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
AMD 04.07.2022 1 0 -0.042100 0.042700 0.000300 -39.75 40.25 0.25 12.895600 30.06.2022 19:21:27
BYN 04.07.2022 1 0 -0.068200 0.068200 0.000000 -40.00 40.00 0.00 20.730300 30.06.2022 19:21:27
CHF 04.07.2022 1 0 -0.117200 0.244100 0.063500 -25.95 54.05 14.05 54.946400 30.06.2022 19:21:27
CNY 04.07.2022 1 0 -0.019912 0.033418 0.006753 -29.87 50.13 10.13 8.110563 30.06.2022 19:21:27
CNY 05.07.2022 1 0 -0.004329 0.022336 0.009004 -4.87 25.13 10.13 8.110563 30.06.2022 19:21:27
CNY 11.07.2022 1 0 -0.000800 0.052530 0.025865 -0.36 23.64 11.64 8.110563 30.06.2022 19:21:27
CNY 18.07.2022 1 0 0.011521 0.087072 0.049297 3.05 23.05 13.05 8.110563 30.06.2022 19:21:27
CNY 04.08.2022 1 0 0.013901 0.165002 0.089452 1.84 21.84 11.84 8.110563 30.06.2022 19:21:27
CNY 05.09.2022 1 0 0.052796 0.287447 0.170122 3.60 19.60 11.60 8.110563 30.06.2022 19:21:27
CNY 10.10.2022 1 0 0.097851 0.456938 0.277395 4.36 20.36 12.36 8.110563 30.06.2022 19:21:27
CNY 09.01.2023 1 0 0.350270 0.606252 0.478261 8.21 14.21 11.21 8.110563 30.06.2022 19:21:27
EUR 04.07.2022 1 0 -0.208000 0.257500 0.024800 -46.91 58.09 5.59 53.939800 30.06.2022 19:21:27
EUR 05.07.2022 1 0 -0.042600 0.134800 0.046100 -7.20 22.80 7.80 53.939800 30.06.2022 19:21:27
EUR 11.07.2022 1 0 0.012700 0.367400 0.190000 0.86 24.86 12.86 53.939800 30.06.2022 19:21:27
EUR 18.07.2022 1 0 0.139200 0.641600 0.390400 5.54 25.54 15.54 53.939800 30.06.2022 19:21:27
EUR 04.08.2022 1 0 0.480300 1.083300 0.781800 9.56 21.56 15.56 53.939800 30.06.2022 19:21:27
EUR 05.09.2022 1 0 1.124600 1.904900 1.514700 11.53 19.53 15.53 53.939800 30.06.2022 19:21:27
EUR 04.10.2022 1 0 1.874200 2.716600 2.295400 13.35 19.35 16.35 53.939800 30.06.2022 19:21:27
EUR 09.01.2023 1 0 3.589300 5.008000 4.298600 12.65 17.65 15.15 53.939800 30.06.2022 19:21:27
EUR 04.04.2023 1 0 5.178300 7.225100 6.201700 12.65 17.65 15.15 53.939800 30.06.2022 19:21:27
EUR 04.07.2023 1 0 6.607600 9.326700 7.967100 12.15 17.15 14.65 53.939800 30.06.2022 19:21:27
EURF 04.07.2022 1 0 -0.113400 0.241300 0.064000 -25.57 54.43 14.43 53.939800 30.06.2022 19:21:27
GBP 04.07.2022 1 0 -0.148300 0.284600 0.068100 -27.41 52.59 12.59 65.837700 30.06.2022 19:21:27
GLD 04.07.2022 1 0 -1.447400 8.415600 3.484100 -5.87 34.13 14.13 2 999.992500 30.06.2022 19:21:27
GLD 05.07.2022 1 0 -0.286000 9.577000 4.645500 -0.87 29.13 14.13 2 999.992500 30.06.2022 19:21:27
GLD 11.07.2022 1 0 1.750700 21.476700 11.613700 2.13 26.13 14.13 2 999.992500 30.06.2022 19:21:27
GLD 04.08.2022 1 0 11.541300 67.431600 39.486500 4.13 24.13 14.13 2 999.992500 30.06.2022 19:21:27
GLD 09.01.2023 1 0 175.640100 270.324800 222.982500 11.13 17.13 14.13 2 999.992500 30.06.2022 19:21:27
HKD 04.07.2022 1 0 -0.015814 0.031657 0.007922 -26.65 53.35 13.35 7.219606 30.06.2022 19:21:27
JPY 04.07.2022 1 0 -0.092400 0.186300 0.046900 -26.53 53.47 13.47 42.388400 30.06.2022 19:21:27
KZT 04.07.2022 1 0 -0.039700 0.033400 -0.003200 -43.46 36.54 -3.46 11.127800 30.06.2022 19:21:27
KZT 05.07.2022 1 0 -0.022500 0.014100 -0.004200 -18.46 11.54 -3.46 11.127800 30.06.2022 19:21:27
KZT 11.07.2022 1 0 -0.043800 0.029400 -0.007200 -14.37 9.63 -2.37 11.127800 30.06.2022 19:21:27
KZT 18.07.2022 1 0 -0.057100 0.046600 -0.005200 -11.01 8.99 -1.01 11.127800 30.06.2022 19:21:27
KZT 04.08.2022 1 0 -0.096100 0.111200 0.007600 -9.27 10.73 0.73 11.127800 30.06.2022 19:21:27
KZT 05.09.2022 1 0 -0.262200 0.059800 -0.101200 -13.03 2.97 -5.03 11.127800 30.06.2022 19:21:27
KZT 04.10.2022 1 0 -0.327600 0.135800 -0.095900 -11.31 4.69 -3.31 11.127800 30.06.2022 19:21:27
KZT 09.01.2023 1 0 -0.359400 -0.008200 -0.183800 -6.14 -0.14 -3.14 11.127800 30.06.2022 19:21:27
SLV 04.07.2022 1 0 0.008900 0.125300 0.067100 2.30 32.30 17.30 47.211800 30.06.2022 19:21:27
SLV 05.07.2022 1 0 0.011900 0.167100 0.089500 2.30 32.30 17.30 47.211800 30.06.2022 19:21:27
SLV 11.07.2022 1 0 0.068600 0.379000 0.223800 5.30 29.30 17.30 47.211800 30.06.2022 19:21:27
SLV 04.08.2022 1 0 0.232200 1.111800 0.672000 5.28 25.28 15.28 47.211800 30.06.2022 19:21:27
SLV 09.01.2023 1 0 3.082000 4.572100 3.827000 12.41 18.41 15.41 47.211800 30.06.2022 19:21:27
TRY 04.07.2022 1 0 -0.010481 0.010126 -0.000178 -40.69 39.31 -0.69 3.133972 30.06.2022 19:21:27
USD 05.07.2022 1 0 -0.130400 0.277000 0.073300 -23.04 48.96 12.96 51.628100 30.06.2022 19:21:27
USD 06.07.2022 1 0 -0.014400 0.197700 0.091700 -2.04 27.96 12.96 51.628100 30.06.2022 19:21:27
USD 12.07.2022 1 0 0.030300 0.403800 0.217100 1.95 25.95 13.95 51.628100 30.06.2022 19:21:27
USD 19.07.2022 1 0 0.134400 0.643600 0.389000 5.28 25.28 15.28 51.628100 30.06.2022 19:21:27
USD 05.08.2022 1 0 0.408400 1.002500 0.705500 8.25 20.25 14.25 51.628100 30.06.2022 19:21:27
USD 06.09.2022 1 0 0.935400 1.693500 1.314500 9.87 17.87 13.87 51.628100 30.06.2022 19:21:27