Moscow Exchange Sustainability Report 2024

Appendix 6. IFRS S2 index

IFRS S2 Standard Provision

Location in the Report

Pages

Notes

Governance

6 (a): Specify which governing bodies (individuals) are responsible for overseeing the management of climate-related risks and opportunities

2024 Sustainability Performance Highlights

Climate agenda

29

(iii) How and how often the above-governing bodies receive information about climate-related risks and opportunities

2024 Sustainability Performance Highlights

Climate agenda

29

(v) How the above-governing bodies monitor the establishment of climate-related risk and opportunity targets and track progress toward these targets, including whether and how relevant performance metrics are incorporated into the remuneration policy

2024 Sustainability Performance Highlights

Climate agenda

29

6 (b): Describe the role of management in the processes and procedures for managing and supervising climate-related risks and opportunities

2024 Sustainability Performance Highlights

Climate agenda

29

(i) Is this role delegated to a specific executive or collective governing body (committee, etc.), and how is oversight conducted over such an individual or body

2024 Sustainability Performance Highlights

Climate agenda

29

Strategy

10 (a): List the climate-related risks and opportunities that may affect the organization’s prospects

2024 Sustainability Performance Highlights

Climate agenda

32-41

10 (b): For each climate-related risk identified by the organization, indicate whether the risk is a physical or transitional risk

2024 Sustainability Performance Highlights

Climate agenda

32-41

10 (c): For each identified climate-related risk of the organization, specify the time horizon (short-term, medium-term, long-term) in which the effects of these risks are expected to materialize

2024 Sustainability Performance Highlights

Climate agenda

32-41

13 (a): Describe the current and expected impact of climate-related risks on the organization’s business model and value chain

2024 Sustainability Performance Highlights

Climate agenda

32-41

14 (a): Specify how the organization plans to achieve its climate-related risk and opportunity goals, including those self-established and those arising from regulatory requirements

2024 Sustainability Performance Highlights

Climate agenda

32-41, 42

(ii) Current and anticipated direct efforts to mitigate and adapt to climate change

2024 Sustainability Performance Highlights

Climate agenda

42

(v) How the organization plans to achieve climate-related goals, including any greenhouse gas emission targets

2024 Sustainability Performance Highlights

Climate agenda

42

22 (a): Disclose information to understand the assessment of the organization’s strategic and business model resilience to climate change as of the reporting date

2024 Sustainability Performance Highlights

Climate agenda

30-31

22 (b): Specify how and when climate-related scenario analysis was conducted

2024 Sustainability Performance Highlights

Climate agenda

30-31

Risk Management

25 (a): Describe the process of identifying, assessing, and prioritizing climate-related risks:

2024 Sustainability Performance Highlights

Climate agenda

32-41

(ii) Does the organization use climate-related scenario analysis to determine climate-related risks and how?

2024 Sustainability Performance Highlights

Climate agenda

30-31

(v) How the organization monitors climate-related risks

2024 Sustainability Performance Highlights

Climate agenda

32-41

(vi) Have the processes used by the organization changed compared to the previous reporting period and how?

The approaches to identifying, assessing, and prioritizing climate risks have not changed compared to those described in the PJSC Moscow Exchange Climate Report for 2023

25 (b): Describe the processes used by the organization to identify, assess, prioritize, and monitor climate-related opportunities, including information on whether the organization uses climate-related scenario analysis to determine these opportunities

2024 Sustainability Performance Highlights

Climate agenda

32-41

Quantitative Objectives and Metrics

29 (a): Disclose information on Scope 1, Scope 2, and Scope 3 greenhouse gas emissions, as well as the methodology for calculation

Sustainability Data

Resource efficiency and environmental impact

95-96

33: Disclose quantitative and/or qualitative climate-related objectives and target metrics established by the organization to track progress toward strategic goals, as well as mandatory targets under legislation (including greenhouse gas emission targets), including:

2024 Sustainability Performance Highlights

Climate agenda

42

33 (a): Metrics used to set targets

2024 Sustainability Performance Highlights

Climate agenda

42

33 (d): Deadline for achieving the corresponding targets

2024 Sustainability Performance Highlights

Climate agenda

42

33 (g): For quantitative targets, whether they are absolute or intensity-based

2024 Sustainability Performance Highlights

Climate agenda

42