3Q 2021 Financial Overview

+14% ☑ MOSCOW EXCHANGE days 3Q 2021 29% Money Market: recent trends Money Market ADTV RUB bln Average repo term dynamics Repo with the CBR Repo with the Federal Treasury +15.7% High share of CCP repo¹ Deposit and credit operations Single-security repo with CCP volume, % GCC repo with CCP Interdealer repo GCC repo with CCP Single-security repo with CCP Interdealer repo 1,990 1,830 1,813 1,720 10% 94% 10% 1,535 14% 4% 11% 7% 9% -8% 12% 4% 13% 67% -7% 67% 70% 74% 72% -3% 6% -4% 58% 55% 58% 55% 59% 19% 20% 20% 16% 17% 3Q'20 4Q'20 1Q'21 2Q'21 3Q'21 11% 9% 7% 6% 6% 3Q'20 4Q'20 1Q'21 2Q'21 3Q'21 Overall on-exchange repo GCC repo (incl. deposits with CCP) 5,000 3Q'20 4.6 3Q'20 4.9 4,000 4Q'20 4.8 4Q'20 6.0 3,000 1Q'21 7.5 1Q'21 6.9 2,000 2Q'21 5.8 2Q'21 7.4 1,000 3Q'21 5.3 3Q'21 6.6 0 +35% Source: Moscow Exchange 1 Excluding Non-CCP repo volumes with the CBR and the Federal Treasury Jan-19 22% 24% 24% 21% 22% Stable to growing open interest supports F&C income¹ RUB bln ■Interdealer repo Single-security repo with CCP GCC repo with CCP Feb-19 Mar-19 May-19 Jun-19 Jul-19 Aug-19 Sep-19 Oct-19 Nov-19 Dec-19 Jan-20 Feb-20 Apr-20 May-20 Jun-20 Jul-20 Aug-20 Sep-20 Oct-20 Nov-20 Dec-20 Jan-21 Mar-21 Apr-21 May-21 Jun-21 Jul-21 Aug-21 Sep-21 48

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