<?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>
        <fpmlext:repo xsi:type="nsdext:RepoNsd">
          <productType>CrossAsset:Repo:BasketRepo</productType>
          <productId>UKWN</productId>
          <fpmlext:fixedRateSchedule>
            <initialValue>0.0600000</initialValue>
          </fpmlext:fixedRateSchedule>
          <fpmlext:dayCountFraction>ACT/ACT.ICMA</fpmlext:dayCountFraction>
          <fpmlext:duration>Term</fpmlext:duration>
          <fpmlext:margin>
            <fpmlext:marginType>Instrument</fpmlext:marginType>
            <fpmlext:marginFactor>0.725</fpmlext:marginFactor>
          </fpmlext:margin>
          <fpmlext:spotLeg xsi:type="nsdext:RepoTransactionLegNsd" id="spotLeg">
            <buyerPartyReference href="Party1" />
            <sellerPartyReference href="Party2" />
            <fpmlext:settlementDate>
              <adjustableDate>
                <unadjustedDate>2013-10-01</unadjustedDate>
                <dateAdjustments>
                  <businessDayConvention>NONE</businessDayConvention>
                </dateAdjustments>
              </adjustableDate>
            </fpmlext:settlementDate>
            <settlementAmount>
              <currency>RUB</currency>
              <amount>59290520</amount>
            </settlementAmount>
            <fpmlext:collateral xsi:type="nsdext:CollateralValuationNsd">
              <fpmlext:numberOfUnits>100000</fpmlext:numberOfUnits>
              <fpmlext:unitPrice>
                <currency>RUB</currency>
                <amount>145</amount>
              </fpmlext:unitPrice>
              <fpmlext:assetReference href="RU000A0JR779" />
              <nsdext:securityHaircut>
                <nsdext:haircutValue>0.3</nsdext:haircutValue>
              </nsdext:securityHaircut>
            </fpmlext:collateral>
            <fpmlext:collateral xsi:type="nsdext:CollateralValuationNsd">
              <fpmlext:numberOfUnits>200000</fpmlext:numberOfUnits>
              <fpmlext:unitPrice>
                <currency>RUB</currency>
                <amount>99</amount>
              </fpmlext:unitPrice>
              <fpmlext:assetReference href="RU000A0JR779" />
              <nsdext:securityHaircut>
                <nsdext:haircutValue>0.3</nsdext:haircutValue>
              </nsdext:securityHaircut>
            </fpmlext:collateral>
            <fpmlext:collateral xsi:type="nsdext:CollateralValuationNsd">
              <fpmlext:numberOfUnits>100000</fpmlext:numberOfUnits>
              <fpmlext:unitPrice>
                <currency>RUB</currency>
                <amount>170</amount>
              </fpmlext:unitPrice>
              <fpmlext:assetReference href="RU000A0JR779" />
              <nsdext:securityHaircut>
                <nsdext:haircutValue>0.3</nsdext:haircutValue>
              </nsdext:securityHaircut>
            </fpmlext:collateral>
            <fpmlext:collateral xsi:type="nsdext:CollateralValuationNsd">
              <fpmlext:nominalAmount>
                <currency>RUB</currency>
                <amount>10000000</amount>
              </fpmlext:nominalAmount>
              <fpmlext:cleanPrice>100.50</fpmlext:cleanPrice>
              <fpmlext:accruals>0.37</fpmlext:accruals>
              <fpmlext:dirtyPrice>100.87</fpmlext:dirtyPrice>
              <fpmlext:assetReference href="RU000A0JR779" />
              <nsdext:securityHaircut>
                <nsdext:haircutValue>0.2</nsdext:haircutValue>
              </nsdext:securityHaircut>
            </fpmlext:collateral>
            <fpmlext:collateral xsi:type="nsdext:CollateralValuationNsd">
              <fpmlext:nominalAmount>
                <currency>RUB</currency>
                <amount>10000000</amount>
              </fpmlext:nominalAmount>
              <fpmlext:cleanPrice>100.10</fpmlext:cleanPrice>
              <fpmlext:accruals>3.524</fpmlext:accruals>
              <fpmlext:dirtyPrice>103.624</fpmlext:dirtyPrice>
              <fpmlext:assetReference href="RU000A0JR779" />
              <nsdext:securityHaircut>
                <nsdext:haircutValue>0.2</nsdext:haircutValue>
              </nsdext:securityHaircut>
            </fpmlext:collateral>
            <fpmlext:collateral xsi:type="nsdext:CollateralValuationNsd">
              <fpmlext:numberOfUnits>10000</fpmlext:numberOfUnits>
              <fpmlext:unitPrice>
                <currency>RUB</currency>
                <amount>1003</amount>
              </fpmlext:unitPrice>
              <fpmlext:assetReference href="RU000A0JR779" />
              <nsdext:securityHaircut>
                <nsdext:haircutValue>0.3</nsdext:haircutValue>
              </nsdext:securityHaircut>
            </fpmlext:collateral>
          </fpmlext:spotLeg>
          <fpmlext:forwardLeg xsi:type="nsdext:ForwardRepoTransactionLegNsd" id="forwardLeg">
            <buyerPartyReference href="Party2" />
            <sellerPartyReference href="Party1" />
            <fpmlext:settlementDate>
              <adjustableDate>
                <unadjustedDate>2013-11-01</unadjustedDate>
                <dateAdjustments>
                  <businessDayConvention>NONE</businessDayConvention>
                </dateAdjustments>
              </adjustableDate>
            </fpmlext:settlementDate>
            <settlementAmount>
              <currency>RUB</currency>
              <amount>59592658</amount>
            </settlementAmount>
          </fpmlext:forwardLeg>
          <bond id="RU000A0JR779">
            <instrumentId instrumentIdScheme="https://www.nsd.ru/ru/info/good/sec_ru/">RU000A0JR779</instrumentId>
          </bond>
          <bond id="RU000A0JRVN8">
            <instrumentId instrumentIdScheme="https://www.nsd.ru/ru/info/good/sec_ru/">RU000A0JRVN8</instrumentId>
          </bond>
          <equity id="RU0007661625">
            <instrumentId instrumentIdScheme="https://www.nsd.ru/ru/info/good/sec_ru/">RU0007661625</instrumentId>
          </equity>
          <equity id="RU0009029540">
            <instrumentId instrumentIdScheme="https://www.nsd.ru/ru/info/good/sec_ru/">RU0009029540</instrumentId>
          </equity>
          <equity id="RU0007661302">
            <instrumentId instrumentIdScheme="https://www.nsd.ru/ru/info/good/sec_ru/">RU0007661302</instrumentId>
          </equity>
          <equity id="RU000A0JTJR0">
            <instrumentId instrumentIdScheme="https://www.nsd.ru/ru/info/good/sec_ru/">RU000A0JTJR0</instrumentId>
          </equity>
        </fpmlext:repo>
        <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>