ADVANCED PRACTICES OF RESPONSIBLE INVESTING
ESG indicator | GRI Standards | SASB | Reporting perimeter | Indicator | Unit of measurement | 2019 | 2020 | 2021 | 2022 | |
|---|---|---|---|---|---|---|---|---|---|---|
A1 | 2 | Market capitalisation (at year end) | RUB billion | 245.5 | 362.5 | 348.0 | 215.2 | |||
A1 | 1 | Operating income | RUB billion | 43.2 | 48.6 | 54.9 | 83.5 | |||
A1 | 1 | Dividend per share | RUB | 7.70 | 7.93 | 9.45 | – | |||
Market dynamics | ||||||||||
A2 | 2 | Trading volume on all markets | RUB trillion | 798.3 | 947.2 | 1,009.6 | 1,055.7 | |||
A2 | FN-EX-000.B | 2 | Average daily trading volume on all markets | RUB billion | 3,167.7 | 3,788.7 | 3,959.3 | 4,156.1 | ||
A2 | FN-EX-000.A | 2 | Average daily number of transactions on all markets | thousand | 1,517.0 | 3,094.1 | 4,281.6 | 4,136.4 | ||
A2 | 2 | Trading volume on the Equity Market | RUB trillion | 12.4 | 23.9 | 30.0 | 17.6 | |||
A2 | FN-EX-000.B | 2 | Average daily trading volume on the Equity Market | RUB billion | 112.0 | 95.6 | 117.6 | 69.5 | ||
A2 | FN-EX-000.A | 2 | Average daily number of transactions on the Equity Market | thousand | 514.2 | 1,293.5 | 2,141.4 | 2,073.7 | ||
A2 | 2 | Trading volume on the Derivatives Market | RUB trillion | 82.4 | 129.9 | 158.0 | 77.3 | |||
A2 | FN-EX-000.B | 2 | Average daily trading volume on the Derivatives Market | RUB billion | 326.9 | 519.5 | 619.6 | 305.7 | ||
A2 | FN-EX-000.A | 2 | Average daily number of transactions on the Derivatives Market | thousand | 898.3 | 1,488.0 | 1,536.0 | 1,385.3 | ||
A2 | 2 | Trading volume on the Bond Market | RUB trillion | 28.2 | 30.6 | 22.4 | 19.6 | |||
A2 | FN-EX-000.B | 2 | Average daily trading volume on the Bond Market | RUB billion | 112.0 | 122.5 | 88.0 | 77.6 | ||
A2 | FN-EX-000.A | 2 | Average daily number of transactions on the Bond Market | thousand | 21.1 | 46.5 | 62.9 | 76.6 | ||
A2 | 2 | Trading volume on the FX Market | RUB trillion | 308.3 | 328.9 | 319.8 | 263.3 | |||
A2 | FN-EX-000.B | 2 | Average daily trading volume on the FX Market | RUB billion | 1,223.3 | 1,315.8 | 1,254.1 | 1,040.7 | ||
A2 | FN-EX-000.A | 2 | Average daily number of transactions on the FX Market | thousand | 72.3 | 232.5 | 445.5 | 434.7 | ||
A2 | 2 | Trading volume on the Money Market (excluding CMS repo) | RUB trillion | 346.3 | 426.8 | 474.0 | 668.4 | |||
A2 | FN-EX-000.B | 2 | Average daily trading volume on the Money Market | RUB billion | 1,374.4 | 1,707.1 | 1,859.0 | 2,642.0 | ||
A2 | FN-EX-000.A | 2 | Average daily number of transactions on the Money Market | thousand | 11.1 | 33.6 | 95.8 | 166.2 | ||
A2 | 2 | Trading volume on the Commodity Market | RUB billion | 492.6 | 77.9 | 223.8 | 193.6 | |||
A2 | FN-EX-000.B | 2 | Average daily trading volume on the Commodity Market | RUB billion | 2.0 | 0.3 | 0.9 | 0.8 | ||
A2 | FN-EX-000.A | 2 | Average daily number of transactions on the Commodity Market | thousand | 0.03 | 0.04 | 0.13 | 3.56 | ||
A2 | 2 | Share of international investors in the total trading volume on the Equity MarketShare of international investors for 2022 reflects the activity of international investors only for the first two months of the year, which is not indicative of the results of the full year. | % | 49 | 46 | 48 | not indicative | |||
A2 | 2 | Share of international investors in the total trading volume on the Derivatives Market | % | 49 | 49 | 48 | not indicative | |||
A2 | 2 | Share of international investors in the total trading volume on the Bond Market | % | 13 | 16 | 13 | not indicative | |||
A2 | 2 | Share of international investors in the total trading volume on the FX Market | % | 12 | 18 | 16 | not indicative | |||
A2 | 2 | Share of international investors in the total trading volume on the Money Market | % | 13 | 11 | 9 | not indicative | |||
A2 | 2 | Corporate bonds placement volume | RUB trillion | 3.2 | 4.0 | 3.3 | 2.7 | |||
A2 | 2 | Corporate IPO/SPO volume | RUB billion | 455.4 | 260.4 | 513.0 | 3.1 | |||
Sustainable financial instruments | ||||||||||
A3 | 2 | SME bond offering volumes in the Growth sector | RUB billion | 3.1 | 6.4 | 7.9 | 5.6 | |||
A3 | 2 | Number of SME issuers in the Growth sector | number | 15 | 22 | 28 | 33 | |||
A3 | 2 | Secondary trading volumes in the IIM | RUB billion | 58 | 280 | 322 | 225 | |||
A3 | 2 | Number of securities in the IIM | number | 15 | 24 | 28 | 30 | |||
A3 | 2 | Capital raised in the IIM | RUB billion / USD million | – | 17.5 | 12.5/500 | 15.6 | |||
A1 | 2 | Primary offering volumes in the Sustainability sector | RUB billion | 1.9 | 11.5 | 169.4 | 106.2 | |||
A1 | 2 | Number of bond issues in the Sustainability sector | number | 6 | 13 | 22 | 27 | |||
A2 | 2 | Number of ESG indices | number | 2 | 2 | 5 | 5 | |||
A2 | 2 | Number of ESG ETFs | number | – | 2 | 6 | 6 | |||