ENVIRONMENTALLY FRIENDLY AND TRUSTED MARKET INFRASTRUCTURE

ESG indicator

GRI Standards

SASB

Recommendations of the Ministry of Economic Development of the Russian Federation

Reporting perimeter

Indicator

Unit of measurement

2019

2020

2021

2022

2023

Information security

E2

418-1

1

Number of privacy incidents and data breaches in the reporting year

number

0

0

0

0

0

E2

418-1

1

Number of substantiated customer complaints concerning data privacy and information security

number

0

0

0

0

0

E2

418-1

1

Number of substantiated government complaints concerning data privacy and information security

number

0

0

0

0

0

E2

FN-EX-550a.2 (1)

1

Number of data breaches

number

0

0

0

0

0

E2

FN-EX-550a.2 (2)

1

Percentage of data breaches involving personally identifiable information

%

0

0

0

0

0

E2

FN-EX-550a.2 (3)

1

Number of clients affected

number

0

0

0

0

0

E2

1

Financial losses incurred because of malfunctions of information security and cybersecurity systems

RUB

0

0

0

0

Sustainable technological development

E3

FN-EX-550a.1 (1)

2

Number of market disruptions

number

1

1

0

1

1

E3

FN-EX-550a.1 (2)

2

Total downtime of key information systems

hours

0.08

0.7

0.0

1.1

2.62

E3

2

Availability of IT systems

%

99.99

99.99

100

99.99

99.98

E3

201-2

12

1

Indicator of economic vulnerability of economic and other activities to climate risks

%

0

0

0

-0.021

E3

2

Number of operational risk incidents

number

28

31

18

24

37

E3

FN-EX-410a.1.

1

Average duration of trading pauses related to volatility (extreme price change or erratic trading)

minutes

30

30

30

30

E3

FN-EX-410a.1

1

Number of trading pauses related to volatility (extreme price change or erratic trading)

number

1

2

0

3,164

609

E3

FN-EX-410a.2

1

Share of trades generated by automatic trading systems including algorithmic or high-frequency trading systems in the Equity Market

%

52.0

51.4

55.3

49.1

34.5

E3

FN-EX-410a.2

1

Share of trades generated by automatic trading systems including algorithmic or high-frequency trading systems in the FX Market

%

70.7

72.9

72.1

80.0

81.0

E3

FN-EX-410a.2

1

Share of trades made by automatic trading systems including algorithmic or high-frequency trading systems in the Derivatives Market

%

59.7

61.9

66.0

63.3

60.4