<?xml version="1.0" encoding="UTF-8"?>
<?xml-stylesheet type="text/xsl" href="C:\MICEX\XSLT\spfi-xslt.xsl"?><moexSpfiReport xmlns="http://www.moex.com/spfi-1" xmlns:ms="http://www.moex.com/spfi-1" xmlns:fpml="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="xsd/spfi-1-6.xsd" version="1.6" type="cr" xslt="1.4.9" server="otcdemo.moex.com">
  <header>
    <messageId>137719</messageId>
    <sentBy>NCCB</sentBy>
    <sendTo>MFXXXXX00000</sendTo>
    <clearingDate>2024-02-06</clearingDate>
    <creationTimestamp>2024-02-06T20:30:00</creationTimestamp>
    <clearingSessionNo>2</clearingSessionNo>
  </header>
  <ms:fpml xmlns="http://www.fpml.org/FpML-5/confirmation">
    <market>
      <benchmarkQuotes>
        <instrumentSet>
          <rateIndex id="RUB-RUONIA-OIS-COMPOUND">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">Ruonia-ON</instrumentId>
            <currency>RUB</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">RUB-RUONIA-OIS-COMPOUND</floatingRateIndex>
            <term>
              <periodMultiplier>1</periodMultiplier>
              <period>D</period>
            </term>
          </rateIndex>
          <rateIndex id="RUB-RUSFAR-OIS-COMPOUND">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">RUSFAR-ON</instrumentId>
            <currency>RUB</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">RUB-RUSFAR-OIS-COMPOUND</floatingRateIndex>
            <term>
              <periodMultiplier>1</periodMultiplier>
              <period>D</period>
            </term>
          </rateIndex>
          <rateIndex id="RUB-CBR-KEY-RATE AVG 1D">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">RUB-CBR-KEY-RATE</instrumentId>
            <currency>RUB</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">RUB-CBR-KEY-RATE AVG 1D</floatingRateIndex>
            <term>
              <periodMultiplier>1</periodMultiplier>
              <period>W</period>
            </term>
          </rateIndex>
          <rateIndex id="RUB-MOSPRIME-NFEA-6M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">MOSPRIME-6M</instrumentId>
            <currency>RUB</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">RUB-MOSPRIME-NFEA</floatingRateIndex>
            <term>
              <periodMultiplier>6</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="RUB-MOSPRIME-NFEA-3M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">MOSPRIME-3M</instrumentId>
            <currency>RUB</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">RUB-MOSPRIME-NFEA</floatingRateIndex>
            <term>
              <periodMultiplier>3</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="RUB-MOSPRIME-NFEA-1M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">MOSPRIME-1M</instrumentId>
            <currency>RUB</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">RUB-MOSPRIME-NFEA</floatingRateIndex>
            <term>
              <periodMultiplier>1</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="CHF-LIBOR-ARR-6M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">CHF-LIBOR-ARR-6M</instrumentId>
            <currency>CHF</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">CHF-LIBOR-ARR</floatingRateIndex>
            <term>
              <periodMultiplier>6</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="CHF-LIBOR-ARR-3M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">CHF-LIBOR-ARR-3M</instrumentId>
            <currency>CHF</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">CHF-LIBOR-ARR</floatingRateIndex>
            <term>
              <periodMultiplier>3</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="CHF-LIBOR-ARR-1M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">CHF-LIBOR-ARR-1M</instrumentId>
            <currency>CHF</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">CHF-LIBOR-ARR</floatingRateIndex>
            <term>
              <periodMultiplier>1</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="CHF-LIBOR-BBA-6M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">CHF-LIBOR-BBA-6M</instrumentId>
            <currency>CHF</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">CHF-LIBOR-BBA</floatingRateIndex>
            <term>
              <periodMultiplier>6</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="CHF-LIBOR-BBA-3M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">CHF-LIBOR-BBA-3M</instrumentId>
            <currency>CHF</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">CHF-LIBOR-BBA</floatingRateIndex>
            <term>
              <periodMultiplier>3</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="CHF-LIBOR-BBA-1M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">CHF-LIBOR-BBA-1M</instrumentId>
            <currency>CHF</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">CHF-LIBOR-BBA</floatingRateIndex>
            <term>
              <periodMultiplier>1</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="CNY-LIBOR-BBA-6M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">CNY-LIBOR-BBA-6M</instrumentId>
            <currency>CNY</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">CNY-SHIBOR-Reuters</floatingRateIndex>
            <term>
              <periodMultiplier>6</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="CNY-LIBOR-BBA-3M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">CNY-LIBOR-BBA-3M</instrumentId>
            <currency>CNY</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">CNY-SHIBOR-Reuters</floatingRateIndex>
            <term>
              <periodMultiplier>3</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="CNY-LIBOR-BBA-1M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">CNY-LIBOR-BBA-1M</instrumentId>
            <currency>CNY</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">CNY-SHIBOR-Reuters</floatingRateIndex>
            <term>
              <periodMultiplier>1</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="USD-LIBOR-BBA-6M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">LIBOR-6M</instrumentId>
            <currency>USD</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">USD-LIBOR-BBA</floatingRateIndex>
            <term>
              <periodMultiplier>6</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="USD-LIBOR-BBA-3M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">LIBOR-3M</instrumentId>
            <currency>USD</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">USD-LIBOR-BBA</floatingRateIndex>
            <term>
              <periodMultiplier>3</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="USD-LIBOR-BBA-1M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">LIBOR-1M</instrumentId>
            <currency>USD</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">USD-LIBOR-BBA</floatingRateIndex>
            <term>
              <periodMultiplier>1</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="USD-LIBOR-ARR-6M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">USD-LIBOR-ARR-6M</instrumentId>
            <currency>USD</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">USD-LIBOR-ARR</floatingRateIndex>
            <term>
              <periodMultiplier>6</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="USD-LIBOR-ARR-3M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">USD-LIBOR-ARR-3M</instrumentId>
            <currency>USD</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">USD-LIBOR-ARR</floatingRateIndex>
            <term>
              <periodMultiplier>3</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="USD-LIBOR-ARR-1M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">USD-LIBOR-ARR-1M</instrumentId>
            <currency>USD</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">USD-LIBOR-ARR</floatingRateIndex>
            <term>
              <periodMultiplier>1</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="EUR-EURIBOR-Act365-6M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">EUR-EURIBOR-Act365-6M</instrumentId>
            <currency>EUR</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">EUR-EURIBOR-Act/365</floatingRateIndex>
            <term>
              <periodMultiplier>6</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="EUR-EURIBOR-Act365-3M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">EUR-EURIBOR-Act365-3M</instrumentId>
            <currency>EUR</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">EUR-EURIBOR-Act/365</floatingRateIndex>
            <term>
              <periodMultiplier>3</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="EUR-EURIBOR-Act365-1M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">EUR-EURIBOR-Act365-1M</instrumentId>
            <currency>EUR</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">EUR-EURIBOR-Act/365</floatingRateIndex>
            <term>
              <periodMultiplier>1</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="EUR-EURIBOR-ARR-6M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">EUR-EURIBOR-ARR-6M</instrumentId>
            <currency>EUR</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">EUR-EURIBOR-ARR</floatingRateIndex>
            <term>
              <periodMultiplier>6</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="EUR-EURIBOR-ARR-3M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">EUR-EURIBOR-ARR-3M</instrumentId>
            <currency>EUR</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">EUR-EURIBOR-ARR</floatingRateIndex>
            <term>
              <periodMultiplier>3</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="EUR-EURIBOR-ARR-1M">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">EUR-EURIBOR-ARR-1M</instrumentId>
            <currency>EUR</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">EUR-EURIBOR-ARR</floatingRateIndex>
            <term>
              <periodMultiplier>1</periodMultiplier>
              <period>M</period>
            </term>
          </rateIndex>
          <rateIndex id="USD-SOFR-OIS Compound">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">USD-SOFR-ON</instrumentId>
            <currency>USD</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">USD-SOFR-OIS Compound</floatingRateIndex>
            <term>
              <periodMultiplier>1</periodMultiplier>
              <period>D</period>
            </term>
          </rateIndex>
          <rateIndex id="EUR-EuroSTR-OIS Compound">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">EUR-ESTR-ON</instrumentId>
            <currency>EUR</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">EUR-EuroSTR-OIS Compound</floatingRateIndex>
            <term>
              <periodMultiplier>1</periodMultiplier>
              <period>D</period>
            </term>
          </rateIndex>
          <rateIndex id="CHF-SARON-OIS Compound">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">CHF-SARON-ON</instrumentId>
            <currency>CHF</currency>
            <floatingRateIndex floatingRateIndexScheme="http://www.moex.com/spfi/coding-scheme/floating-rate-index-market">CHF-SARON-OIS Compound</floatingRateIndex>
            <term>
              <periodMultiplier>1</periodMultiplier>
              <period>D</period>
            </term>
          </rateIndex>
          <fx id="MOEXFIXUSDRUB">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">MOEXFIXUSDRUB</instrumentId>
            <quotedCurrencyPair>
              <currency1>USD</currency1>
              <currency2>RUB</currency2>
              <quoteBasis>Currency2PerCurrency1</quoteBasis>
            </quotedCurrencyPair>
          </fx>
          <fx id="MOEXFIXEURRUB">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">MOEXFIXEURRUB</instrumentId>
            <quotedCurrencyPair>
              <currency1>EUR</currency1>
              <currency2>RUB</currency2>
              <quoteBasis>Currency2PerCurrency1</quoteBasis>
            </quotedCurrencyPair>
          </fx>
          <fx id="MOEXFIXEURUSD">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">MOEXFIXEURUSD</instrumentId>
            <quotedCurrencyPair>
              <currency1>EUR</currency1>
              <currency2>USD</currency2>
              <quoteBasis>Currency2PerCurrency1</quoteBasis>
            </quotedCurrencyPair>
          </fx>
          <fx id="MOEXFIXCHFRUB">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">MOEXFIXCHFRUB</instrumentId>
            <quotedCurrencyPair>
              <currency1>CHF</currency1>
              <currency2>RUB</currency2>
              <quoteBasis>Currency2PerCurrency1</quoteBasis>
            </quotedCurrencyPair>
          </fx>
          <fx id="MOEXFIXCNYRUB">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">MOEXFIXCNYRUB</instrumentId>
            <quotedCurrencyPair>
              <currency1>CNY</currency1>
              <currency2>RUB</currency2>
              <quoteBasis>Currency2PerCurrency1</quoteBasis>
            </quotedCurrencyPair>
          </fx>
          <fx id="MOEXCENTRALUSDRUB">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">MOEXCENTRALUSDRUB</instrumentId>
            <quotedCurrencyPair>
              <currency1>USD</currency1>
              <currency2>RUB</currency2>
              <quoteBasis>Currency2PerCurrency1</quoteBasis>
            </quotedCurrencyPair>
          </fx>
          <fx id="MOEXCENTRALEURRUB">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">MOEXCENTRALEURRUB</instrumentId>
            <quotedCurrencyPair>
              <currency1>EUR</currency1>
              <currency2>RUB</currency2>
              <quoteBasis>Currency2PerCurrency1</quoteBasis>
            </quotedCurrencyPair>
          </fx>
          <fx id="MOEXCENTRALEURUSD">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">MOEXCENTRALEURUSD</instrumentId>
            <quotedCurrencyPair>
              <currency1>EUR</currency1>
              <currency2>USD</currency2>
              <quoteBasis>Currency2PerCurrency1</quoteBasis>
            </quotedCurrencyPair>
          </fx>
          <fx id="MOEXCENTRALKZTRUB">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">MOEXCENTRALKZTRUB</instrumentId>
            <quotedCurrencyPair>
              <currency1>KZT</currency1>
              <currency2>RUB</currency2>
              <quoteBasis>Currency2PerCurrency1</quoteBasis>
            </quotedCurrencyPair>
          </fx>
          <fx id="MOEXCENTRALCHFRUB">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">MOEXCENTRALCHFRUB</instrumentId>
            <quotedCurrencyPair>
              <currency1>CHF</currency1>
              <currency2>RUB</currency2>
              <quoteBasis>Currency2PerCurrency1</quoteBasis>
            </quotedCurrencyPair>
          </fx>
          <fx id="MOEXCENTRALCNYRUB">
            <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">MOEXCENTRALCNYRUB</instrumentId>
            <quotedCurrencyPair>
              <currency1>CNY</currency1>
              <currency2>RUB</currency2>
              <quoteBasis>Currency2PerCurrency1</quoteBasis>
            </quotedCurrencyPair>
          </fx>
        </instrumentSet>
        <assetQuote>
          <objectReference href="MOEXFIXUSDRUB"/>
          <quote>
            <value>90.5964</value>
            <time>2024-02-02T12:30:00</time>
          </quote>
        </assetQuote>
        <assetQuote>
          <objectReference href="MOEXFIXEURRUB"/>
          <quote>
            <value>98.6025</value>
            <time>2024-02-02T12:30:00</time>
          </quote>
        </assetQuote>
        <assetQuote>
          <objectReference href="MOEXFIXEURUSD"/>
          <quote>
            <value>1.08837</value>
            <time>2024-02-02T12:30:00</time>
          </quote>
        </assetQuote>
        <assetQuote>
          <objectReference href="MOEXFIXCNYRUB"/>
          <quote>
            <value>12.5938</value>
            <time>2024-02-02T12:30:00</time>
          </quote>
        </assetQuote>
      </benchmarkQuotes>
      <fxCurveValuation>
        <objectReference href="USD-RUB-FXCurve"/>
        <baseDate>2024-02-06</baseDate>
        <spotDate>2024-02-06</spotDate>
        <spotRate>
          <instrumentSet>
            <fx>
              <instrumentId instrumentIdScheme="http://www.moex.com/spfi/coding-scheme/instrument-id">USD-RUB-FX</instrumentId>
              <quotedCurrencyPair>
                <currency1>USD</currency1>
                <currency2>RUB</currency2>
                <quoteBasis>Currency2PerCurrency1</quoteBasis>
              </quotedCurrencyPair>
            </fx>
          </instrumentSet>
          <assetQuote>
            <quote>
              <value>NaN</value>
            </quote>
          </assetQuote>
        </spotRate>
      </fxCurveValuation>
    </market>
    <party id="MFXXXXX00000">
      <partyId>MFXXXXX00000</partyId>
      <partyName>MFXXXXX00000</partyName>
    </party>
    <account id="MFXXXXX00000.MFXXXXX00000">
      <accountId>MFXXXXX00000.MFXXXXX00000</accountId>
      <accountName/>
      <accountType>House</accountType>
      <accountBeneficiary href="MFXXXXX00000"/>
    </account>
  </ms:fpml>
  <initialMargin>
    <settlementCode id="MFXXXXX00000.RK12345">
      <settlementCodeId>12345</settlementCodeId>
      <unifiedPoolStatus>true</unifiedPoolStatus>
      <balance id="CNY">
        <balanceStartDay>
          <asset>CNY</asset>
          <amount>-2000000000</amount>
        </balanceStartDay>
        <balanceBeforeClearing>
          <asset>CNY</asset>
          <amount>-2000000000</amount>
        </balanceBeforeClearing>
        <liability>
          <liabilityAmount>
            <asset>CNY</asset>
            <amount>0</amount>
          </liabilityAmount>
        </liability>
        <payments>
          <asset>CNY</asset>
          <amount>0</amount>
        </payments>
        <balanceAfterClearing>
          <asset>CNY</asset>
          <amount>-2000000000</amount>
        </balanceAfterClearing>
        <estimateAmount>
          <currency>RUB</currency>
          <amount>-10000000000</amount>
        </estimateAmount>
        <amountAvailable>
          <currency>CNY</currency>
          <amount>250000000.05</amount>
        </amountAvailable>
      </balance>
      <balance id="RUB">
        <balanceStartDay>
          <asset>RUB</asset>
          <amount>20000000000.1</amount>
        </balanceStartDay>
        <balanceBeforeClearing>
          <asset>RUB</asset>
          <amount>20000000000.1</amount>
        </balanceBeforeClearing>
        <liability>
          <liabilityAmount>
            <asset>RUB</asset>
            <amount>0</amount>
          </liabilityAmount>
        </liability>
        <payments>
          <asset>RUB</asset>
          <amount>0</amount>
        </payments>
        <balanceAfterClearing>
          <asset>RUB</asset>
          <amount>20000000000.1</amount>
        </balanceAfterClearing>
        <estimateAmount>
          <currency>RUB</currency>
          <amount>20000000000.1</amount>
        </estimateAmount>
        <amountAvailable>
          <currency>RUB</currency>
          <amount>320000000.55</amount>
        </amountAvailable>
      </balance>
      <balance id="USD">
        <balanceStartDay>
          <asset>USD</asset>
          <amount>1000000.00</amount>
        </balanceStartDay>
        <balanceBeforeClearing>
          <asset>USD</asset>
          <amount>1000000.00</amount>
        </balanceBeforeClearing>
        <liability>
          <liabilityAmount>
            <asset>USD</asset>
            <amount>0</amount>
          </liabilityAmount>
        </liability>
        <payments>
          <asset>USD</asset>
          <amount>0</amount>
        </payments>
        <balanceAfterClearing>
          <asset>USD</asset>
          <amount>1000000.00</amount>
        </balanceAfterClearing>
        <estimateAmount>
          <currency>RUB</currency>
          <amount>1000000.00</amount>
        </estimateAmount>
        <amountAvailable>
          <currency>USD</currency>
          <amount>35000000.58</amount>
        </amountAvailable>
      </balance>
      <estimateAmountSumm>
        <currency>RUB</currency>
        <amount>2000000000.45</amount>
      </estimateAmountSumm>
      <estimateAmountBalance>
        <currency>RUB</currency>
        <amount>400000000.45</amount>
      </estimateAmountBalance>
      <initialMarginMin>
        <currency>RUB</currency>
        <amount>1900000000.45</amount>
      </initialMarginMin>
      <estimateAmountAvailable>
        <currency>RUB</currency>
        <amount>3500000000.25</amount>
      </estimateAmountAvailable>
    </settlementCode>
  </initialMargin>
</moexSpfiReport>
