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 12.08.2020 1 0 -0.032900 0.032900 0.000000 -40.00 40.00 0.00 30.024400 10.08.2020 19:14:56
CHF 12.08.2020 1 0 -0.077300 0.098800 0.010700 -35.13 44.87 4.87 80.345200 10.08.2020 19:14:56
CNY 12.08.2020 1 0 -0.011260 0.011891 0.000315 -38.91 41.09 1.09 10.563000 10.08.2020 19:14:56
CNY 13.08.2020 1 0 -0.008051 0.009313 0.000631 -13.91 16.09 1.09 10.563000 10.08.2020 19:14:56
CNY 19.08.2020 1 0 -0.024958 0.030607 0.002825 -10.78 13.22 1.22 10.563000 10.08.2020 19:14:56
CNY 26.08.2020 1 0 -0.038938 0.047881 0.004471 -8.97 11.03 1.03 10.563000 10.08.2020 19:14:56
CNY 14.09.2020 1 0 -0.085800 0.110990 0.012595 -8.72 11.28 1.28 10.563000 10.08.2020 19:14:56
CNY 12.10.2020 1 0 -0.121292 0.165790 0.022249 -6.76 9.24 1.24 10.563000 10.08.2020 19:14:56
CNY 12.11.2020 1 0 -0.179785 0.250838 0.035526 -6.68 9.32 1.32 10.563000 10.08.2020 19:14:56
CNY 12.02.2021 1 0 -0.083520 0.237711 0.077095 -1.56 4.44 1.44 10.563000 10.08.2020 19:14:56
EUR 12.08.2020 1 0 -0.084200 0.105300 0.010600 -35.54 44.46 4.46 86.441400 10.08.2020 19:14:56
EUR 13.08.2020 1 0 -0.049500 0.092600 0.021500 -10.46 19.54 4.54 86.441400 10.08.2020 19:14:56
EUR 19.08.2020 1 0 -0.139600 0.315100 0.087700 -7.37 16.63 4.63 86.441400 10.08.2020 19:14:56
EUR 26.08.2020 1 0 -0.179000 0.531400 0.176200 -5.04 14.96 4.96 86.441400 10.08.2020 19:14:56
EUR 14.09.2020 1 0 -0.104700 0.861600 0.378400 -1.30 10.70 4.70 86.441400 10.08.2020 19:14:56
EUR 12.10.2020 1 0 0.095400 1.270100 0.682800 0.65 8.65 4.65 86.441400 10.08.2020 19:14:56
EUR 12.11.2020 1 0 0.361200 1.682700 1.022000 1.64 7.64 4.64 86.441400 10.08.2020 19:14:56
EUR 12.02.2021 1 0 0.963900 3.154500 2.059200 2.20 7.20 4.70 86.441400 10.08.2020 19:14:56
EUR 12.05.2021 1 0 1.427600 4.672100 3.049800 2.20 7.20 4.70 86.441400 10.08.2020 19:14:56
EUR 12.08.2021 1 0 1.924300 6.258200 4.091200 2.22 7.22 4.72 86.441400 10.08.2020 19:14:56
EURF 12.08.2020 1 0 -0.084200 0.105300 0.010600 -35.54 44.46 4.46 86.441400 10.08.2020 19:14:56
GBP 12.08.2020 1 0 -0.095200 0.115600 0.010200 -36.13 43.87 3.87 96.215500 10.08.2020 19:14:56
GLD 12.08.2020 1 0 -1.348900 2.603000 0.627000 -10.24 19.76 4.76 4 808.247300 10.08.2020 19:14:56
GLD 13.08.2020 1 0 -2.697900 5.206100 1.254100 -10.24 19.76 4.76 4 808.247300 10.08.2020 19:14:56
GLD 19.08.2020 1 0 -8.156900 17.135800 4.489500 -7.74 16.26 4.26 4 808.247300 10.08.2020 19:14:56
GLD 14.09.2020 1 0 -25.798600 63.779800 18.990600 -5.76 14.24 4.24 4 808.247300 10.08.2020 19:14:56
GLD 12.02.2021 1 0 34.118800 180.342200 107.230500 1.40 7.40 4.40 4 808.247300 10.08.2020 19:14:56
HKD 12.08.2020 1 0 -0.009404 0.011395 0.000996 -36.17 43.83 3.83 9.489500 10.08.2020 19:14:56
JPY 12.08.2020 1 0 -0.068000 0.084300 0.008200 -35.72 44.28 4.28 69.520000 10.08.2020 19:14:56
KZT 12.08.2020 1 0 -0.021500 0.016900 -0.002300 -44.75 35.25 -4.75 17.510000 10.08.2020 19:14:56
KZT 13.08.2020 1 0 -0.018900 0.009800 -0.004600 -19.75 10.25 -4.75 17.510000 10.08.2020 19:14:56
KZT 19.08.2020 1 0 -0.064200 0.027900 -0.018200 -16.73 7.27 -4.73 17.510000 10.08.2020 19:14:56
KZT 26.08.2020 1 0 -0.106000 0.037900 -0.034000 -14.73 5.27 -4.73 17.510000 10.08.2020 19:14:56
KZT 14.09.2020 1 0 -0.266800 0.059400 -0.103700 -16.36 3.64 -6.36 17.510000 10.08.2020 19:14:56
KZT 12.10.2020 1 0 -0.360200 0.115700 -0.122200 -12.11 3.89 -4.11 17.510000 10.08.2020 19:14:56
KZT 12.11.2020 1 0 -0.542100 0.171800 -0.185200 -12.15 3.85 -4.15 17.510000 10.08.2020 19:14:56
KZT 12.02.2021 1 0 -0.808500 -0.276000 -0.542300 -9.11 -3.11 -6.11 17.510000 10.08.2020 19:14:56
SLV 12.08.2020 1 0 -0.019100 0.036900 0.008900 -10.23 19.77 4.77 68.099200 10.08.2020 19:14:56
SLV 13.08.2020 1 0 -0.038200 0.073800 0.017800 -10.23 19.77 4.77 68.099200 10.08.2020 19:14:56
SLV 19.08.2020 1 0 -0.111900 0.246300 0.067200 -7.50 16.50 4.50 68.099200 10.08.2020 19:14:56
SLV 14.09.2020 1 0 -0.345700 0.923000 0.288600 -5.45 14.55 4.55 68.099200 10.08.2020 19:14:56
SLV 12.02.2021 1 0 0.528100 2.599100 1.563600 1.53 7.53 4.53 68.099200 10.08.2020 19:14:56
TRY 12.08.2020 1 0 -0.012248 0.009896 -0.001176 -44.25 35.75 -4.25 10.103200 10.08.2020 19:14:56
USD 12.08.2020 1 0 -0.072800 0.088400 0.007800 -36.13 43.87 3.87 73.530100 10.08.2020 19:14:56
USD 13.08.2020 1 0 -0.044800 0.076000 0.015600 -11.13 18.87 3.87 73.530100 10.08.2020 19:14:56
USD 19.08.2020 1 0 -0.130700 0.256100 0.062700 -8.11 15.89 3.89 73.530100 10.08.2020 19:14:56
USD 26.08.2020 1 0 -0.184300 0.420000 0.117800 -6.10 13.90 3.90 73.530100 10.08.2020 19:14:56
USD 14.09.2020 1 0 -0.144500 0.677400 0.266400 -2.11 9.89 3.89 73.530100 10.08.2020 19:14:56
USD 13.10.2020 1 0 -0.020300 0.995000 0.487400 -0.16 7.84 3.84 73.530100 10.08.2020 19:14:56
USD 12.11.2020 1 0 0.163000 1.287100 0.725000 0.87 6.87 3.87 73.530100 10.08.2020 19:14:56