TRUSTED AND RESILIENT MARKET INFRASTRUCTURE

Indicator

Unit of measurement

2019

2020

2021

Reporting perimeter

FN-EX-550a.1

(1) Number of market disruptions

number

1

1

0

2

FN-EX-550a.1

(2) Total downtime of key information systems

hours

0.08

0.70

0

2

Availability of IT systems

%

99.99

99.99

100

2

Number of operational risk incidents

number

28

31

18

2

Number of privacy incidents and data breaches in the reporting year

number

0

0

0

1

418-1

Number of substantiated customer complaints concerning data privacy and information security

number

0

0

0

1

Number of substantiated government complaints concerning data privacy and information security

number

00' means no claim with a high probability of a negative outcome.

0

0

1

FN-EX-550a.2

(1) Number of data breaches

number

0

0

0

1

FN-EX-550a.2

(2) Percentage of data breaches involving personally identifiable information

%

0

0

0

1

FN-EX-550a.2

(3) Number of clients affected

number

0

0

0

1

Financial losses incurred as a result of malfunctions of information security and cybersecurity systems

RUB

-

0

0

1

FN-EX-410a.1

Average duration of trading pausesSince 2018, a suspension of trading lasts 30 minutes according to the updated trading rules, so the average time is always 30 minutes. After a suspension of 30 minutes, there is a transition to discrete auction mode. related to volatility

minutes

30

30

0

1

FN-EX-410a.1

Number of trading pausesTrading pauses may include temporary short-term (e.g., five minutes) suspensions of trading by the company due to extreme volatility. related to volatility

number

1

2

0In 2021 no trading pauses were detected.

1

FN-EX-410a.2

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

%

52

51.4

55.3

1

FN-EX-410a.2

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

%

15.2

20.4

18.1

1

FN-EX-410a.2

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

%

59.7

61.9

66

1