ADVANCED PRACTICES OF RESPONSIBLE INVESTING

ESG indicator

GRI Standards

SASB

Reporting perimeter

Indicator

Unit of measurement

2019

2020

2021

2022

2023

A1

2

Market capitalization (at year end)

RUB billion

245.5

362.5

348.0

215.2

431.3

A1

1

Operating income

RUB billion

43.2

48.6

54.9

83.5

104.7

A1

1

Dividend per share

RUB

7.70

7.93

9.45

4.84

Market dynamics

A2

2

Trading volume on all markets

RUB trillion

798.3

947.2

1,009.6

1,055.7

1,309.8

A2

FN-EX-000.B

2

Average daily trading volume on all markets

RUB billion

3,167.7

3,788.7

3,959.3

4,156.1

5,156.8

A2

FN-EX-000.A

2

Average daily number of transactions on all markets

thousand

1,517.0

3,094.1

4,281.6

4,136.4

5,047.6

A2

2

Trading volume on the Equity Market

RUB trillion

12.4

23.9

30.0

17.6

23.0

A2

FN-EX-000.B

2

Average daily trading volume on the Equity Market

RUB billion

112.0

95.6

117.6

69.5

90.7

A2

FN-EX-000.A

2

Average daily number of transactions on the Equity Market

thousand

514.2

1,293.5

2,141.4

2,073.7

3,159.6

A2

2

Trading volume on the Derivatives Market

RUB trillion

82.4

129.9

158.0

77.3

79.0

A2

FN-EX-000.B

2

Average daily trading volume on the Derivatives Market

RUB billion

326.9

519.5

619.6

305.7

310.9

A2

FN-EX-000.A

2

Average daily number of transactions on the Derivatives Market

thousand

898.3

1,488.0

1,536.0

1,385.3

1,157.6

A2

2

Trading volume on the Bond Market

RUB trillion

28.2

30.6

22.4

19.6

39.9

A2

FN-EX-000.B

2

Average daily trading volume on the Bond Market

RUB billion

112.0

122.5

88.0

77.6

157.1

A2

FN-EX-000.A

2

Average daily number of transactions on the Bond Market

thousand

21.1

46.5

62.9

76.6

138.0

A2

2

Trading volume on the FX Market

RUB trillion

308.3

328.9

319.8

263.3

325.3

A2

FN-EX-000.B

2

Average daily trading volume on the FX Market

RUB billion

1,223.3

1,315.8

1,254.1

1,040.7

1,280.7

A2

FN-EX-000.A

2

Average daily number of transactions on the FX Market

thousand

72.3

232.5

445.5

434.7

304.3

A2

2

Trading volume on the Money Market (excluding CMS repo)

RUB trillion

346.3

426.8

474.0

668.4

837.6

A2

FN-EX-000.B

2

Average daily trading volume on the Money Market

RUB billion

1,374.4

1,707.1

1,859.0

2,642.0

3,297.8

A2

FN-EX-000.A

2

Average daily number of transactions on the Money Market

thousand

11.1

33.6

95.8

166.2

283.7

A2

2

Trading volume on the Commodity Market

RUB billion

492.6

77.9

223.8

193.6

519.7

A2

FN-EX-000.B

2

Average daily trading volume on the Commodity Market

RUB billion

2.0

0.3

0.9

0.8

2.0

A2

FN-EX-000.A

2

Average daily number of transactions on the Commodity Market

thousand

0.03

0.04

0.13

3.56

4.40

A2

2

Share of international investors in the total trading volume on the Equity MarketShare of international investors for 2022-2023 reflects the activity of international investors only for the first two months of the year, which is not indicative of the results of the full year.

%

49

46

48

not indicative

not indicative

A2

2

Share of international investors in the total trading volume on the Derivatives Market

%

49

49

48

not indicative

not indicative

A2

2

Share of international investors in the total trading volume on the Bond Market

%

13

16

13

not indicative

not indicative

A2

2

Share of international investors in the total trading volume on the FX Market

%

12

18

16

not indicative

not indicative

A2

2

Share of international investors in the total trading volume on the Money Market

%

13

11

9

not indicative

not indicative

A2

2

Corporate bonds placement volume

RUB trillion

3.2

4.0

3.3

9.5

24.8

A2

2

Corporate IPO/SPO placement volume

RUB billion

455.4

260.4

513.0

1,189.0

1,535.1

Sustainable financial instruments

A3

2

SME bond offering volumes in the Growth sector

RUB billion

3.1

6.4

7.9

5.6

11.3

A3

2

Number of SME issuers in the Growth sector

number

15

22

28

33

40

A3

2

Secondary trading volumes in the Innovation and Investment Market (IIM)

RUB billion

58

280

322

225

470

A3

2

Number of securities in the IIM

number

15

24

28

30

31

A3

2

Capital raised in the IIM

RUB billion / USD million

17.5

12.5/500

15.6

28.0

A1

2

Primary offering volumes in the Sustainability sector

RUB billion

1.9

11.5

169.4

106.2

140.8

A1

2

Number of bond issues in the Sustainability sector

number

6

13

22

27

32

A2

2

Number of ESG indices

number

2

2

5

5

7

A2

2

Number of ESG ETFs

number

2

6

6

5