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 08.12.2021 1 0 -0.031800 0.031800 0.000000 -40.00 40.00 0.00 29.056000 06.12.2021 19:07:16
CHF 08.12.2021 1 0 -0.070100 0.105200 0.017600 -31.98 48.02 8.02 79.960900 06.12.2021 19:07:16
CNY 08.12.2021 1 0 -0.011003 0.014438 0.001717 -34.60 45.40 5.40 11.607300 06.12.2021 19:07:16
CNY 09.12.2021 1 0 -0.006106 0.012975 0.003434 -9.60 20.40 5.40 11.607300 06.12.2021 19:07:16
CNY 15.12.2021 1 0 -0.017300 0.043758 0.013229 -6.80 17.20 5.20 11.607300 06.12.2021 19:07:16
CNY 22.12.2021 1 0 -0.022324 0.073078 0.025377 -4.68 15.32 5.32 11.607300 06.12.2021 19:07:16
CNY 10.01.2022 1 0 -0.055035 0.161211 0.053088 -5.09 14.91 4.91 11.607300 06.12.2021 19:07:16
CNY 08.02.2022 1 0 -0.059503 0.261050 0.100774 -2.97 13.03 5.03 11.607300 06.12.2021 19:07:16
CNY 09.03.2022 1 0 -0.082211 0.385897 0.151843 -2.81 13.19 5.19 11.607300 06.12.2021 19:07:16
CNY 08.06.2022 1 0 0.145489 0.494662 0.320075 2.50 8.50 5.50 11.607300 06.12.2021 19:07:16
EUR 08.12.2021 1 0 -0.073500 0.109400 0.017900 -32.16 47.84 7.84 83.449500 06.12.2021 19:07:16
EUR 09.12.2021 1 0 -0.032700 0.104500 0.035900 -7.15 22.85 7.85 83.449500 06.12.2021 19:07:16
EUR 15.12.2021 1 0 -0.073000 0.366000 0.146500 -3.99 20.01 8.01 83.449500 06.12.2021 19:07:16
EUR 22.12.2021 1 0 -0.060400 0.625500 0.282600 -1.76 18.24 8.24 83.449500 06.12.2021 19:07:16
EUR 10.01.2022 1 0 0.242500 1.175300 0.708900 3.12 15.12 9.12 83.449500 06.12.2021 19:07:16
EUR 08.02.2022 1 0 0.724500 1.876800 1.300600 5.03 13.03 9.03 83.449500 06.12.2021 19:07:16
EUR 09.03.2022 1 0 1.272500 2.534600 1.903600 6.05 12.05 9.05 83.449500 06.12.2021 19:07:16
EUR 08.06.2022 1 0 2.849200 4.941200 3.895200 6.81 11.81 9.31 83.449500 06.12.2021 19:07:16
EUR 08.09.2022 1 0 4.376000 7.519600 5.947800 6.96 11.96 9.46 83.449500 06.12.2021 19:07:16
EUR 08.12.2022 1 0 5.941100 10.125100 8.033100 7.10 12.10 9.60 83.449500 06.12.2021 19:07:16
EURF 08.12.2021 1 0 -0.073500 0.109400 0.017900 -32.15 47.85 7.85 83.449500 06.12.2021 19:07:16
GBP 08.12.2021 1 0 -0.088000 0.126600 0.019300 -32.81 47.19 7.19 97.951400 06.12.2021 19:07:16
GLD 08.12.2021 1 0 -1.400100 3.236000 0.917900 -12.08 27.92 7.92 4 230.415000 06.12.2021 19:07:16
GLD 09.12.2021 1 0 -1.641200 5.312900 1.835900 -7.08 22.92 7.92 4 230.415000 06.12.2021 19:07:16
GLD 15.12.2021 1 0 -4.413500 17.839600 6.713000 -4.76 19.24 7.24 4 230.415000 06.12.2021 19:07:16
GLD 10.01.2022 1 0 -8.196600 70.616600 31.210000 -2.08 17.92 7.92 4 230.415000 06.12.2021 19:07:16
GLD 08.06.2022 1 0 117.927700 245.187900 181.557800 5.56 11.56 8.56 4 230.415000 06.12.2021 19:07:16
HKD 08.12.2021 1 0 -0.008518 0.012277 0.001879 -32.77 47.23 7.23 9.488000 06.12.2021 19:07:16
JPY 08.12.2021 1 0 -0.058300 0.084700 0.013200 -32.61 47.39 7.39 65.250000 06.12.2021 19:07:16
KZT 08.12.2021 1 0 -0.024100 0.012900 -0.005600 -52.10 27.90 -12.10 16.850000 06.12.2021 19:07:16
KZT 09.12.2021 1 0 -0.020500 0.007200 -0.006700 -22.24 7.76 -7.24 16.850000 06.12.2021 19:07:16
KZT 15.12.2021 1 0 -0.088100 0.000500 -0.043800 -23.86 0.14 -11.86 16.850000 06.12.2021 19:07:16
KZT 22.12.2021 1 0 -0.149500 -0.011000 -0.080300 -21.59 -1.59 -11.59 16.850000 06.12.2021 19:07:16
KZT 10.01.2022 1 0 -0.201800 0.112100 -0.044900 -12.86 7.14 -2.86 16.850000 06.12.2021 19:07:16
KZT 08.02.2022 1 0 -0.303100 0.162300 -0.070400 -10.42 5.58 -2.42 16.850000 06.12.2021 19:07:16
KZT 09.03.2022 1 0 -0.424700 0.254800 -0.084900 -10.00 6.00 -2.00 16.850000 06.12.2021 19:07:16
KZT 08.06.2022 1 0 -0.372600 0.134300 -0.119100 -4.41 1.59 -1.41 16.850000 06.12.2021 19:07:16
SLV 08.12.2021 1 0 -0.010300 0.033200 0.011500 -7.08 22.92 7.92 52.892200 06.12.2021 19:07:16
SLV 09.12.2021 1 0 -0.020500 0.066400 0.023000 -7.08 22.92 7.92 52.892200 06.12.2021 19:07:16
SLV 15.12.2021 1 0 -0.050500 0.227700 0.088600 -4.36 19.64 7.64 52.892200 06.12.2021 19:07:16
SLV 10.01.2022 1 0 -0.099000 0.886400 0.393700 -2.01 17.99 7.99 52.892200 06.12.2021 19:07:16
SLV 08.06.2022 1 0 1.524800 3.115900 2.320400 5.75 11.75 8.75 52.892200 06.12.2021 19:07:16
TRY 08.12.2021 1 0 -0.007247 0.004515 -0.001366 -49.29 30.71 -9.29 5.366600 06.12.2021 19:07:16
USD 08.12.2021 1 0 -0.066500 0.095700 0.014600 -32.79 47.21 7.21 73.983100 06.12.2021 19:07:16
USD 09.12.2021 1 0 -0.031600 0.090000 0.029200 -7.79 22.21 7.21 73.983100 06.12.2021 19:07:16
USD 15.12.2021 1 0 -0.075100 0.314100 0.119500 -4.63 19.37 7.37 73.983100 06.12.2021 19:07:16
USD 22.12.2021 1 0 -0.073300 0.534800 0.230800 -2.41 17.59 7.59 73.983100 06.12.2021 19:07:16
USD 10.01.2022 1 0 0.121300 0.948300 0.534800 1.76 13.76 7.76 73.983100 06.12.2021 19:07:16
USD 08.02.2022 1 0 0.504400 1.526000 1.015200 3.95 11.95 7.95 73.983100 06.12.2021 19:07:16
USD 09.03.2022 1 0 0.941700 2.060600 1.501100 5.05 11.05 8.05 73.983100 06.12.2021 19:07:16