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 | |