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 22.01.2020 1 0 4 306 -15.57000000 11.27000000 3.22000000 -29.01 20.99 5.99 15 675.52000000 19 594.40000000 20.01.2020 20:18:00
AAPL 22.01.2020 2 4 306 21 532 -15.57000000 11.27000000 3.22000000 -29.01 20.99 5.99 15 675.52000000 19 594.40000000 20.01.2020 20:18:00
AAPL 22.01.2020 3 21 532 -15.57000000 11.27000000 3.22000000 -29.01 20.99 5.99 15 675.52000000 19 594.40000000 20.01.2020 20:18:00
AAPL 28.01.2020 1 0 4 306 -108.64000000 79.25000000 22.89000000 -28.91 21.09 6.09 15 675.52000000 19 594.40000000 20.01.2020 20:18:00
AAPL 28.01.2020 2 4 306 21 532 -108.64000000 79.25000000 22.89000000 -28.91 21.09 6.09 15 675.52000000 19 594.40000000 20.01.2020 20:18:00
AAPL 28.01.2020 3 21 532 -108.64000000 79.25000000 22.89000000 -28.91 21.09 6.09 15 675.52000000 19 594.40000000 20.01.2020 20:18:00
AAPL 04.02.2020 1 0 4 306 -66.89000000 158.58000000 45.85000000 -8.90 21.10 6.10 15 675.52000000 19 594.40000000 20.01.2020 20:18:00
AAPL 04.02.2020 2 4 306 21 532 -66.89000000 158.58000000 45.85000000 -8.90 21.10 6.10 15 675.52000000 19 594.40000000 20.01.2020 20:18:00
AAPL 04.02.2020 3 21 532 -66.89000000 158.58000000 45.85000000 -8.90 21.10 6.10 15 675.52000000 19 594.40000000 20.01.2020 20:18:00
AAPL 20.02.2020 1 0 4 306 -143.82000000 339.33000000 97.76000000 -8.93 21.07 6.07 15 675.52000000 19 594.40000000 20.01.2020 20:18:00
AAPL 20.02.2020 2 4 306 21 532 -143.82000000 339.33000000 97.76000000 -8.93 21.07 6.07 15 675.52000000 19 594.40000000 20.01.2020 20:18:00
AAPL 20.02.2020 3 21 532 -143.82000000 339.33000000 97.76000000 -8.93 21.07 6.07 15 675.52000000 19 594.40000000 20.01.2020 20:18:00
AAPL 23.03.2020 1 0 4 306 -298.55000000 699.95000000 200.70000000 -8.97 21.03 6.03 15 675.52000000 19 594.40000000 20.01.2020 20:18:00
AAPL 23.03.2020 2 4 306 21 532 -298.55000000 699.95000000 200.70000000 -8.97 21.03 6.03 15 675.52000000 19 594.40000000 20.01.2020 20:18:00
AAPL 23.03.2020 3 21 532 -298.55000000 699.95000000 200.70000000 -8.97 21.03 6.03 15 675.52000000 19 594.40000000 20.01.2020 20:18:00
AAPL 20.04.2020 1 0 4 306 -434.83000000 1 014.61000000 289.89000000 -9.00 21.00 6.00 15 675.52000000 19 594.40000000 20.01.2020 20:18:00
AAPL 20.04.2020 2 4 306 21 532 -434.83000000 1 014.61000000 289.89000000 -9.00 21.00 6.00 15 675.52000000 19 594.40000000 20.01.2020 20:18:00
AAPL 20.04.2020 3 21 532 -434.83000000 1 014.61000000 289.89000000 -9.00 21.00 6.00 15 675.52000000 19 594.40000000 20.01.2020 20:18:00
ABRD 22.01.2020 1 0 2 000 -0.11000000 0.07900000 0.02300000 -29.01 20.99 5.99 0.00000000 137.95500000 20.01.2020 20:18:00
ABRD 22.01.2020 2 2 000 2 001 -0.11000000 0.07900000 0.02300000 -29.01 20.99 5.99 0.00000000 137.95500000 20.01.2020 20:18:00
ABRD 22.01.2020 3 2 001 -0.11000000 0.07900000 0.02300000 -29.01 20.99 5.99 0.00000000 137.95500000 20.01.2020 20:18:00
ABRD 28.01.2020 1 0 2 000 -0.76500000 0.55800000 0.16100000 -28.91 21.09 6.09 0.00000000 137.95500000 20.01.2020 20:18:00
ABRD 28.01.2020 2 2 000 2 001 -0.76500000 0.55800000 0.16100000 -28.91 21.09 6.09 0.00000000 137.95500000 20.01.2020 20:18:00
ABRD 28.01.2020 3 2 001 -0.76500000 0.55800000 0.16100000 -28.91 21.09 6.09 0.00000000 137.95500000 20.01.2020 20:18:00
ABRD 04.02.2020 1 0 2 000 -0.47100000 1.11600000 0.32300000 -8.90 21.10 6.10 0.00000000 137.95500000 20.01.2020 20:18:00
ABRD 04.02.2020 2 2 000 2 001 -0.47100000 1.11600000 0.32300000 -8.90 21.10 6.10 0.00000000 137.95500000 20.01.2020 20:18:00
ABRD 04.02.2020 3 2 001 -0.47100000 1.11600000 0.32300000 -8.90 21.10 6.10 0.00000000 137.95500000 20.01.2020 20:18:00
ABRD 20.02.2020 1 0 2 000 -1.01300000 2.38900000 0.68800000 -8.93 21.07 6.07 0.00000000 137.95500000 20.01.2020 20:18:00
ABRD 20.02.2020 2 2 000 2 001 -1.01300000 2.38900000 0.68800000 -8.93 21.07 6.07 0.00000000 137.95500000 20.01.2020 20:18:00
ABRD 20.02.2020 3 2 001 -1.01300000 2.38900000 0.68800000 -8.93 21.07 6.07 0.00000000 137.95500000 20.01.2020 20:18:00
ABRD 23.03.2020 1 0 2 000 -2.10200000 4.92800000 1.41300000 -8.97 21.03 6.03 0.00000000 137.95500000 20.01.2020 20:18:00
ABRD 23.03.2020 2 2 000 2 001 -2.10200000 4.92800000 1.41300000 -8.97 21.03 6.03 0.00000000 137.95500000 20.01.2020 20:18:00
ABRD 23.03.2020 3 2 001 -2.10200000 4.92800000 1.41300000 -8.97 21.03 6.03 0.00000000 137.95500000 20.01.2020 20:18:00
ABRD 20.04.2020 1 0 2 000 -3.06100000 7.14300000 2.04100000 -9.00 21.00 6.00 0.00000000 137.95500000 20.01.2020 20:18:00
ABRD 20.04.2020 2 2 000 2 001 -3.06100000 7.14300000 2.04100000 -9.00 21.00 6.00 0.00000000 137.95500000 20.01.2020 20:18:00
ABRD 20.04.2020 3 2 001 -3.06100000 7.14300000 2.04100000 -9.00 21.00 6.00 0.00000000 137.95500000 20.01.2020 20:18:00
ACKO 22.01.2020 1 0 2 000 -0.00480000 0.00350000 0.00100000 -29.01 20.99 5.99 0.00000000 6.07800000 20.01.2020 20:18:00
ACKO 22.01.2020 2 2 000 2 001 -0.00480000 0.00350000 0.00100000 -29.01 20.99 5.99 0.00000000 6.07800000 20.01.2020 20:18:00
ACKO 22.01.2020 3 2 001 -0.00480000 0.00350000 0.00100000 -29.01 20.99 5.99 0.00000000 6.07800000 20.01.2020 20:18:00
ACKO 28.01.2020 1 0 2 000 -0.03370000 0.02460000 0.00710000 -28.91 21.09 6.09 0.00000000 6.07800000 20.01.2020 20:18:00
ACKO 28.01.2020 2 2 000 2 001 -0.03370000 0.02460000 0.00710000 -28.91 21.09 6.09 0.00000000 6.07800000 20.01.2020 20:18:00
ACKO 28.01.2020 3 2 001 -0.03370000 0.02460000 0.00710000 -28.91 21.09 6.09 0.00000000 6.07800000 20.01.2020 20:18:00
ACKO 04.02.2020 1 0 2 000 -0.02070000 0.04920000 0.01420000 -8.90 21.10 6.10 0.00000000 6.07800000 20.01.2020 20:18:00
ACKO 04.02.2020 2 2 000 2 001 -0.02070000 0.04920000 0.01420000 -8.90 21.10 6.10 0.00000000 6.07800000 20.01.2020 20:18:00
ACKO 04.02.2020 3 2 001 -0.02070000 0.04920000 0.01420000 -8.90 21.10 6.10 0.00000000 6.07800000 20.01.2020 20:18:00
ACKO 20.02.2020 1 0 2 000 -0.04460000 0.10530000 0.03030000 -8.93 21.07 6.07 0.00000000 6.07800000 20.01.2020 20:18:00
ACKO 20.02.2020 2 2 000 2 001 -0.04460000 0.10530000 0.03030000 -8.93 21.07 6.07 0.00000000 6.07800000 20.01.2020 20:18:00
ACKO 20.02.2020 3 2 001 -0.04460000 0.10530000 0.03030000 -8.93 21.07 6.07 0.00000000 6.07800000 20.01.2020 20:18:00
ACKO 23.03.2020 1 0 2 000 -0.09260000 0.21710000 0.06230000 -8.97 21.03 6.03 0.00000000 6.07800000 20.01.2020 20:18:00
ACKO 23.03.2020 2 2 000 2 001 -0.09260000 0.21710000 0.06230000 -8.97 21.03 6.03 0.00000000 6.07800000 20.01.2020 20:18:00