APPENDIX 4. SASB METRICS
Code | 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) suspensions related to public release of information and (b) pauses related to volatility | (1) Number, (2) minutes | Partially disclosed | Sustainability Data Trusted and resilient market infrastructure Note: Since 2018, all suspensions last 30 minutes under the updated trading rules, so the average time is always 30 minutes. After a pause of 30 minutes, there is a transition to discrete auction mode. In 2021, not a single suspension was recorded. 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 verified form. | 1 | |
FN-EX-410a.2 | Percentage of trades generated from automated trading systems | % | Disclosed | Sustainability Data Trusted and resilient market infrastructure | 1 | |
FN-EX-410a.3 | Description of alert policy regarding timing and nature of public release of information | ─ | Disclosed | 2021 Sustainability Performance Highlights Responsible investing and sustainable growth Listing Rules of Moscow Exchange | 1 | |
FN-EX-410a.4 | Description of policy to encourage or require listed companies to publicly disclose environmental, social, and governance (ESG) information | ─ | Disclosed | 2021 Sustainability Performance Highlights Sustainability Approaches and Procedures Responsible investing and sustainable growth | 6, | 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 | 6-7, | 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 2021 Annual Report, 2021, pp. 113-117, 146 Conflict of Interest and Corporate Conflict Policy of Moscow Exchange | 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 | Sustainability Data Trusted and resilient market infrastructure | 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 Trusted and resilient market infrastructure | 1 | |
FN-EX-550a.3 | Description of efforts to prevent technology errors, security breaches, and market disruptions | ─ | Disclosed | 2021 Sustainability Performance Highlights Sustainability Approaches and Procedures Trusted and resilient market infrastructure | 1 | |
Activity metrics | ||||||
FN-EX-000.A | Average daily number of trades executed, by product or asset class | Number | Disclosed | 2021 Sustainability Performance Highlights Key indicators Sustainability Data Responsible investing and sustainable growth | 1 | |
FN-EX-000.B | Average daily volume traded, by product or asset class | RUB | Disclosed | 2021 Sustainability Performance Highlights Key indicators | 1 | |