3Q 2021 Financial Overview
Robust and trusted infrastructure
Trading platform, NCC as the Central Counterparty (CCP) and NSD as the Central Securities Depository (CSD)
TRADING
CLEARING
SETTLEMENT & DEPOSITORY
Assets on deposit²
■
MOEX markets ADTV 3,8 RUB trln
(2020)
Pre-order validation (100+ risk check
scenarios) ensures integrity of trades
World class latency of 200-300
microseconds
>500 trading members
(all markets)
Trading venue's net proprietary
funds (Regulated since 3Q2019)
RUB bln
◉
☐
☐
☐
NCC cleared ADTV 3,2 RUB trln
(2020)
NCC served as a CCP for 93% of
trading volumes it cleared in 2020
BBB local currency rating from Fitch
The target NCC capital for 2021 is
~RUB 67 bln
As of 30 Oct 2021, N1 ccp is 141.2%
RUB trn
73.7
63.6
52.7
39.4 45.0
31.7 36.4
21.8 24.9
12.3
31 31 31 31 31 31 31 31 31 31
Dec Dec Dec Dec Dec Dec Dec Dec Dec Oct
2012 2013 2014 2015 2016 2017 2018 2019 2020 2021
National Clearing Centre (NCC)
proprietary funds (capital)1
RUB bln
National Settlement Depository
(NSD) proprietary capital³
RUB bln
Ex-dividend
17.8 18.9
14.6 14.6
13.9
38.5
12.8
11.1
28.8
8.2
7.7 8.6
9.9
5.6
13.2
1 Jan 1 Apr 1 Jul 1 Oct 1 Jan 1 Apr 1 Jul 1 Oct 1 Jan 1 Apr 1 Jul 1 Oct
I 2019 2019 2019 2019 2020 2020 2020 2020 2021 2021 2021 2021
I Regulatory requirement: 6 RUB bln
70.5 73.2
77.2
61.5
64.7
56.6 56.4
13.8
12.1
11.3
9.4
9.7
8.8 8.9 8.9
7.3
6.0
1 Jan 1 Jan 1 Jan 1 Jan 1 Jan 1 Jan 1 Jan 1 Jan 1 Jan 1 Nov
2013 2014 2015 2016 2017 2018 2019 2020 2021 2021
1 Jan 1 Jan 1 Jan
2013 2014 2015
1 Jan 1 Jan 1 Jan 1 Jan 1 Jan 1 Jan 1 Nov
2016 2017 2018 2019 2020 2021 2021
Regulatory requirement: 67 RUB bln
Regulatory requirement: 10 RUB bln
☑
MOSCOW
Source: Moscow Exchange
EXCHANGE 1
2
Figures for 1 Jan 20XX are from the audited financial reports prepared in accordance with RAS. The latest figure is as reported by the CBR on a monthly basis. 5
Assets on deposit based on Company's operational data
3
Figures in accordance with Russian Accounting Standards as reported to and disclosed by the CBR on a monthly basis
4
Numerator of the regulatory ratio (100% requirement)View entire presentation