ISDA understands that on March 15, 2022, the National Finance Association announced that with immediate effect MosPrime would no longer appear on Reuters Screen MOSPRIME 1¹ and indicated that the level for the benchmark would be published on www.mosprime.com going forwards. ISDA considers that the announcement results in www.mosprime.com constituting a Successor Source under Section 7.2(b)(i) of the 2006 ISDA Definitions and that the definition of “RUB-MOSPRIME-NFEA” (that was added as Section 7.1(s)(i) by the publication of Supplement 4 to the 2006 ISDA Definitions on January 29, 2008) should be read accordingly. ISDA notes that the definition of “RUB-MosPrime” contained in the 2021 ISDA Interest Rate Derivatives Definitions is price-source agnostic and so remains unaffected.

¹Refinitiv has also provided ISDA with the following statement: “As of 14^th March 2022, Refinitiv is no longer the calculation agent for nor a distributor of the following benchmarks administered by NFA: MOSPRIME, RUREPO, NFEAFIX and ROISFIX. These benchmark rates can be accessed via NFA.”