<?xml version="1.0" encoding="utf-8"?>
<nonpublicExecutionReportAcknowledgement xmlns="http://www.fpml.org/FpML-5/recordkeeping" xmlns:fpmlext="http://www.fpml.org/FpML-5/ext" xmlns:nsdext="http://www.fpml.org/FpML-5/recordkeeping/nsd-ext" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-4" xsi:schemaLocation="http://www.fpml.org/FpML-5/recordkeeping ../fpml-recordkeeping-merged-schema.xsd http://www.fpml.org/FpML-5/recordkeeping/nsd-ext ../nsd-ext-merged-schema.xsd" actualBuild="5">
  <header>
    <!--Номер сообщения-->
    <!--Message identifier-->
    <messageId messageIdScheme="http://repository.nsd.ru/coding-scheme/messageid(nsdrus)">MesIdbondForward-1888</messageId>
    <!--Уникальный идентификатор полученного сообщения.-->
    <!--The unique identifier of the received message.-->
    <inReplyTo messageIdScheme="http://repository.nsd.ru/coding-scheme/messageid(nsdrus)">MesIdbondForward-1</inReplyTo>
    <!--Отправитель сообщения-->
    <!--Message sender-->
    <sentBy>NDC000000000</sentBy>
    <!--Получатель сообщения-->
    <!--Message receiver-->
    <sendTo>P00000000111</sendTo>
    <!--Время создания сообщения-->
    <!--Message creation time-->
    <creationTimestamp>2015-07-27T19:02:43</creationTimestamp>
    <!--Версия спецификации.-->
    <!--The version(s) of specifications.-->
    <implementationSpecification>
      <!--Версия спецификации.-->
      <!--Version of specification.-->
      <version>4.4</version>
    </implementationSpecification>
  </header>
  <!--Уникальный код цепочки сообщений-->
  <!--Messages chain identifier-->
  <correlationId correlationIdScheme="http://repository.nsd.ru/coding-scheme/correlationId(nsdrus)">[P00000000111]-[2015]-[MesIdbondForward-1]</correlationId>
  <!--Исходное сообщение.-->
  <!--Original message.-->
  <originalMessage>
    <nsdext:registeredInformation>
      <nsdext:operDay>2015-01-16</nsdext:operDay>
      <trade xsi:type="nsdext:TradeNsd">
        <tradeHeader>
          <partyTradeIdentifier>
            <partyReference href="TradeRepository" />
            <tradeId>NONREF</tradeId>
            <linkId linkIdScheme="http://repository.nsd.ru/coding-scheme/linkid(nsdrus)">MA0000000123</linkId>
          </partyTradeIdentifier>
          <partyTradeIdentifier>
            <partyReference href="Party1" />
            <tradeId>Fra-Party1-NUM1</tradeId>
          </partyTradeIdentifier>
          <partyTradeIdentifier>
            <partyReference href="Party2" />
            <tradeId>NONREF</tradeId>
          </partyTradeIdentifier>
          <partyTradeIdentifier>
            <partyReference href="UTIGeneratingParty" />
            <tradeId>VRKSDFKJH000000004DA2A92861A8A4A1B822DFGP5M2809T02</tradeId>
          </partyTradeIdentifier>
          <partyTradeInformation>
            <partyReference href="TradeRepository" />
            <reportingRegime>
              <name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">RussianFederation</name>
            </reportingRegime>
          </partyTradeInformation>
          <tradeDate>2013-01-21</tradeDate>
        </tradeHeader>
        <equitySwapTransactionSupplement>
          <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Swap:PriceReturnBasicPerformance:SingleName</productType>
          <productId>SADXFNNNN</productId>
          <buyerPartyReference href="Party1" />
          <sellerPartyReference href="Party2" />
          <returnLeg>
            <payerPartyReference href="Party1" />
            <receiverPartyReference href="Party2" />
            <underlyer>
              <singleUnderlyer>
                <index id="ISIN">
                  <instrumentId instrumentIdScheme="https://www.nsd.ru/ru/info/good/sec_ru/">ISIN</instrumentId>
                  <description>Micex Index</description>
                </index>
                <openUnits>10000</openUnits>
              </singleUnderlyer>
            </underlyer>
            <rateOfReturn>
              <initialPrice>
                <netPrice>
                  <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">RUB</currency>
                  <amount>1525.36</amount>
                </netPrice>
              </initialPrice>
              <valuationPriceFinal>
                <cleanNetPrice>2</cleanNetPrice>
              </valuationPriceFinal>
              <paymentDates>
                <paymentDatesInterim>
                  <adjustableDates>
                    <unadjustedDate>2013-02-22</unadjustedDate>
                    <unadjustedDate>2013-03-22</unadjustedDate>
                  </adjustableDates>
                </paymentDatesInterim>
                <paymentDateFinal>
                  <adjustableDate>
                    <unadjustedDate>2013-04-22</unadjustedDate>
                  </adjustableDate>
                </paymentDateFinal>
              </paymentDates>
            </rateOfReturn>
            <notional>
              <notionalAmount>
                <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">RUB</currency>
                <amount>15253600.0000000</amount>
              </notionalAmount>
            </notional>
            <amount>
              <cashSettlement>true</cashSettlement>
            </amount>
            <return>
              <returnType>Price</returnType>
            </return>
            <notionalAdjustments>Standard</notionalAdjustments>
          </returnLeg>
          <interestLeg>
            <payerPartyReference href="Party2" />
            <receiverPartyReference href="Party1" />
            <interestLegCalculationPeriodDates id="interestLegCalculationPeriodDates">
              <interestLegResetDates />
            </interestLegCalculationPeriodDates>
            <notional>
              <notionalAmount>
                <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">RUB</currency>
                <amount>15253600.0000000</amount>
              </notionalAmount>
            </notional>
            <interestCalculation>
              <floatingRateCalculation>
                <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">CAD-BA-Telerate</floatingRateIndex>
                <indexTenor>
                  <periodMultiplier>2</periodMultiplier>
                  <period>D</period>
                </indexTenor>
                <initialRate>12</initialRate>
              </floatingRateCalculation>
              <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
            </interestCalculation>
          </interestLeg>
        </equitySwapTransactionSupplement>
        <nsdext:collateral>
          <nsdext:marginType>FC</nsdext:marginType>
          <nsdext:collateralForm>T</nsdext:collateralForm>
        </nsdext:collateral>
        <nsdext:nsdSpecificTradeFields>
          <nsdext:cleared>N</nsdext:cleared>
          <nsdext:clearingOrganizationCode>NDC000000001</nsdext:clearingOrganizationCode>
          <nsdext:clearedDate>2015-04-15</nsdext:clearedDate>
          <nsdext:reconciliationType>FULL</nsdext:reconciliationType>
          <nsdext:clearSettlementType clearSettlementTypeScheme="http://repository.nsd.ru/coding-scheme/clear-settlement-type">CS</nsdext:clearSettlementType>
          <nsdext:clearSettlementMethod clearSettlementMethodScheme="http://repository.nsd.ru/coding-scheme/clear-settlement-method">C</nsdext:clearSettlementMethod>
          <nsdext:confirmationMethod>MATH</nsdext:confirmationMethod>
          <nsdext:automaticExecution>Y</nsdext:automaticExecution>
          <nsdext:partiesAreAffiliated>N</nsdext:partiesAreAffiliated>
          <nsdext:regulatoryStatus regulatoryAdviceScheme="http://repository.nsd.ru/coding-scheme/regulatory-status">Derivative</nsdext:regulatoryStatus>
          <nsdext:startAgreementDate>2015-07-17</nsdext:startAgreementDate>
          <nsdext:endAgreementDate>2015-07-09</nsdext:endAgreementDate>
          <nsdext:clientDetails>
            <nsdext:servicingParty href="Party1" />
            <nsdext:type>P</nsdext:type>
            <nsdext:id>INN_123456789</nsdext:id>
            <nsdext:name>Клиент физическое лицо</nsdext:name>
            <nsdext:country countryScheme="http://www.fpml.org/ext/iso3166">AE</nsdext:country>
          </nsdext:clientDetails>
          <nsdext:clientDetails>
            <nsdext:servicingParty href="Party2" />
            <nsdext:ownTrade>true</nsdext:ownTrade>
          </nsdext:clientDetails>
        </nsdext:nsdSpecificTradeFields>
      </trade>
      <party id="TradeRepository">
        <partyId>NDC000000000</partyId>
        <partyId>LEI_00000000000000000001</partyId>
        <partyName>НКО АО НРД</partyName>
      </party>
      <party id="UTIGeneratingParty">
        <partyId>P00000000111</partyId>
        <partyId>LEI_00000000000000000001</partyId>
        <partyName>Клиент репозитария 1</partyName>
      </party>
      <party id="Party1">
        <partyId>P00000000111</partyId>
        <partyId>LEI_00000000000000000001</partyId>
        <partyName>Клиент репозитария 1</partyName>
        <classification>Other</classification>
        <country>RU</country>
        <organizationType>L</organizationType>
      </party>
      <party id="Party2">
        <partyId>P00000000222</partyId>
        <partyId>LEI_00000000000000000002</partyId>
        <partyName>Клиент репозитария 2</partyName>
        <classification>Other</classification>
        <country>RU</country>
        <organizationType>L</organizationType>
      </party>
    </nsdext:registeredInformation>
  </originalMessage>
  <!--Участники Анкеты-->
  <!--Party-->
  <party id="Receiver">
    <!--Идентификационный код-->
    <!--Party's identifier.-->
    <partyId>P00000000111</partyId>
    <!--Идентификационный код-->
    <!--Party's identifier.-->
    <partyId>LEI_00000000000000000001</partyId>
    <!--Наименование участника.-->
    <!--Party's name.-->
    <partyName>Клиент репозитария 1</partyName>
  </party>
</nonpublicExecutionReportAcknowledgement>