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 21.01.2020 1 0 314 000 -0.031700 0.031700 0.000000 -40.00 40.00 0.00 28.938300 17.01.2020 19:09:44
BYN 21.01.2020 2 314 000 1 570 000 -0.031700 0.031700 0.000000 -40.00 40.00 0.00 28.938300 17.01.2020 19:09:44
BYN 21.01.2020 3 1 570 000 -0.031700 0.031700 0.000000 -40.00 40.00 0.00 28.938300 17.01.2020 19:09:44
CHF 21.01.2020 1 0 500 000 000 -0.058100 0.081000 0.011400 -33.42 46.58 6.58 63.502500 17.01.2020 19:09:44
CHF 21.01.2020 2 500 000 000 2 500 000 000 -0.058100 0.081000 0.011400 -33.42 46.58 6.58 63.502500 17.01.2020 19:09:44
CHF 21.01.2020 3 2 500 000 000 -0.058100 0.081000 0.011400 -33.42 46.58 6.58 63.502500 17.01.2020 19:09:44
CNY 21.01.2020 1 0 20 000 000 -0.009111 0.010530 0.000710 -37.11 42.89 2.89 8.961200 17.01.2020 19:09:44
CNY 21.01.2020 2 20 000 000 100 000 000 -0.009111 0.010530 0.000710 -37.11 42.89 2.89 8.961200 17.01.2020 19:09:44
CNY 21.01.2020 3 100 000 000 -0.009111 0.010530 0.000710 -37.11 42.89 2.89 8.961200 17.01.2020 19:09:44
CNY 22.01.2020 1 0 20 000 000 -0.005946 0.008784 0.001419 -12.11 17.89 2.89 8.961200 17.01.2020 19:09:44
CNY 22.01.2020 2 20 000 000 100 000 000 -0.005946 0.008784 0.001419 -12.11 17.89 2.89 8.961200 17.01.2020 19:09:44
CNY 22.01.2020 3 100 000 000 -0.005946 0.008784 0.001419 -12.11 17.89 2.89 8.961200 17.01.2020 19:09:44
CNY 31.01.2020 1 0 20 000 000 -0.025305 0.039510 0.007103 -9.37 14.63 2.63 8.961200 17.01.2020 19:09:44
CNY 31.01.2020 2 20 000 000 100 000 000 -0.025305 0.039510 0.007103 -9.37 14.63 2.63 8.961200 17.01.2020 19:09:44
CNY 31.01.2020 3 100 000 000 -0.025305 0.039510 0.007103 -9.37 14.63 2.63 8.961200 17.01.2020 19:09:44
CNY 04.02.2020 1 0 20 000 000 -0.027031 0.046623 0.009796 -7.34 12.66 2.66 8.961200 17.01.2020 19:09:44
CNY 04.02.2020 2 20 000 000 100 000 000 -0.027031 0.046623 0.009796 -7.34 12.66 2.66 8.961200 17.01.2020 19:09:44
CNY 04.02.2020 3 100 000 000 -0.027031 0.046623 0.009796 -7.34 12.66 2.66 8.961200 17.01.2020 19:09:44
CNY 21.02.2020 1 0 20 000 000 -0.054759 0.102369 0.023805 -6.97 13.03 3.03 8.961200 17.01.2020 19:09:44
CNY 21.02.2020 2 20 000 000 100 000 000 -0.054759 0.102369 0.023805 -6.97 13.03 3.03 8.961200 17.01.2020 19:09:44
CNY 21.02.2020 3 100 000 000 -0.054759 0.102369 0.023805 -6.97 13.03 3.03 8.961200 17.01.2020 19:09:44
CNY 23.03.2020 1 0 20 000 000 -0.076872 0.170604 0.046866 -4.97 11.03 3.03 8.961200 17.01.2020 19:09:44
CNY 23.03.2020 2 20 000 000 100 000 000 -0.076872 0.170604 0.046866 -4.97 11.03 3.03 8.961200 17.01.2020 19:09:44
CNY 23.03.2020 3 100 000 000 -0.076872 0.170604 0.046866 -4.97 11.03 3.03 8.961200 17.01.2020 19:09:44
CNY 21.04.2020 1 0 20 000 000 -0.112484 0.248910 0.068213 -4.98 11.02 3.02 8.961200 17.01.2020 19:09:44
CNY 21.04.2020 2 20 000 000 100 000 000 -0.112484 0.248910 0.068213 -4.98 11.02 3.02 8.961200 17.01.2020 19:09:44
CNY 21.04.2020 3 100 000 000 -0.112484 0.248910 0.068213 -4.98 11.02 3.02 8.961200 17.01.2020 19:09:44
CNY 21.07.2020 1 0 20 000 000 0.001348 0.270920 0.136134 0.03 6.03 3.03 8.961200 17.01.2020 19:09:44
CNY 21.07.2020 2 20 000 000 100 000 000 0.001348 0.270920 0.136134 0.03 6.03 3.03 8.961200 17.01.2020 19:09:44
CNY 21.07.2020 3 100 000 000 0.001348 0.270920 0.136134 0.03 6.03 3.03 8.961200 17.01.2020 19:09:44
EUR 21.01.2020 1 0 700 000 000 -0.062800 0.086700 0.012000 -33.60 46.40 6.40 68.207000 17.01.2020 19:09:44
EUR 21.01.2020 2 700 000 000 3 500 000 000 -0.062800 0.086700 0.012000 -33.60 46.40 6.40 68.207000 17.01.2020 19:09:44
EUR 21.01.2020 3 3 500 000 000 -0.062800 0.086700 0.012000 -33.60 46.40 6.40 68.207000 17.01.2020 19:09:44
EUR 22.01.2020 1 0 700 000 000 -0.032200 0.079900 0.023800 -8.62 21.38 6.38 68.207000 17.01.2020 19:09:44
EUR 22.01.2020 2 700 000 000 3 500 000 000 -0.032200 0.079900 0.023800 -8.62 21.38 6.38 68.207000 17.01.2020 19:09:44
EUR 22.01.2020 3 3 500 000 000 -0.032200 0.079900 0.023800 -8.62 21.38 6.38 68.207000 17.01.2020 19:09:44
EUR 28.01.2020 1 0 700 000 000 -0.081600 0.277200 0.097800 -5.46 18.54 6.54 68.207000 17.01.2020 19:09:44
EUR 28.01.2020 2 700 000 000 3 500 000 000 -0.081600 0.277200 0.097800 -5.46 18.54 6.54 68.207000 17.01.2020 19:09:44
EUR 28.01.2020 3 3 500 000 000 -0.081600 0.277200 0.097800 -5.46 18.54 6.54 68.207000 17.01.2020 19:09:44
EUR 04.02.2020 1 0 700 000 000 -0.095300 0.465300 0.185000 -3.40 16.60 6.60 68.207000 17.01.2020 19:09:44
EUR 04.02.2020 2 700 000 000 3 500 000 000 -0.095300 0.465300 0.185000 -3.40 16.60 6.60 68.207000 17.01.2020 19:09:44
EUR 04.02.2020 3 3 500 000 000 -0.095300 0.465300 0.185000 -3.40 16.60 6.60 68.207000 17.01.2020 19:09:44
EUR 21.02.2020 1 0 700 000 000 0.038300 0.755800 0.397100 0.64 12.64 6.64 68.207000 17.01.2020 19:09:44
EUR 21.02.2020 2 700 000 000 3 500 000 000 0.038300 0.755800 0.397100 0.64 12.64 6.64 68.207000 17.01.2020 19:09:44
EUR 21.02.2020 3 3 500 000 000 0.038300 0.755800 0.397100 0.64 12.64 6.64 68.207000 17.01.2020 19:09:44
EUR 23.03.2020 1 0 700 000 000 0.295500 1.237300 0.766400 2.51 10.51 6.51 68.207000 17.01.2020 19:09:44
EUR 23.03.2020 2 700 000 000 3 500 000 000 0.295500 1.237300 0.766400 2.51 10.51 6.51 68.207000 17.01.2020 19:09:44
EUR 23.03.2020 3 3 500 000 000 0.295500 1.237300 0.766400 2.51 10.51 6.51 68.207000 17.01.2020 19:09:44
EUR 21.04.2020 1 0 700 000 000 0.601700 1.633200 1.117500 3.50 9.50 6.50 68.207000 17.01.2020 19:09:44
EUR 21.04.2020 2 700 000 000 3 500 000 000 0.601700 1.633200 1.117500 3.50 9.50 6.50 68.207000 17.01.2020 19:09:44