Risk Parameters

Swaps indicative rates

Date Asset Number of days Indicative rate, % per annum Indicative rate, rub
06.12.2021 CHFRUBTODTOM 1 8.02 0.01756949
06.12.2021 HKDRUBTODTOM 1 7.23 0.00187940
06.12.2021 JPYRUBTODTOM 1 7.39 0.01321089
06.12.2021 BYNRUBTODTOM 1 0.00 0.00000000
06.12.2021 KZTRUBTODTOM 1 -12.10 -0.00558589
06.12.2021 GLDRUBTODTOM 1 7.92 0.91794210
06.12.2021 GBPRUBTODTOM 1 7.19 0.01929508
06.12.2021 USDRUB_WAP0 1 0.00 0.00000000
06.12.2021 XAURUBTODTOM 1 7.92 28.55121225
06.12.2021 SLVRUBTODTOM 1 7.92 0.01147688
06.12.2021 USDRUB_WAPV 1 0.00 0.00000000
06.12.2021 EURRUB_FIX0 1 7.85 0.01794736
06.12.2021 CNYRUBTODTOM 1 5.40 0.00171724
06.12.2021 EUR000TODTOM 1 7.84 0.01792450
06.12.2021 TRYRUBTODTOM 1 -9.29 -0.00136591
06.12.2021 USDRUB_FIX0 1 7.21 0.01461420
06.12.2021 USD000TODTOM 1 7.21 0.01461420
06.12.2021 EURRUB_TOM1D 2 7.85 0.03589472
06.12.2021 CNYRUB_TOM1D 2 5.40 0.00343449
06.12.2021 GLDRUB_TOM1D 2 7.92 1.83588421
06.12.2021 USDRUB_TOM1D 2 7.21 0.02922839
06.12.2021 KZTRUB_TOM1D 2 -7.24 -0.00668460
06.12.2021 XAURUB_TOM1D 2 7.92 57.10242449
06.12.2021 SLVRUB_TOM1D 2 7.92 0.02295377
06.12.2021 KZTRUB_TOM1W 8 -11.86 -0.04380077
06.12.2021 USDRUB_TOM1W 8 7.37 0.11950804
06.12.2021 SLVRUB_TOM1W 8 7.64 0.08856908
06.12.2021 GLDRUB_TOM1W 8 7.24 6.71303115
06.12.2021 CNYRUB_TOM1W 8 5.20 0.01322914
06.12.2021 EURRUB_TOM1W 8 8.01 0.14650531
06.12.2021 USDRUB_TOM2W 15 7.59 0.23076646
06.12.2021 CNYRUB_TOM2W 15 5.32 0.02537706
06.12.2021 KZTRUB_TOM2W 15 -11.59 -0.08025678
06.12.2021 EURRUB_TOM2W 15 8.24 0.28258516
06.12.2021 SLVRUB_TOM1M 34 7.99 0.39366288
06.12.2021 CNYRUB_TOM1M 34 4.91 0.05308829
06.12.2021 USDRUB_TOM1M 34 7.76 0.53478633
06.12.2021 EURRUB_TOM1M 34 9.12 0.70893208
06.12.2021 KZTRUB_TOM1M 34 -2.86 -0.04489025
06.12.2021 GLDRUB_TOM1M 34 7.92 31.21003154
06.12.2021 EURRUB_TOM2M 63 9.03 1.30064619
06.12.2021 KZTRUB_TOM2M 63 -2.42 -0.07038222
06.12.2021 CNYRUB_TOM2M 63 5.03 0.10077362
06.12.2021 USDRUB_TOM2M 63 7.95 1.01519002
06.12.2021 KZTRUB_TOM3M 92 -2.00 -0.08494247
06.12.2021 CNYRUB_TOM3M 92 5.19 0.15184256
06.12.2021 EURRUB_TOM3M 92 9.05 1.90356312
06.12.2021 USDRUB_TOM3M 92 8.05 1.50114750
06.12.2021 GLDRUB_TOM6M 183 8.56 181.55782162
06.12.2021 CNYRUB_TOM6M 183 5.50 0.32007527