097800 0.196800 0.049500 -9.96 20.04 5.04 89.599700 21.01.2021 19:07:21
EUR 01.02.2021 1 0 -0.174300 0.414900 0.120300 -7.10 16.90 4.90 89.599700 21.01.2021 19:07:21
EUR 08.02.2021 1 0 -0.211200 0.623500 0.206200 -5.06 14.94 4.94 89.599700 21.01.2021 19:07:21
EUR 25.02.2021 1 0 -0.092600 0.908900 0.408100 -1.11 10.89 4.89 89.599700 21.01.2021 19:07:21
EUR 25.03.2021 1 0 0.130900 1.348500 0.739700 0.86 8.86 4.86 89.599700 21.01.2021 19:07:21
EUR 26.04.2021 1 0 0.424600 1.809100 1.116800 1.84 7.84 4.84 89.599700 21.01.2021 19:07:21
EUR 26.07.2021 1 0 1.071800 3.342400 2.207100 2.36 7.36 4.86 89.599700 21.01.2021 19:07:21
EUR 25.10.2021 1 0 1.619300 5.006900 3.313100 2.39 7.39 4.89 89.599700 21.01.2021 19:07:21
EUR 25.01.2022 1 0 2.258400 6.775200 4.516800 2.50 7.50 5.00 89.599700 21.01.2021 19:07:21
EURF 25.01.2021 1 0 -0.257400 0.331800 0.037200 -34.95 45.05 5.05 89.599700 21.01.2021 19:07:21
GBP 25.01.2021 1 0 -0.297100 0.368300 0.035600 -35.72 44.28 4.28 101.191400 21.01.2021 19:07:21
GLD 25.01.2021 1 0 -3.647400 7.251200 1.801900 -10.04 19.96 4.96 4 420.001000 21.01.2021 19:07:21
GLD 26.01.2021 1 0 -4.863200 9.668300 2.402500 -10.04 19.96 4.96 4 420.001000 21.01.2021 19:07:21
GLD 01.02.2021 1 0 -8.997400 20.065600 5.534100 -7.43 16.57 4.57 4 420.001000 21.01.2021 19:07:21
GLD 25.02.2021 1 0 -22.480200 59.865000 18.692400 -5.46 14.54 4.54 4 420.001000 21.01.2021 19:07:21
GLD 26.07.2021 1 0 32.708000 167.124500 99.916200 1.46 7.46 4.46 4 420.001000 21.01.2021 19:07:21
HKD 25.01.2021 1 0 -0.027891 0.034574 0.003342 -35.72 44.28 4.28 9.499900 21.01.2021 19:07:21
JPY 25.01.2021 1 0 -0.207300 0.260800 0.026800 -35.42 44.58 4.58 71.190000 21.01.2021 19:07:21
KZT 25.01.2021 1 0 -0.063600 0.052000 -0.005800 -44.00 36.00 -4.00 17.585000 21.01.2021 19:07:21
KZT 26.01.2021 1 0 -0.036600 0.021200 -0.007700 -19.00 11.00 -4.00 17.585000 21.01.2021 19:07:21
KZT 01.02.2021 1 0 -0.073800 0.041900 -0.015900 -15.31 8.69 -3.31 17.585000 21.01.2021 19:07:21
KZT 08.02.2021 1 0 -0.114500 0.049300 -0.032600 -13.98 6.02 -3.98 17.585000 21.01.2021 19:07:21
KZT 25.02.2021 1 0 -0.218400 0.109300 -0.054500 -13.33 6.67 -3.33 17.585000 21.01.2021 19:07:21
KZT 25.03.2021 1 0 -0.342600 0.135300 -0.103700 -11.47 4.53 -3.47 17.585000 21.01.2021 19:07:21
KZT 26.04.2021 1 0 -0.491800 0.232800 -0.129500 -10.86 5.14 -2.86 17.585000 21.01.2021 19:07:21
KZT 26.07.2021 1 0 -0.506300 0.028500 -0.238900 -5.68 0.32 -2.68 17.585000 21.01.2021 19:07:21
SLV 25.01.2021 1 0 -0.050400 0.100400 0.025000 -10.03 19.97 4.97 61.141100 21.01.2021 19:07:21
SLV 26.01.2021 1 0 -0.067200 0.133800 0.033300 -10.03 19.97 4.97 61.141100 21.01.2021 19:07:21
SLV 01.02.2021 1 0 -0.120600 0.281400 0.080400 -7.20 16.80 4.80 61.141100 21.01.2021 19:07:21
SLV 25.02.2021 1 0 -0.309800 0.829200 0.259700 -5.44 14.56 4.56 61.141100 21.01.2021 19:07:21
SLV 26.07.2021 1 0 0.489600 2.349000 1.419300 1.58 7.58 4.58 61.141100 21.01.2021 19:07:21
TRY 25.01.2021 1 0 -0.041426 0.024277 -0.008574 -50.44 29.56 -10.44 9.992400 21.01.2021 19:07:21
USD 25.01.2021 1 0 -0.216100 0.268400 0.026200 -35.68 44.32 4.32 73.675500 21.01.2021 19:07:21
USD 26.01.2021 1 0 -0.086300 0.155900 0.034800 -10.69 19.31 4.31 73.675500 21.01.2021 19:07:21
USD 01.02.2021 1 0 -0.158500 0.326000 0.083800 -7.85 16.15 4.15 73.675500 21.01.2021 19:07:21
USD 08.02.2021 1 0 -0.200700 0.485600 0.142400 -5.85 14.15 4.15 73.675500 21.01.2021 19:07:21
USD 25.02.2021 1 0 -0.131100 0.692500 0.280700 -1.91 10.09 4.09 73.675500 21.01.2021 19:07:21
USD 25.03.2021 1 0 0.007500 1.008700 0.508100 0.06 8.06 4.06 73.675500 21.01.2021 19:07:21
USD 26.04.2021 1 0 0.187800 1.326300 0.757100 0.99 6.99 3.99 73.675500 21.01.2021 19:07:21