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 16.04.2021 1 0 -0.031700 0.031700 0.000000 -40.00 40.00 0.00 28.968800 14.04.2021 19:11:54
CHF 16.04.2021 1 0 -0.078400 0.101200 0.011400 -34.90 45.10 5.10 81.942500 14.04.2021 19:11:54
CNY 16.04.2021 1 0 -0.012051 0.013333 0.000641 -37.98 42.02 2.02 11.581461 14.04.2021 19:11:54
CNY 19.04.2021 1 0 -0.016474 0.021602 0.002564 -12.98 17.02 2.02 11.581461 14.04.2021 19:11:54
CNY 23.04.2021 1 0 -0.026222 0.034700 0.004239 -10.33 13.67 1.67 11.581461 14.04.2021 19:11:54
CNY 30.04.2021 1 0 -0.039028 0.056162 0.008567 -8.20 11.80 1.80 11.581461 14.04.2021 19:11:54
CNY 17.05.2021 1 0 -0.082143 0.120929 0.019393 -8.09 11.91 1.91 11.581461 14.04.2021 19:11:54
CNY 16.06.2021 1 0 -0.117839 0.196923 0.039542 -5.99 10.01 2.01 11.581461 14.04.2021 19:11:54
CNY 16.07.2021 1 0 -0.171063 0.296003 0.062470 -5.86 10.14 2.14 11.581461 14.04.2021 19:11:54
CNY 18.10.2021 1 0 -0.036001 0.318106 0.141053 -0.61 5.39 2.39 11.581461 14.04.2021 19:11:54
EUR 16.04.2021 1 0 -0.086800 0.111500 0.012300 -35.03 44.97 4.97 90.491200 14.04.2021 19:11:54
EUR 19.04.2021 1 0 -0.099500 0.198000 0.049300 -10.03 19.97 4.97 90.491200 14.04.2021 19:11:54
EUR 23.04.2021 1 0 -0.135700 0.340300 0.102300 -6.84 17.16 5.16 90.491200 14.04.2021 19:11:54
EUR 30.04.2021 1 0 -0.177400 0.566400 0.194500 -4.77 15.23 5.23 90.491200 14.04.2021 19:11:54
EUR 17.05.2021 1 0 -0.048400 0.903600 0.427600 -0.61 11.39 5.39 90.491200 14.04.2021 19:11:54
EUR 16.06.2021 1 0 0.229000 1.458700 0.843900 1.49 9.49 5.49 90.491200 14.04.2021 19:11:54
EUR 16.07.2021 1 0 0.602200 1.970700 1.286400 2.64 8.64 5.64 90.491200 14.04.2021 19:11:54
EUR 18.10.2021 1 0 1.567900 3.873500 2.720700 3.40 8.40 5.90 90.491200 14.04.2021 19:11:54
EUR 17.01.2022 1 0 2.506600 5.940300 4.223500 3.65 8.65 6.15 90.491200 14.04.2021 19:11:54
EUR 19.04.2022 1 0 3.494600 8.068800 5.781700 3.82 8.82 6.32 90.491200 14.04.2021 19:11:54
EURF 16.04.2021 1 0 -0.086800 0.111500 0.012300 -35.03 44.97 4.97 90.491200 14.04.2021 19:11:54
GBP 16.04.2021 1 0 -0.102100 0.126500 0.012200 -35.74 44.26 4.26 104.282500 14.04.2021 19:11:54
GLD 16.04.2021 1 0 -1.178100 2.290400 0.556100 -10.19 19.81 4.81 4 219.984800 14.04.2021 19:11:54
GLD 19.04.2021 1 0 -4.712500 9.161400 2.224500 -10.19 19.81 4.81 4 219.984800 14.04.2021 19:11:54
GLD 23.04.2021 1 0 -6.687200 15.511000 4.411900 -7.23 16.77 4.77 4 219.984800 14.04.2021 19:11:54
GLD 17.05.2021 1 0 -19.016500 54.977700 17.980600 -5.14 14.86 4.86 4 219.984800 14.04.2021 19:11:54
GLD 18.10.2021 1 0 52.471200 181.498700 116.984900 2.44 8.44 5.44 4 219.984800 14.04.2021 19:11:54
HKD 16.04.2021 1 0 -0.009525 0.011813 0.001144 -35.71 44.29 4.29 9.735400 14.04.2021 19:11:54
JPY 16.04.2021 1 0 -0.067400 0.084700 0.008700 -35.44 44.56 4.56 69.400000 14.04.2021 19:11:54
KZT 16.04.2021 1 0 -0.020600 0.017900 -0.001400 -42.84 37.16 -2.84 17.550000 14.04.2021 19:11:54
KZT 19.04.2021 1 0 -0.034300 0.023400 -0.005500 -17.84 12.16 -2.84 17.550000 14.04.2021 19:11:54
KZT 23.04.2021 1 0 -0.056900 0.035500 -0.010700 -14.78 9.22 -2.78 17.550000 14.04.2021 19:11:54
KZT 30.04.2021 1 0 -0.091200 0.053100 -0.019000 -12.64 7.36 -2.64 17.550000 14.04.2021 19:11:54
KZT 17.05.2021 1 0 -0.181100 0.126600 -0.027200 -11.77 8.23 -1.77 17.550000 14.04.2021 19:11:54
KZT 16.06.2021 1 0 -0.321400 0.155600 -0.082900 -10.78 5.22 -2.78 17.550000 14.04.2021 19:11:54
KZT 16.07.2021 1 0 -0.469800 0.238000 -0.115900 -10.62 5.38 -2.62 17.550000 14.04.2021 19:11:54
KZT 18.10.2021 1 0 -0.530300 0.006300 -0.262000 -5.93 0.07 -2.93 17.550000 14.04.2021 19:11:54
SLV 16.04.2021 1 0 -0.017000 0.033800 0.008400 -10.02 19.98 4.98 61.770300 14.04.2021 19:11:54
SLV 19.04.2021 1 0 -0.067800 0.135300 0.033700 -10.02 19.98 4.98 61.770300 14.04.2021 19:11:54
SLV 23.04.2021 1 0 -0.098600 0.226400 0.063900 -7.28 16.72 4.72 61.770300 14.04.2021 19:11:54
SLV 17.05.2021 1 0 -0.277300 0.805800 0.264300 -5.12 14.88 4.88 61.770300 14.04.2021 19:11:54
SLV 18.10.2021 1 0 0.746000 2.634700 1.690300 2.37 8.37 5.37 61.770300 14.04.2021 19:11:54
TRY 16.04.2021 1 0 -0.013363 0.007144 -0.003109 -52.13 27.87 -12.13 9.356100 14.04.2021 19:11:54
USD 16.04.2021 1 0 -0.073900 0.091700 0.008900 -35.69 44.31 4.31 75.554900 14.04.2021 19:11:54
USD 19.04.2021 1 0 -0.088500 0.159900 0.035700 -10.69 19.31 4.31 75.554900 14.04.2021 19:11:54
USD 23.04.2021 1 0 -0.124900 0.272600 0.073900 -7.54 16.46 4.46 75.554900 14.04.2021 19:11:54
USD 30.04.2021 1 0 -0.170200 0.450800 0.140300 -5.48 14.52 4.52 75.554900 14.04.2021 19:11:54
USD 17.05.2021 1 0 -0.088800 0.706100 0.308700 -1.34 10.66 4.66 75.554900 14.04.2021 19:11:54
USD 16.06.2021 1 0 0.095000 1.121700 0.608300 0.74 8.74 4.74 75.554900 14.04.2021 19:11:54
USD 16.07.2021 1 0 0.356100 1.498800 0.927400 1.87 7.87 4.87 75.554900 14.04.2021 19:11:54