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 01.06.2020 1 0 314 000 -0.096200 0.096200 0.000000 -40.00 40.00 0.00 29.263000 28.05.2020 19:12:46
BYN 01.06.2020 2 314 000 1 570 000 -0.096200 0.096200 0.000000 -40.00 40.00 0.00 29.263000 28.05.2020 19:12:46
BYN 01.06.2020 3 1 570 000 -0.096200 0.096200 0.000000 -40.00 40.00 0.00 29.263000 28.05.2020 19:12:46
CHF 02.06.2020 1 0 500 000 000 -0.268400 0.372400 0.052000 -33.51 46.49 6.49 73.100200 28.05.2020 19:12:46
CHF 02.06.2020 2 500 000 000 2 500 000 000 -0.268400 0.372400 0.052000 -33.51 46.49 6.49 73.100200 28.05.2020 19:12:46
CHF 02.06.2020 3 2 500 000 000 -0.268400 0.372400 0.052000 -33.51 46.49 6.49 73.100200 28.05.2020 19:12:46
CNY 01.06.2020 1 0 20 000 000 -0.029095 0.035776 0.003341 -35.88 44.12 4.12 9.865800 28.05.2020 19:12:46
CNY 01.06.2020 2 20 000 000 100 000 000 -0.029095 0.035776 0.003341 -35.88 44.12 4.12 9.865800 28.05.2020 19:12:46
CNY 01.06.2020 3 100 000 000 -0.029095 0.035776 0.003341 -35.88 44.12 4.12 9.865800 28.05.2020 19:12:46
CNY 02.06.2020 1 0 20 000 000 -0.011763 0.020672 0.004454 -10.88 19.12 4.12 9.865800 28.05.2020 19:12:46
CNY 02.06.2020 2 20 000 000 100 000 000 -0.011763 0.020672 0.004454 -10.88 19.12 4.12 9.865800 28.05.2020 19:12:46
CNY 02.06.2020 3 100 000 000 -0.011763 0.020672 0.004454 -10.88 19.12 4.12 9.865800 28.05.2020 19:12:46
CNY 08.06.2020 1 0 20 000 000 -0.022651 0.042220 0.009785 -8.38 15.62 3.62 9.865800 28.05.2020 19:12:46
CNY 08.06.2020 2 20 000 000 100 000 000 -0.022651 0.042220 0.009785 -8.38 15.62 3.62 9.865800 28.05.2020 19:12:46
CNY 08.06.2020 3 100 000 000 -0.022651 0.042220 0.009785 -8.38 15.62 3.62 9.865800 28.05.2020 19:12:46
CNY 15.06.2020 1 0 20 000 000 -0.030189 0.061711 0.015761 -6.57 13.43 3.43 9.865800 28.05.2020 19:12:46
CNY 15.06.2020 2 20 000 000 100 000 000 -0.030189 0.061711 0.015761 -6.57 13.43 3.43 9.865800 28.05.2020 19:12:46
CNY 15.06.2020 3 100 000 000 -0.030189 0.061711 0.015761 -6.57 13.43 3.43 9.865800 28.05.2020 19:12:46
CNY 01.07.2020 1 0 20 000 000 -0.059495 0.118900 0.029703 -6.67 13.33 3.33 9.865800 28.05.2020 19:12:46
CNY 01.07.2020 2 20 000 000 100 000 000 -0.059495 0.118900 0.029703 -6.67 13.33 3.33 9.865800 28.05.2020 19:12:46
CNY 01.07.2020 3 100 000 000 -0.059495 0.118900 0.029703 -6.67 13.33 3.33 9.865800 28.05.2020 19:12:46
CNY 03.08.2020 1 0 20 000 000 -0.085987 0.199446 0.056730 -4.82 11.18 3.18 9.865800 28.05.2020 19:12:46
CNY 03.08.2020 2 20 000 000 100 000 000 -0.085987 0.199446 0.056730 -4.82 11.18 3.18 9.865800 28.05.2020 19:12:46
CNY 03.08.2020 3 100 000 000 -0.085987 0.199446 0.056730 -4.82 11.18 3.18 9.865800 28.05.2020 19:12:46
CNY 01.09.2020 1 0 20 000 000 -0.128647 0.282202 0.076778 -5.01 10.99 2.99 9.865800 28.05.2020 19:12:46
CNY 01.09.2020 2 20 000 000 100 000 000 -0.128647 0.282202 0.076778 -5.01 10.99 2.99 9.865800 28.05.2020 19:12:46
CNY 01.09.2020 3 100 000 000 -0.128647 0.282202 0.076778 -5.01 10.99 2.99 9.865800 28.05.2020 19:12:46
CNY 01.12.2020 1 0 20 000 000 -0.002011 0.299639 0.148814 -0.04 5.96 2.96 9.865800 28.05.2020 19:12:46
CNY 01.12.2020 2 20 000 000 100 000 000 -0.002011 0.299639 0.148814 -0.04 5.96 2.96 9.865800 28.05.2020 19:12:46
CNY 01.12.2020 3 100 000 000 -0.002011 0.299639 0.148814 -0.04 5.96 2.96 9.865800 28.05.2020 19:12:46
EUR 01.06.2020 1 0 700 000 000 -0.216500 0.296300 0.039900 -33.78 46.22 6.22 77.987000 28.05.2020 19:12:46
EUR 01.06.2020 2 700 000 000 3 500 000 000 -0.216500 0.296300 0.039900 -33.78 46.22 6.22 77.987000 28.05.2020 19:12:46
EUR 01.06.2020 3 3 500 000 000 -0.216500 0.296300 0.039900 -33.78 46.22 6.22 77.987000 28.05.2020 19:12:46
EUR 02.06.2020 1 0 700 000 000 -0.075000 0.181400 0.053200 -8.77 21.23 6.23 77.987000 28.05.2020 19:12:46
EUR 02.06.2020 2 700 000 000 3 500 000 000 -0.075000 0.181400 0.053200 -8.77 21.23 6.23 77.987000 28.05.2020 19:12:46
EUR 02.06.2020 3 3 500 000 000 -0.075000 0.181400 0.053200 -8.77 21.23 6.23 77.987000 28.05.2020 19:12:46
EUR 08.06.2020 1 0 700 000 000 -0.122200 0.390600 0.134200 -5.72 18.28 6.28 77.987000 28.05.2020 19:12:46
EUR 08.06.2020 2 700 000 000 3 500 000 000 -0.122200 0.390600 0.134200 -5.72 18.28 6.28 77.987000 28.05.2020 19:12:46
EUR 08.06.2020 3 3 500 000 000 -0.122200 0.390600 0.134200 -5.72 18.28 6.28 77.987000 28.05.2020 19:12:46
EUR 15.06.2020 1 0 700 000 000 -0.138800 0.587700 0.224500 -3.82 16.18 6.18 77.987000 28.05.2020 19:12:46
EUR 15.06.2020 2 700 000 000 3 500 000 000 -0.138800 0.587700 0.224500 -3.82 16.18 6.18 77.987000 28.05.2020 19:12:46
EUR 15.06.2020 3 3 500 000 000 -0.138800 0.587700 0.224500 -3.82 16.18 6.18 77.987000 28.05.2020 19:12:46
EUR 01.07.2020 1 0 700 000 000 0.008500 0.854600 0.431500 0.12 12.12 6.12 77.987000 28.05.2020 19:12:46
EUR 01.07.2020 2 700 000 000 3 500 000 000 0.008500 0.854600 0.431500 0.12 12.12 6.12 77.987000 28.05.2020 19:12:46
EUR 01.07.2020 3 3 500 000 000 0.008500 0.854600 0.431500 0.12 12.12 6.12 77.987000 28.05.2020 19:12:46
EUR 03.08.2020 1 0 700 000 000 0.265100 1.393300 0.829200 1.88 9.88 5.88 77.987000 28.05.2020 19:12:46
EUR 03.08.2020 2 700 000 000 3 500 000 000 0.265100 1.393300 0.829200 1.88 9.88 5.88 77.987000 28.05.2020 19:12:46
EUR 03.08.2020 3 3 500 000 000 0.265100 1.393300 0.829200 1.88 9.88 5.88 77.987000 28.05.2020 19:12:46
EUR 01.09.2020 1 0 700 000 000 0.531800 1.749700 1.140700 2.62 8.62 5.62 77.987000 28.05.2020 19:12:46
EUR 01.09.2020 2 700 000 000 3 500 000 000 0.531800 1.749700 1.140700 2.62 8.62 5.62 77.987000 28.05.2020 19:12:46