The list of securities employed in the calculation
valid from December 18, 2012 to March 15, 2013

The list of bonds Subindex employed in the calculation

N RTS code Security name Nominal value, rub. Issue value, p. s. Restricting coefficient Weight
1 RU000A0JPZZ7 Ak Bars bank-04 1000 5 000 000 1 0,59%
2 RU000A0JQX02 ALROSA 21 1000 8 000 000 1 0,95%
3 RU000A0JQXE5 ALROSA 22 1000 8 000 000 1 0,95%
4 RU000A0JTA48 ALROSA BO 01 1000 5 000 000 1 0,59%
5 RU000A0JT213 Alfa-Bank BO-03 1000 10 000 000 1 1,19%
6 RU000A0JSW35 Alfa-Bank BO-07 1000 5 000 000 1 0,60%
7 RU000A0JRZB4 Alfa-Bank 02 1000 5 000 000 1 0,62%
8 RU000A0JRYS1 Bashneft ANK BO-01 1000 10 000 000 1 1,24%
9 RU000A0JSRL8 Belgorodskaya obl. 2012 1000 5 000 000 1 0,59%
10 RU000A0JPX45 VK-Invest 01 1000 10 000 000 1 1,22%
11 RU000A0JQ7N8 VK-Invest 03 1000 10 000 000 1 1,19%
12 RU000A0GHL00 VneshTorgBank-05 1000 15 000 000 1 1,77%
13 RU000A0JS1M1 Bank VTB BO-03 1000 5 000 000 1 0,60%
14 RU000A0JS1P4 Bank VTB BO-04 1000 5 000 000 1 0,60%
15 RU000A0JSX00 Bank VTB BO-08 1000 10 000 000 1 1,20%
16 RU000A0JT3C7 Bank VTB BO-19 1000 15 000 000 1 1,78%
17 RU000A0JT3E3 Bank VTB BO-20 1000 15 000 000 1 1,78%
18 RU000A0JPSP3 VTB 24 03 1000 6 000 000 1 0,70%
19 RU000A0JQ458 VTB24 04 1000 8 000 000 1 0,96%
20 RU000A0JQMG3 VTB24 1-IP 1000 15 000 000 1 1,79%
21 RU000A0JS389 VEB-lizing OAO 06 1000 10 000 000 1 1,21%
22 RU000A0JQUB7 Gazprom neft BO-05 1000 10 000 000 1 1,18%
23 RU000A0JSD38 Gazprombank 06 1000 10 000 000 1 1,22%
24 RU000A0JQYB9 Globeksbank BO 02 1000 5 000 000 1 0,61%
25 RU000A0JRMP2 Gazprombank BO-02 1000 10 000 000 1 1,19%
26 RU000A0JS322 Gazprombank BO-03 1000 10 000 000 1 1,21%
27 RU000A0JP518 Grazhd.Samolety Sukhogo-01 1000 5 000 000 1 0,60%
28 RU000A0JSVF2 Zenit-08 1000 5 000 000 1 0,60%
29 RU000A0JR1K6 Zenit BO-02 1000 5 000 000 1 0,59%
30 RU000A0JRHD8 Bank Zenit (OAO) BO-06 1000 5 000 000 1 0,59%
31 RU000A0JS6L2 Zenit BO-07 1000 5 000 000 1 0,59%
32 RU000A0JS6B3 Bank Inteza 03 1000 5 000 000 1 0,59%
33 RU000A0JRYP7 Krasnoyarsk reg.- 05 1000 9 000 000 1 1,11%
34 RU000A0JT8G7 Krasnoyarsk reg.- 06 1000 16 910 000 1 2,00%
35 RU000A0JT171 Magnit BO-07 1000 5 000 000 1 0,60%
36 RU000A0JNYP6 Moscow-49 1000 25 000 000 1 2,95%
37 RU000A0JPXV1 Moscow-53 1000 15 000 000 1 1,79%
38 RU000A0JQ5L6 Moscow-62 1000 35 000 000 1 4,54%
39 RU000A0JPQA9 URSA Bank-08 1000 6 203 000 1 0,74%
40 RU000A0JRER5 MKB BO-04 1000 5 000 000 1 0,59%
41 RU000A0JRKG5 MKB BO-05 1000 5 000 000 1 0,60%
42 RU000A0JRM87 MMK BO-06 1000 5 000 000 1 0,59%
43 RU000A0JRMZ1 MMK BO-07 1000 5 000 000 1 0,59%
44 RU000A0JP6R2 Moskow reg.-7 1000 16 000 000 1 1,88%
45 RU000A0JT0U5 MOESK-BO-01 1000 5 000 000 1 0,60%
46 RU000A0JQ5E1 MTS 04 1000 15 000 000 1 1,82%
47 RU000A0JR4H6 MTS 07 1000 10 000 000 1 1,17%
48 RU000A0JSVD7 Nizhniy Novgorod reg.-08 1000 8 000 000 1 0,98%
49 RU000A0JSY74 NLMK BO-04 1000 5 000 000 1 0,60%
50 RU000A0JRW10 NLMK BO-07 1000 10 000 000 1 1,19%
51 RU000A0JT502 NOVATEK OAO BO-02 1000 10 000 000 1 1,19%
52 RU000A0JT536 NOVATEK OAO BO-03 1000 5 000 000 1 0,59%
53 RU000A0JT544 NOVATEK OAO BO-04 1000 5 000 000 1 0,59%
54 RU000A0JQ748 NOMOS-11 1000 5 000 000 1 0,61%
55 RU000A0JPTS5 NOMOS-9 1000 5 000 000 1 0,61%
56 RU000A0JRTX1 NOMOS BO-02 1000 5 000 000 1 0,59%
57 RU000A0JSQF2 NOMOS BO-03 1000 5 000 000 1 0,60%
58 RU000A0JQYY1 NorNickel BO-03 1000 15 000 000 1 1,80%
59 RU000A0JRTW3 FK Otkritie 01 1000 5 000 000 1 0,60%
60 RU000A0JS264 FK Otkritie 02 1000 5 000 000 1 0,61%
61 RU000A0JRV86 OTP Bank BO-02 1000 6 000 000 1 0,72%
62 SU25071RMFS0 OFZ-PD 25071 1000 80 000 000 0,0677644 0,65%
63 SU25075RMFS1 OFZ-PD 25075 1000 150 000 000 0,0677644 1,23%
64 SU25076RMFS9 OFZ-PD 25076 1000 155 000 000 0,0677644 1,26%
65 SU25077RMFS7 OFZ-PD 25077 1000 150 000 000 0,0677644 1,24%
66 SU25079RMFS3 OFZ-PD 25079 1000 150 000 000 0,0677644 1,24%
67 SU25080RMFS1 OFZ-PD 25080 1000 150 000 000 0,0677644 1,23%
68 SU26203RMFS8 OFZ-PD 26203 1000 150 000 000 0,0677644 1,23%
69 SU26206RMFS1 OFZ-PD 26206 1000 150 000 000 0,0677644 1,27%
70 SU46017RMFS8 OFZ-AD 46017 1000 80 000 000 0,0677644 0,63%
71 RU000A0JPTU1 Promsvyazbank-6 1000 5 000 000 1 0,61%
72 RU000A0JR845 Promsvyazbank OAO BO-03 1000 5 000 000 1 0,60%
73 RU000A0JSXW3 Promsvyazbank OAO BO-07 1000 5 000 000 1 0,60%
74 RU000A0JQ136 RZhD 09 1000 15 000 000 1 1,76%
75 RU000A0JQ4F1 RZhD 10 1000 15 000 000 1 1,97%
76 RU000A0JQ177 RZhD 11 1000 15 000 000 1 1,75%
77 RU000A0JQ4U0 RZhD 14 1000 15 000 000 1 1,78%
78 RU000A0JQ656 RZhD 16 1000 15 000 000 1 1,82%
79 RU000A0JQH77 Rosbank A3 1000 5 000 000 1 0,58%
80 RU000A0JQH69 Rosbank A5 1000 5 000 000 1 0,57%
81 RU000A0JRW85 Rosbank BO-3 1000 10 000 000 1 1,18%
82 RU000A0JSYR1 Rosbank BO-4 1000 10 000 000 1 1,20%
83 RU000A0JP2G4 Rosselhozbank 03 1000 10 000 000 1 1,22%
84 RU000A0JR084 Rosselhozbank BO-05 1000 10 000 000 1 1,20%
85 RU000A0JR3V9 Rosselhozbank BO-06 1000 10 000 000 1 1,18%
86 RU000A0JRVZ2 Russkiy Standart BO-01 1000 5 000 000 1 0,58%
87 RU000A0JS9J0 Samara reg.-08 1000 15 000 000 1 1,81%
88 RU000A0JQ9U9 AFK Systema 02 1000 20 000 000 1 2,39%
89 RU000A0JSW84 BANK URALSIB 05 1000 7 000 000 1 0,84%
90 RU000A0JT7U0 FSK EES B01 1000 10 000 000 1 1,19%
91 RU000A0JQV12 HKF Bank OOO-07 1000 5 000 000 1 0,59%
92 RU000A0JS4H5 UniKredit Bank BO-02 1000 5 000 000 1 0,60%


The list of securities Subindex employed in the calculation

 

N RTS code Security name Number of shares Free-Float Restricting coefficient Weight
1 AFLT JSC "AEROFLOT", Common 1 110 616 299 32% 100% 2,01%
2 HYDR JSC "RusHydro", Common 290 302 702 379 30% 100% 8,49%
3 IRAO JSC "INTER RAO UES", Common 9 716 000 000 000 16% 100% 5,21%
4 LKOH ОАО "LUKOIL", Common 850 563 255 57% 8% 10,00%
5 MGNT OJSC "Magnit", Common 94 561 355 24% 75% 10,00%
6 MRKH ОАО Холдинг МРСК, ао 47 871 694 416 30% 100% 3,80%
7 MSNG AO MOSENERGO, Common 39 749 359 700 15% 100% 1,01%
8 MTLR Mechel ОАО, Common 416 270 745 18% 100% 1,90%
9 MTSS МТS OJSC, Common 2 066 413 562 12% 100% 7,58%
10 NVTK JSC "NOVATEK", Common 3 036 306 000 18% 42% 10,00%
11 RTKM Rostelecom, Common 2 943 258 269 43% 48% 8,72%
12 RTKMP Rostelecom, Pref 242 831 469 100% 48% 1,28%
13 SBER Sberbank, Common 21 586 948 000 48% 8% 9,34%
14 SBERP Sberbank, Pref 1 000 000 000 100% 8% 0,66%
15 TATN TATNEFT, Common 2 178 690 700 32% 55% 10,00%
16 URKA Uralkali, Common 2 936 015 891 45% 25% 10,00%


Excluded:

  • OGKB JSC "OGK-2", Common
  • PIKK PIK, Common

The previous list of securities