Fond Market Interest Rate Risk Parameters

Fond Market Interest Rate Risk Parameters

Security Settlement Date Range Range start, sec Range end, sec Lower limit, RUB Upper limit, RUB Settlement REPO rate, RUB Lower limit, % Upper limit, % Settlement REPO rate, % Discounted Settlement Price, RUB. Settlement Price, RUB Date and time of change
AAPL 01.06.2020 1 0 4 306 -54.86000000 38.13000000 10.23000000 -29.50 20.50 5.50 18 102.34000000 22 627.92000000 28.05.2020 19:47:23
AAPL 01.06.2020 2 4 306 21 532 -54.86000000 38.13000000 10.23000000 -29.50 20.50 5.50 18 102.34000000 22 627.92000000 28.05.2020 19:47:23
AAPL 01.06.2020 3 21 532 -54.86000000 38.13000000 10.23000000 -29.50 20.50 5.50 18 102.34000000 22 627.92000000 28.05.2020 19:47:23
AAPL 05.06.2020 1 0 4 306 -128.37000000 88.61000000 23.52000000 -29.58 20.42 5.42 18 102.34000000 22 627.92000000 28.05.2020 19:47:23
AAPL 05.06.2020 2 4 306 21 532 -128.37000000 88.61000000 23.52000000 -29.58 20.42 5.42 18 102.34000000 22 627.92000000 28.05.2020 19:47:23
AAPL 05.06.2020 3 21 532 -128.37000000 88.61000000 23.52000000 -29.58 20.42 5.42 18 102.34000000 22 627.92000000 28.05.2020 19:47:23
AAPL 15.06.2020 1 0 4 306 -100.86000000 215.31000000 57.23000000 -9.57 20.43 5.43 18 102.34000000 22 627.92000000 28.05.2020 19:47:23
AAPL 15.06.2020 2 4 306 21 532 -100.86000000 215.31000000 57.23000000 -9.57 20.43 5.43 18 102.34000000 22 627.92000000 28.05.2020 19:47:23
AAPL 15.06.2020 3 21 532 -100.86000000 215.31000000 57.23000000 -9.57 20.43 5.43 18 102.34000000 22 627.92000000 28.05.2020 19:47:23
AAPL 26.06.2020 1 0 4 306 -168.38000000 352.38000000 92.00000000 -9.70 20.30 5.30 18 102.34000000 22 627.92000000 28.05.2020 19:47:23
AAPL 26.06.2020 2 4 306 21 532 -168.38000000 352.38000000 92.00000000 -9.70 20.30 5.30 18 102.34000000 22 627.92000000 28.05.2020 19:47:23
AAPL 26.06.2020 3 21 532 -168.38000000 352.38000000 92.00000000 -9.70 20.30 5.30 18 102.34000000 22 627.92000000 28.05.2020 19:47:23
AAPL 29.07.2020 1 0 4 306 -375.90000000 758.60000000 191.35000000 -9.94 20.06 5.06 18 102.34000000 22 627.92000000 28.05.2020 19:47:23
AAPL 29.07.2020 2 4 306 21 532 -375.90000000 758.60000000 191.35000000 -9.94 20.06 5.06 18 102.34000000 22 627.92000000 28.05.2020 19:47:23
AAPL 29.07.2020 3 21 532 -375.90000000 758.60000000 191.35000000 -9.94 20.06 5.06 18 102.34000000 22 627.92000000 28.05.2020 19:47:23
AAPL 27.08.2020 1 0 4 306 -565.20000000 1 108.64000000 271.72000000 -10.13 19.87 4.87 18 102.34000000 22 627.92000000 28.05.2020 19:47:23
AAPL 27.08.2020 2 4 306 21 532 -565.20000000 1 108.64000000 271.72000000 -10.13 19.87 4.87 18 102.34000000 22 627.92000000 28.05.2020 19:47:23
AAPL 27.08.2020 3 21 532 -565.20000000 1 108.64000000 271.72000000 -10.13 19.87 4.87 18 102.34000000 22 627.92000000 28.05.2020 19:47:23
ABRD 01.06.2020 1 0 2 000 -0.31900000 0.22100000 0.05900000 -29.50 20.50 5.50 0.00000000 131.42100000 28.05.2020 19:47:23
ABRD 01.06.2020 2 2 000 2 001 -0.31900000 0.22100000 0.05900000 -29.50 20.50 5.50 0.00000000 131.42100000 28.05.2020 19:47:23
ABRD 01.06.2020 3 2 001 -0.31900000 0.22100000 0.05900000 -29.50 20.50 5.50 0.00000000 131.42100000 28.05.2020 19:47:23
ABRD 05.06.2020 1 0 2 000 -0.74600000 0.51500000 0.13700000 -29.58 20.42 5.42 0.00000000 131.42100000 28.05.2020 19:47:23
ABRD 05.06.2020 2 2 000 2 001 -0.74600000 0.51500000 0.13700000 -29.58 20.42 5.42 0.00000000 131.42100000 28.05.2020 19:47:23
ABRD 05.06.2020 3 2 001 -0.74600000 0.51500000 0.13700000 -29.58 20.42 5.42 0.00000000 131.42100000 28.05.2020 19:47:23
ABRD 15.06.2020 1 0 2 000 -0.58600000 1.25100000 0.33200000 -9.57 20.43 5.43 0.00000000 131.42100000 28.05.2020 19:47:23
ABRD 15.06.2020 2 2 000 2 001 -0.58600000 1.25100000 0.33200000 -9.57 20.43 5.43 0.00000000 131.42100000 28.05.2020 19:47:23
ABRD 15.06.2020 3 2 001 -0.58600000 1.25100000 0.33200000 -9.57 20.43 5.43 0.00000000 131.42100000 28.05.2020 19:47:23
ABRD 26.06.2020 1 0 2 000 -0.97800000 2.04700000 0.53400000 -9.70 20.30 5.30 0.00000000 131.42100000 28.05.2020 19:47:23
ABRD 26.06.2020 2 2 000 2 001 -0.97800000 2.04700000 0.53400000 -9.70 20.30 5.30 0.00000000 131.42100000 28.05.2020 19:47:23
ABRD 26.06.2020 3 2 001 -0.97800000 2.04700000 0.53400000 -9.70 20.30 5.30 0.00000000 131.42100000 28.05.2020 19:47:23
ABRD 29.07.2020 1 0 2 000 -2.18300000 4.40600000 1.11100000 -9.94 20.06 5.06 0.00000000 131.42100000 28.05.2020 19:47:23
ABRD 29.07.2020 2 2 000 2 001 -2.18300000 4.40600000 1.11100000 -9.94 20.06 5.06 0.00000000 131.42100000 28.05.2020 19:47:23
ABRD 29.07.2020 3 2 001 -2.18300000 4.40600000 1.11100000 -9.94 20.06 5.06 0.00000000 131.42100000 28.05.2020 19:47:23
ABRD 27.08.2020 1 0 2 000 -3.28300000 6.43900000 1.57800000 -10.13 19.87 4.87 0.00000000 131.42100000 28.05.2020 19:47:23
ABRD 27.08.2020 2 2 000 2 001 -3.28300000 6.43900000 1.57800000 -10.13 19.87 4.87 0.00000000 131.42100000 28.05.2020 19:47:23
ABRD 27.08.2020 3 2 001 -3.28300000 6.43900000 1.57800000 -10.13 19.87 4.87 0.00000000 131.42100000 28.05.2020 19:47:23
ACKO 01.06.2020 1 0 2 000 -0.01240000 0.00860000 0.00230000 -29.50 20.50 5.50 0.00000000 5.09690000 28.05.2020 19:47:23
ACKO 01.06.2020 2 2 000 2 001 -0.01240000 0.00860000 0.00230000 -29.50 20.50 5.50 0.00000000 5.09690000 28.05.2020 19:47:23
ACKO 01.06.2020 3 2 001 -0.01240000 0.00860000 0.00230000 -29.50 20.50 5.50 0.00000000 5.09690000 28.05.2020 19:47:23
ACKO 05.06.2020 1 0 2 000 -0.02890000 0.02000000 0.00530000 -29.58 20.42 5.42 0.00000000 5.09690000 28.05.2020 19:47:23
ACKO 05.06.2020 2 2 000 2 001 -0.02890000 0.02000000 0.00530000 -29.58 20.42 5.42 0.00000000 5.09690000 28.05.2020 19:47:23
ACKO 05.06.2020 3 2 001 -0.02890000 0.02000000 0.00530000 -29.58 20.42 5.42 0.00000000 5.09690000 28.05.2020 19:47:23
ACKO 15.06.2020 1 0 2 000 -0.02270000 0.04850000 0.01290000 -9.57 20.43 5.43 0.00000000 5.09690000 28.05.2020 19:47:23
ACKO 15.06.2020 2 2 000 2 001 -0.02270000 0.04850000 0.01290000 -9.57 20.43 5.43 0.00000000 5.09690000 28.05.2020 19:47:23
ACKO 15.06.2020 3 2 001 -0.02270000 0.04850000 0.01290000 -9.57 20.43 5.43 0.00000000 5.09690000 28.05.2020 19:47:23
ACKO 26.06.2020 1 0 2 000 -0.03790000 0.07940000 0.02070000 -9.70 20.30 5.30 0.00000000 5.09690000 28.05.2020 19:47:23
ACKO 26.06.2020 2 2 000 2 001 -0.03790000 0.07940000 0.02070000 -9.70 20.30 5.30 0.00000000 5.09690000 28.05.2020 19:47:23
ACKO 26.06.2020 3 2 001 -0.03790000 0.07940000 0.02070000 -9.70 20.30 5.30 0.00000000 5.09690000 28.05.2020 19:47:23
ACKO 29.07.2020 1 0 2 000 -0.08470000 0.17090000 0.04310000 -9.94 20.06 5.06 0.00000000 5.09690000 28.05.2020 19:47:23
ACKO 29.07.2020 2 2 000 2 001 -0.08470000 0.17090000 0.04310000 -9.94 20.06 5.06 0.00000000 5.09690000 28.05.2020 19:47:23