<?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>
<amendment>
<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>InterestRate:Repo:BondRepo</productType>
<productId>Repo</productId>
<fpmlext:fixedRateSchedule>
<initialValue>0.0600000</initialValue>
</fpmlext:fixedRateSchedule>
<fpmlext:dayCountFraction>ACT/ACT.ICMA</fpmlext:dayCountFraction>
<fpmlext:noticePeriod>
<periodMultiplier>14</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
</fpmlext:noticePeriod>
<fpmlext:duration>Open</fpmlext:duration>
<fpmlext:margin>
<fpmlext:marginType>Instrument</fpmlext:marginType>
<fpmlext:marginFactor>0.8</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>8201120</amount>
</settlementAmount>
<fpmlext:collateral xsi:type="nsdext:CollateralValuationNsd">
<fpmlext:nominalAmount>
<currency>RUB</currency>
<amount>10000000</amount>
</fpmlext:nominalAmount>
<fpmlext:cleanPrice>102.22</fpmlext:cleanPrice>
<fpmlext:accruals>1.389</fpmlext:accruals>
<fpmlext:dirtyPrice>103.609</fpmlext:dirtyPrice>
<fpmlext:assetReference href="RU000A0JR7G1" />
<nsdext:securityHaircut>
<nsdext:haircutValue>0.2</nsdext:haircutValue>
</nsdext:securityHaircut>
</fpmlext:collateral>
<nsdext:deliveryMethod>DeliveryVersusPayment</nsdext:deliveryMethod>
<nsdext:deliveryDate>
<adjustableDate>
<unadjustedDate>2013-01-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<adjustedDate>2013-01-21</adjustedDate>
</adjustableDate>
</nsdext:deliveryDate>
</fpmlext:spotLeg>
<bond id="RU000A0JR7G1">
<instrumentId instrumentIdScheme="https://www.nsd.ru/ru/info/good/sec_ru/">RU000A0JR7G1</instrumentId>
</bond>
<nsdext:demandDate>
<adjustableDate>
<unadjustedDate>2013-12-01</unadjustedDate>
</adjustableDate>
</nsdext:demandDate>
<nsdext:demandParty>Both</nsdext:demandParty>
</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>
<agreementDate>2000-01-01</agreementDate>
<effectiveDate>2000-01-01</effectiveDate>
</amendment>
<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>