ENVIRONMENTALLY FRIENDLY AND TRUSTED MARKET INFRASTRUCTURE
ESG indicator | GRI Standards | SASB | Reporting perimeter | Indicator | Unit of measurement | 2019 | 2020 | 2021 | 2022 | |
|---|---|---|---|---|---|---|---|---|---|---|
E3 | FN-EX-550a.1 (1) | 2 | Number of market disruptions | number | 1 | 1 | 0 | 1 | ||
E3 | FN-EX-550a.1 (2) | 2 | Total downtime of key information systems | hours | 0.08 | 0.7 | 0.0 | 1.1 | ||
E3 | 2 | Availability of IT systems | % | 99.99 | 99.99 | 100 | 99.99 | |||
E3 | 2 | Number of operational risk incidents | number | 28 | 31 | 18 | 24 | |||
E3 | 418-1 | 1 | Number of privacy incidents and data breaches in the reporting year | number | 0 | 0 | 0 | 0 | ||
E3 | 418-1 | 1 | Number of substantiated customer complaints concerning data privacy and information security | number | 0 | 0 | 0 | 0 | ||
E3 | 418-1 | 1 | Number of substantiated government complaints concerning data privacy and information security | number | 0 | 0 | 0 | 0 | ||
E3 | FN-EX-550a.2 (1) | 1 | Number of data breaches | number | 0 | 0 | 0 | 0 | ||
E3 | FN-EX-550a.2 (2) | 1 | Percentage of data breaches involving personally identifiable information | % | 0 | 0 | 0 | 0 | ||
E3 | FN-EX-550a.2 (3) | 1 | Number of clients affected | number | 0 | 0 | 0 | 0 | ||
E3 | 1 | Financial losses incurred because of malfunctions of information security and cybersecurity systems | RUB | – | 0 | 0 | 0 | |||
E3 | FN-EX-410a.1. | 1 | Average duration of trading pauses related to volatility (extreme price change) | minutes | 30 | 30 | – | 30 | ||
E3 | FN-EX-410a.1On 24 February 2022, trading pauses for individual securities lasted more than 30 minutes due to the overlap of discrete index auctions with a discrete security auction. | 1 | Number of trading pauses related to volatility (extreme price change) | number | 1 | 2 | 0 | 3,164 | ||
E3 | FN-EX-410a.2 | 1 | Share of trades generated by automatic trading systems including algorithmic or high-frequency trading systems in the Equity Market | % | 52.0 | 51.4 | 55.3 | 49.1 | ||
E3 | FN-EX-410a.2 | 1 | Share of trades generated by automatic trading systems including algorithmic or high-frequency trading systems in the FX Market | % | 70.7 | 72.9 | 72.1 | 80 | ||
E3 | FN-EX-410a.2 | 1 | Share of trades made by automatic trading systems including algorithmic or high-frequency trading systems in the Derivatives Market | % | 59.7 | 61.9 | 66 | 63.3 |