Appendix 4. SASB metrics
Code | Accounting metric | Unit of measurement | Disclosure status | Section | Pages |
|---|---|---|---|---|---|
Promoting transparent and efficient capital markets | |||||
FN-EX-410a.1 | (1) Number and (2) average duration of (a) halts related to public release of information and (b) pauses related to volatility | (1) Number, (2) Minutes | Partially disclosed The indicator of trading suspensions related to public release of information is not disclosed due to the lack of accounting for such suspensions | Sustainability Data Environmentally friendly and trusted market infrastructure Due to the absence of regulatory requirements, Moscow Exchange does not collect statistics on trading suspensions that occurred due to material events in accordance with the requirements specified in the SASB standards. As such, the Exchange cannot disclose these indicators in a verified form. | |
FN-EX-410a.2 | Percentage of trades generated from automated trading systems | % | Disclosed | Sustainability Data Environmentally friendly and trusted market infrastructure | |
FN-EX-410a.3 | Description of alert policy regarding timing and nature of public release of information | — | Disclosed | 2024 Sustainability Performance Highlights Advanced practices of responsible investing Listing Rules of Moscow Exchange | |
FN-EX-410a.4 | Description of policy to encourage or require listed entities to publicly disclose environmental, social, and governance (ESG) information | — | Disclosed | 2024 Sustainability Performance Highlights Sustainability Approaches and Procedures Advanced practices of responsible investing | |
Managing conflicts of interest | |||||
FN-EX-510a.1 | Total amount of monetary losses as a result of legal proceedings associated with fraud, insider trading, anti-trust, anti-competitive behavior, market manipulation, malpractice, or other related financial industry laws or regulations | RUB | Disclosed | Sustainability Data Genuine corporate governance and business ethics | |
FN-EX-510a.2 | Discussion of processes for identifying and assessing conflicts of interest | — | Disclosed | Sustainability Approaches and Procedures Genuine corporate governance and business ethics Conflict of Interest and Corporate Conflict Policy of Moscow Exchange | |
Managing business continuity and technology risks | |||||
FN-EX-550a.1 | (1) Number of significant market disruptions and (2) duration of downtime | Number hours, (h) | Disclosed | 2024 Sustainability Performance Highlights Sustainability Data Environmentally friendly and trusted market infrastructure | |
FN-EX-550a.2 | (1) Number of data breaches, (2) percentage that are personal data breaches, (3) number of customers affected | Number, Percentage (%) | Disclosed | Sustainability Data Environmentally friendly and trusted market infrastructure | |
FN-EX-550a.3 | Description of efforts to prevent technology errors, security breaches, and market disruptions | – | Disclosed | 2024 Sustainability Performance Highlights Sustainability Approaches and Procedures Environmentally friendly and trusted market infrastructure | |
Activity metrics | |||||
FN-EX-000.A | Average daily number of trades executed, by product or asset class | Number | Disclosed | 2024 Sustainability Performance Highlights Moscow Exchange Group Profile Sustainability Data Advanced practices of responsible investing | |
FN-EX-000.B | Average daily volume traded, by product or asset class | RUB | Disclosed | 2024 Sustainability Performance Highlights Moscow Exchange Group Profile Sustainability Data Advanced practices of responsible investing | |