Moscow Exchange Financial Growth Presentation
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 3,2 RUB trln
(2019)
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
Ex-dividend
14.6 14.6
13.9
Ex-dividend 12.8
8.2
5.6
◉
NCC cleared ADTV 2,9 RUB trln
(2019)
RUB trn
☐
☐
◉
NCC served as a CCP for 92% of
trading volumes it cleared in 2019
BBB local currency rating from Fitch
The target NCC capital for 2019 is
~RUB 66 bln (the level of 1 Jan 2019)
As of 1 Dec 2020, N1 ccp is 151.7%
61.0
52.7
45.0
39.4
36.4
31.7
24.9
21.8
12.3
31 31 31 31 31 31 31 31 30
Dec Dec Dec Dec Dec Dec Dec Dec Nov
2012 2013 2014 2015 2016 2017 2018 2019 2020
National Clearing Centre (NCC)
proprietary funds (capital)¹
National Settlement Depository
(NSD) proprietary capital³
RUB bln
38.5
8.6
28.8
7.7
13.2
1 Jan 1 Apr 1 Jul 1 Oct 1 Jan 1 Apr 1 Jul 1 Oct
2019 2019 2019 2019 2020 2020 2020 2020
Regulatory requirement: 6 RUB bln
RUB bln
79.4
70.5
64.7
61.5
56.6 56.4
1 Jan 1 Jan 1 Jan 1 Jan 1 Jan 1 Jan 1 Jan 1 Jan 1 Dec
2013 2014 2015 2016 2017 2018 2019 2020 2020
Regulatory requirement: 66 RUB bln
11.3
11.7
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 Dec
2013 2014 2015 2016 2017 2018 2019 2020 2020
Regulatory requirement: 9 RUB bln
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
☑
MOSCOW
Source: Moscow Exchange
EXCHANGE 1
2
3
4
Figures in accordance with Russian Accounting Standards as reported to and disclosed by the CBR on a monthly basis
Numerator of the regulatory ratio (100% requirement)View entire presentation