MOSCOW, Dec 8 (Reuters) - Around a dozen aggrieved retail investors met with the senior management of Russia's SPB Exchange this week, demanding the recovery of their foreign currency assets blocked by U.S. sanctions.

Russia's second-largest stock exchange, which specialises in trading foreign shares, last week said Washington's restrictions were blocking more than two thirds of clients' foreign currency funds and the rest would be transferred to them in roubles.

"We have lost access in full to our foreign securities that were purchased through SPB Exchange and denominated in U.S. dollars," said Yulia Zykova, an entrepreneur and retail investor.

She said investors had come to the exchange to find out where their funds were, whether any transactions had been made and for more clarity.

"I bought shares in 2018-2020, when the whole world was friendly," pensioner Lyudmila Roshchupkina told Reuters outside the bourse's Moscow headquarters on a blustery, snowy afternoon.

"At that time it was being advertised from all sides to go to the exchange in retirement and earn a pension...and today all my accounts are blocked and I can't withdraw or sell."

SPB Exchange said it does not work directly with retail investors, but is in constant contact with brokers through which it gives information to investors. It said it prioritises helping investors and that the bourse is seeking international legal advice.

SPB says it is seeking an agreement from the United States on how to return clients' trapped assets. The U.S. Treasury did not respond to an emailed request for comment.

The investors asked to be given a means by which to interact with the U.S. Office of Foreign Assets Control (OFAC).

"We were refused, the exchange said it would do everything itself," said Zykova.

Washington targeted SPB in early November as part of sweeping new measures that also aim to curb Russia's future energy capabilities and sanctions evasion. This forced SPB to halt trading of shares on the exchange and tweak its strategy to focus on settlements in roubles.

The exchange has endured a turbulent few weeks. Following sanctions and the trading suspension, it was forced in late November to deny that it had filed for bankruptcy, blaming fraudsters for filings with a Russian court and promising that it would push for a criminal investigation. (Reporting by Elena Fabrichnaya; Writing by Alexander Marrow; Editing by Kirsten Donovan)