APPENDIX 4. SASB METRICS

Security & Commodity Exchanges (2018)

Code

Accounting metric

Unit of measurement

Disclosure status

Section

Page

Scope

Promoting transparent and efficient capital markets

FN-EX-410a.1

(1) Number and (2) average duration of (a) halts related to public release of information and (b) pauses related to volatility

(1) Number,

(2) Minutes

Partially disclosed

Sustainability Data

Environmentally friendly and trusted market infrastructure

Due to the absence of regulatory requirements, Moscow Exchange does not collect statistics on trading suspensions that occurred due to material events in accordance with the requirements specified in the SASB standards. As such, the Exchange cannot disclose these indicators in a verified form

82

1

FN-EX-410a.2

Percentage of trades generated from automated trading systems

%

Disclosed

Sustainability Data

Environmentally friendly and trusted market infrastructure

82

1

FN-EX-410a.3

Description of alert policy regarding timing and nature of public release of information

-

Disclosed

2023 Sustainability Performance Highlights

Advanced practices of responsible investing

Listing Rules of Moscow

Exchange

45, 126

1

FN-EX-410a.4

Description of policy to encourage or require listed companies to publicly disclose environmental, social, and governance (ESG) information

-

Disclosed

2023 Sustainability Performance Highlights

Sustainability Approaches and Procedures

Advanced practices of responsible investing

50, 53, 128

1

Managing conflicts of interest

FN-EX-510a.1

Total amount of monetary losses as a result of legal proceedings associated with fraud, insider trading, anti-trust, anti-competitive behavior, market manipulation, malpractice, or other related financial industry laws or regulations

RUB

Disclosed

Sustainability Data

Advanced governance and responsible business practices

64

1

FN-EX-510a.2

Discussion of processes for identifying and assessing conflicts of interest

-

Disclosed

Sustainability Approaches and Procedures

Advanced governance and responsible business practices

Conflict of Interest and Corporate Conflict Policy of Moscow Exchange

103

1

Managing business continuity and technology risks

FN-EX-550a.1

(1) Number of significant market disruptions and (2) duration of downtime

Hours

(h)

Disclosed

2023 Sustainability Performance Highlights

Sustainability Data

Environmentally friendly and trusted market infrastructure

40, 82

1

FN-EX-550a.2

(1) Number of data breaches, (2) percentage involving personally identifiable information (PII), (3) number of customers affected

Number,

Percentage (%)

Disclosed

Sustainability Data

Environmentally friendly and trusted market infrastructure

82

1

FN-EX-550a.3

Description of efforts to prevent technology errors, security breaches, and market disruptions

-

Disclosed

2023 Sustainability Performance Highlights

Sustainability Approaches and Procedures

Environmentally friendly and trusted market infrastructure

39–41, 122–123

1

Activity metrics

FN-EX-000.A

Average daily number of trades executed, by product or asset class

Number

Disclosed

2023 Sustainability Performance Highlights

Moscow Exchange Group Profile

Sustainability Data

Advanced practices of responsible investing

23, 90

1

FN-EX-000.B

Average daily volume traded, by product or asset class

RUB

Disclosed

2023 Sustainability Performance Highlights

Moscow Exchange Group Profile

Sustainability Data

Advanced practices of responsible investing

23, 90

1