<?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>
          <swap>
            <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType>
            <productId>SPVANNNNN</productId>
            <swapStream>
              <payerPartyReference href="Party1" />
              <receiverPartyReference href="Party2" />
              <calculationPeriodDates>
                <effectiveDate>
                  <unadjustedDate>2013-01-21</unadjustedDate>
                </effectiveDate>
                <terminationDate>
                  <unadjustedDate>2016-01-21</unadjustedDate>
                </terminationDate>
              </calculationPeriodDates>
              <paymentDates>
                <paymentFrequency>
                  <periodMultiplier>6</periodMultiplier>
                  <period>M</period>
                </paymentFrequency>
              </paymentDates>
              <resetDates>
                <resetFrequency>
                  <periodMultiplier>2</periodMultiplier>
                  <period>D</period>
                </resetFrequency>
              </resetDates>
              <calculationPeriodAmount>
                <calculation>
                  <notionalSchedule>
                    <notionalStepSchedule>
                      <initialValue>150000000</initialValue>
                      <step>
                        <stepDate>2014-01-21</stepDate>
                        <stepValue>100000000</stepValue>
                      </step>
                      <step>
                        <stepDate>2015-01-21</stepDate>
                        <stepValue>50000000</stepValue>
                      </step>
                      <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</currency>
                    </notionalStepSchedule>
                  </notionalSchedule>
                  <fixedRateSchedule>
                    <initialValue>0.01</initialValue>
                  </fixedRateSchedule>
                  <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
                </calculation>
              </calculationPeriodAmount>
            </swapStream>
            <swapStream>
              <payerPartyReference href="Party2" />
              <receiverPartyReference href="Party1" />
              <calculationPeriodDates>
                <effectiveDate>
                  <unadjustedDate>2013-01-21</unadjustedDate>
                </effectiveDate>
                <terminationDate>
                  <unadjustedDate>2016-01-21</unadjustedDate>
                </terminationDate>
              </calculationPeriodDates>
              <paymentDates>
                <paymentFrequency>
                  <periodMultiplier>6</periodMultiplier>
                  <period>M</period>
                </paymentFrequency>
              </paymentDates>
              <resetDates>
                <resetFrequency>
                  <periodMultiplier>2</periodMultiplier>
                  <period>D</period>
                </resetFrequency>
              </resetDates>
              <calculationPeriodAmount>
                <calculation>
                  <notionalSchedule>
                    <notionalStepSchedule>
                      <initialValue>150000000</initialValue>
                      <step>
                        <stepDate>2014-01-21</stepDate>
                        <stepValue>100000000</stepValue>
                      </step>
                      <step>
                        <stepDate>2015-01-21</stepDate>
                        <stepValue>50000000</stepValue>
                      </step>
                      <currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</currency>
                    </notionalStepSchedule>
                  </notionalSchedule>
                  <floatingRateCalculation>
                    <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
                    <indexTenor>
                      <periodMultiplier>6</periodMultiplier>
                      <period>M</period>
                    </indexTenor>
                    <floatingRateMultiplierSchedule>
                      <initialValue>2</initialValue>
                    </floatingRateMultiplierSchedule>
                    <spreadSchedule>
                      <initialValue>0.001</initialValue>
                    </spreadSchedule>
                    <initialRate>0.108</initialRate>
                  </floatingRateCalculation>
                  <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
                </calculation>
              </calculationPeriodAmount>
            </swapStream>
          </swap>
          <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>