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 18.11.2019 1 0 314 000 -0.102700 0.102700 0.000000 -40.00 40.00 0.00 31.236700 14.11.2019 19:16:11
BYN 18.11.2019 2 314 000 1 570 000 -0.102700 0.102700 0.000000 -40.00 40.00 0.00 31.236700 14.11.2019 19:16:11
BYN 18.11.2019 3 1 570 000 -0.102700 0.102700 0.000000 -40.00 40.00 0.00 31.236700 14.11.2019 19:16:11
CHF 18.11.2019 1 0 500 000 000 -0.175100 0.251000 0.037900 -32.88 47.12 7.12 64.802900 14.11.2019 19:16:11
CHF 18.11.2019 2 500 000 000 2 500 000 000 -0.175100 0.251000 0.037900 -32.88 47.12 7.12 64.802900 14.11.2019 19:16:11
CHF 18.11.2019 3 2 500 000 000 -0.175100 0.251000 0.037900 -32.88 47.12 7.12 64.802900 14.11.2019 19:16:11
CNY 18.11.2019 1 0 20 000 000 -0.027066 0.032947 0.002941 -36.08 43.92 3.92 9.126900 14.11.2019 19:16:11
CNY 18.11.2019 2 20 000 000 100 000 000 -0.027066 0.032947 0.002941 -36.08 43.92 3.92 9.126900 14.11.2019 19:16:11
CNY 18.11.2019 3 100 000 000 -0.027066 0.032947 0.002941 -36.08 43.92 3.92 9.126900 14.11.2019 19:16:11
CNY 19.11.2019 1 0 20 000 000 -0.011082 0.018924 0.003921 -11.08 18.92 3.92 9.126900 14.11.2019 19:16:11
CNY 19.11.2019 2 20 000 000 100 000 000 -0.011082 0.018924 0.003921 -11.08 18.92 3.92 9.126900 14.11.2019 19:16:11
CNY 19.11.2019 3 100 000 000 -0.011082 0.018924 0.003921 -11.08 18.92 3.92 9.126900 14.11.2019 19:16:11
CNY 25.11.2019 1 0 20 000 000 -0.021504 0.038508 0.008502 -8.60 15.40 3.40 9.126900 14.11.2019 19:16:11
CNY 25.11.2019 2 20 000 000 100 000 000 -0.021504 0.038508 0.008502 -8.60 15.40 3.40 9.126900 14.11.2019 19:16:11
CNY 25.11.2019 3 100 000 000 -0.021504 0.038508 0.008502 -8.60 15.40 3.40 9.126900 14.11.2019 19:16:11
CNY 02.12.2019 1 0 20 000 000 -0.027886 0.057132 0.014623 -6.56 13.44 3.44 9.126900 14.11.2019 19:16:11
CNY 02.12.2019 2 20 000 000 100 000 000 -0.027886 0.057132 0.014623 -6.56 13.44 3.44 9.126900 14.11.2019 19:16:11
CNY 02.12.2019 3 100 000 000 -0.027886 0.057132 0.014623 -6.56 13.44 3.44 9.126900 14.11.2019 19:16:11
CNY 18.12.2019 1 0 20 000 000 -0.053636 0.111398 0.028881 -6.50 13.50 3.50 9.126900 14.11.2019 19:16:11
CNY 18.12.2019 2 20 000 000 100 000 000 -0.053636 0.111398 0.028881 -6.50 13.50 3.50 9.126900 14.11.2019 19:16:11
CNY 18.12.2019 3 100 000 000 -0.053636 0.111398 0.028881 -6.50 13.50 3.50 9.126900 14.11.2019 19:16:11
CNY 20.01.2020 1 0 20 000 000 -0.075091 0.188964 0.056937 -4.55 11.45 3.45 9.126900 14.11.2019 19:16:11
CNY 20.01.2020 2 20 000 000 100 000 000 -0.075091 0.188964 0.056937 -4.55 11.45 3.45 9.126900 14.11.2019 19:16:11
CNY 20.01.2020 3 100 000 000 -0.075091 0.188964 0.056937 -4.55 11.45 3.45 9.126900 14.11.2019 19:16:11
CNY 18.02.2020 1 0 20 000 000 -0.110460 0.269619 0.079579 -4.65 11.35 3.35 9.126900 14.11.2019 19:16:11
CNY 18.02.2020 2 20 000 000 100 000 000 -0.110460 0.269619 0.079579 -4.65 11.35 3.35 9.126900 14.11.2019 19:16:11
CNY 18.02.2020 3 100 000 000 -0.110460 0.269619 0.079579 -4.65 11.35 3.35 9.126900 14.11.2019 19:16:11
CNY 18.05.2020 1 0 20 000 000 0.017116 0.294674 0.155895 0.37 6.37 3.37 9.126900 14.11.2019 19:16:11
CNY 18.05.2020 2 20 000 000 100 000 000 0.017116 0.294674 0.155895 0.37 6.37 3.37 9.126900 14.11.2019 19:16:11
CNY 18.05.2020 3 100 000 000 0.017116 0.294674 0.155895 0.37 6.37 3.37 9.126900 14.11.2019 19:16:11
EUR 18.11.2019 1 0 700 000 000 -0.192200 0.271000 0.039400 -33.19 46.81 6.81 70.449500 14.11.2019 19:16:11
EUR 18.11.2019 2 700 000 000 3 500 000 000 -0.192200 0.271000 0.039400 -33.19 46.81 6.81 70.449500 14.11.2019 19:16:11
EUR 18.11.2019 3 3 500 000 000 -0.192200 0.271000 0.039400 -33.19 46.81 6.81 70.449500 14.11.2019 19:16:11
EUR 19.11.2019 1 0 700 000 000 -0.062900 0.168700 0.052900 -8.15 21.85 6.85 70.449500 14.11.2019 19:16:11
EUR 19.11.2019 2 700 000 000 3 500 000 000 -0.062900 0.168700 0.052900 -8.15 21.85 6.85 70.449500 14.11.2019 19:16:11
EUR 19.11.2019 3 3 500 000 000 -0.062900 0.168700 0.052900 -8.15 21.85 6.85 70.449500 14.11.2019 19:16:11
EUR 25.11.2019 1 0 700 000 000 -0.096100 0.367100 0.135500 -4.98 19.02 7.02 70.449500 14.11.2019 19:16:11
EUR 25.11.2019 2 700 000 000 3 500 000 000 -0.096100 0.367100 0.135500 -4.98 19.02 7.02 70.449500 14.11.2019 19:16:11
EUR 25.11.2019 3 3 500 000 000 -0.096100 0.367100 0.135500 -4.98 19.02 7.02 70.449500 14.11.2019 19:16:11
EUR 02.12.2019 1 0 700 000 000 -0.090900 0.565400 0.237200 -2.77 17.23 7.23 70.449500 14.11.2019 19:16:11
EUR 02.12.2019 2 700 000 000 3 500 000 000 -0.090900 0.565400 0.237200 -2.77 17.23 7.23 70.449500 14.11.2019 19:16:11
EUR 02.12.2019 3 3 500 000 000 -0.090900 0.565400 0.237200 -2.77 17.23 7.23 70.449500 14.11.2019 19:16:11
EUR 18.12.2019 1 0 700 000 000 0.068200 0.832500 0.450300 1.07 13.07 7.07 70.449500 14.11.2019 19:16:11
EUR 18.12.2019 2 700 000 000 3 500 000 000 0.068200 0.832500 0.450300 1.07 13.07 7.07 70.449500 14.11.2019 19:16:11
EUR 18.12.2019 3 3 500 000 000 0.068200 0.832500 0.450300 1.07 13.07 7.07 70.449500 14.11.2019 19:16:11
EUR 20.01.2020 1 0 700 000 000 0.412700 1.431800 0.922300 3.24 11.24 7.24 70.449500 14.11.2019 19:16:11
EUR 20.01.2020 2 700 000 000 3 500 000 000 0.412700 1.431800 0.922300 3.24 11.24 7.24 70.449500 14.11.2019 19:16:11
EUR 20.01.2020 3 3 500 000 000 0.412700 1.431800 0.922300 3.24 11.24 7.24 70.449500 14.11.2019 19:16:11
EUR 18.02.2020 1 0 700 000 000 0.733400 1.833600 1.283500 4.00 10.00 7.00 70.449500 14.11.2019 19:16:11
EUR 18.02.2020 2 700 000 000 3 500 000 000 0.733400 1.833600 1.283500 4.00 10.00 7.00 70.449500 14.11.2019 19:16:11