The list of securities employed in the calculation
valid from March 18 to June 16, 2014
The list of bonds Subindex employed in the calculation
| N |
Сode |
Security name |
Nominal value, rub. |
Issue value, p. s. |
Restricting coefficient |
Weight |
| 1 |
RU000A0JQ177 |
RZhD 11 |
1000 |
15 000 000 |
0,7613 |
1,25% |
| 2 |
RU000A0JQ5Q5 |
RZhD 12 |
1000 |
15 000 000 |
0,7613 |
1,26% |
| 3 |
RU000A0JQ4U0 |
RZhD 14 |
1000 |
15 000 000 |
0,7613 |
1,26% |
| 4 |
RU000A0JQ6S9 |
RZhD 15 |
1000 |
15 000 000 |
0,7613 |
1,25% |
| 5 |
RU000A0JQ656 |
RZhD 16 |
1000 |
15 000 000 |
0,7613 |
1,25% |
| 6 |
RU000A0JQ7W9 |
RZhD 17 |
1000 |
15 000 000 |
0,7613 |
1,23% |
| 7 |
RU000A0JQRD9 |
RZhD 23 |
1000 |
15 000 000 |
0,7613 |
1,25% |
| 8 |
RU000A0JUAH8 |
RZhD 30 |
1000 |
15 000 000 |
0,7613 |
1,24% |
| 9 |
RU000A0JR3L0 |
FSK EES 11 |
1000 |
10 000 000 |
1 |
1,10% |
| 10 |
RU000A0JS7H8 |
FSK EES 12 |
1000 |
10 000 000 |
1 |
1,11% |
| 11 |
RU000A0JRUS9 |
FSK EES 15 |
1000 |
10 000 000 |
1 |
1,11% |
| 12 |
RU000A0JRMX6 |
FSK EES 19 |
1000 |
20 000 000 |
1 |
2,13% |
| 13 |
RU000A0JT2K2 |
FSK EES 25 |
1000 |
15 000 000 |
1 |
1,69% |
| 14 |
RU000A0JNGU3 |
Bank VTB-06 |
1000 |
15 000 000 |
1 |
1,62% |
| 15 |
RU000A0JTK20 |
Bank VTB BO-21 |
1000 |
15 000 000 |
1 |
1,63% |
| 16 |
RU000A0JTN01 |
Bank VTB BO-22 |
1000 |
15 000 000 |
1 |
1,61% |
| 17 |
RU000A0JU773 |
Bank VTB BO-43 |
1000 |
20 000 000 |
1 |
2,16% |
| 18 |
RU000A0JQ8Q9 |
MTS 05 |
1000 |
15 000 000 |
1 |
1,70% |
| 19 |
RU000A0JR4H6 |
MTS 07 |
1000 |
10 000 000 |
1 |
1,11% |
| 20 |
RU000A0JR4J2 |
MTS 08 |
1000 |
15 000 000 |
1 |
1,65% |
| 21 |
RU000A0JTTA5 |
MTS BO-01 |
1000 |
10 000 000 |
1 |
1,12% |
| 22 |
RU000A0JQNR8 |
Bashneft ANK 01 |
1000 |
15 000 000 |
1 |
1,63% |
| 23 |
RU000A0JQNH9 |
Bashneft ANK 03 |
1000 |
20 000 000 |
1 |
2,18% |
| 24 |
RU000A0JRYS1 |
Bashneft ANK BO-01 |
1000 |
10 000 000 |
1 |
1,06% |
| 25 |
RU000A0JUCS1 |
OAO "NK Rosneft" BO-05 |
1000 |
20 000 000 |
1 |
2,17% |
| 26 |
RU000A0JUCR3 |
OAO "NK Rosneft" BO-06 |
1000 |
20 000 000 |
1 |
2,17% |
| 27 |
RU000A0JTXW1 |
Moscow-67 |
1000 |
40 000 000 |
1 |
4,33% |
| 28 |
RU000A0JS5E9 |
VimpelKom01 |
1000 |
10 000 000 |
1 |
1,12% |
| 29 |
RU000A0JS5M2 |
VimpelKom02 |
1000 |
10 000 000 |
1 |
1,12% |
| 30 |
RU000A0JS5F6 |
VimpelKom04 |
1000 |
15 000 000 |
1 |
1,68% |
| 31 |
RU000A0JP2G4 |
Rosselhozbank 03 |
1000 |
10 000 000 |
1 |
1,07% |
| 32 |
RU000A0JQ1H3 |
Rosselhozbank 05 |
1000 |
10 000 000 |
1 |
1,09% |
| 33 |
RU000A0JU1Q8 |
Rosselhozbank 21 |
1000 |
10 000 000 |
1 |
1,07% |
| 34 |
RU000A0JU6A1 |
Rosselhozbank 22 |
1000 |
5 000 000 |
1 |
0,55% |
| 35 |
RU000A0JTPV9 |
NorNickel BO-01 |
1000 |
10 000 000 |
1 |
1,07% |
| 36 |
RU000A0JTPX5 |
NorNickel BO-02 |
1000 |
10 000 000 |
1 |
1,07% |
| 37 |
RU000A0JTPY3 |
NorNickel BO-04 |
1000 |
15 000 000 |
1 |
1,61% |
| 38 |
RU000A0JSYR1 |
Rosbank BO-4 |
1000 |
10 000 000 |
1 |
1,13% |
| 39 |
RU000A0JRW93 |
Rosbank BO-5 |
1000 |
5 000 000 |
1 |
0,55% |
| 40 |
RU000A0JTKE6 |
Rosbank BO-6 |
1000 |
5 000 000 |
1 |
0,55% |
| 41 |
RU000A0JTQ32 |
Rosbank BO-7 |
1000 |
10 000 000 |
1 |
1,13% |
| 42 |
RU000A0JTLL9 |
METALLOINVEST HK OAO 03 |
1000 |
5 000 000 |
1 |
0,54% |
| 43 |
RU000A0JS5A7 |
METALLOINVEST HK OAO 05 |
1000 |
10 000 000 |
1 |
1,12% |
| 44 |
RU000A0JS5L4 |
METALLOINVEST HK OAO 06 |
1000 |
10 000 000 |
1 |
1,12% |
| 45 |
RU000A0JTNC4 |
GazpromKapital 05 |
1000 |
10 000 000 |
1 |
1,06% |
| 46 |
RU000A0JTND2 |
GazpromKapital 06 |
1000 |
15 000 000 |
1 |
1,60% |
| 47 |
RU000A0JT213 |
Alfa-Bank BO-03 |
1000 |
10 000 000 |
1 |
1,11% |
| 48 |
RU000A0JU849 |
Alfa-Bank BO-04 |
1000 |
10 000 000 |
1 |
1,10% |
| 49 |
RU000A0JS3B0 |
Gazprom neft 11 |
1000 |
10 000 000 |
1 |
1,09% |
| 50 |
RU000A0JTDY9 |
Gazprom neft 12 |
1000 |
10 000 000 |
1 |
1,11% |
| 51 |
RU000A0JS322 |
Gazprombank BO-03 |
1000 |
10 000 000 |
1 |
1,08% |
| 52 |
RU000A0JU7Y9 |
Gazprombank BO-07 |
1000 |
10 000 000 |
1 |
1,10% |
| 53 |
RU000A0JRFN1 |
RusGidro(OAO) 01 |
1000 |
10 000 000 |
1 |
1,10% |
| 54 |
RU000A0JTMG7 |
RusGidro(OAO) 07 |
1000 |
10 000 000 |
1 |
1,08% |
| 55 |
RU000A0JQL30 |
AFK Systema 03 |
1000 |
19 000 000 |
1 |
2,11% |
| 56 |
RU000A0JT8G7 |
Krasnoyarsk reg.- 06 |
1000 |
16 910 000 |
1 |
1,88% |
| 57 |
RU000A0JT502 |
NOVATEK OAO BO-02 |
1000 |
10 000 000 |
1 |
1,12% |
| 58 |
RU000A0JT544 |
NOVATEK OAO BO-04 |
1000 |
5 000 000 |
1 |
0,56% |
| 59 |
RU000A0JRVA5 |
Credit Europe Bank (ZAO) BO-02 |
1000 |
5 000 000 |
1 |
0,54% |
| 60 |
RU000A0JT3Q7 |
Credit Europe Bank (ZAO) BO-03 |
1000 |
5 000 000 |
1 |
0,55% |
| 61 |
RU000A0JU4W0 |
Credit Europe Bank (ZAO) BO-06 |
1000 |
5 000 000 |
1 |
0,56% |
| 62 |
RU000A0JUAJ4 |
UniKredit Bank BO-10 |
1000 |
10 000 000 |
1 |
1,09% |
| 63 |
RU000A0JTMN3 |
UniKredit Bank BO-06 |
1000 |
5 000 000 |
1 |
0,54% |
| 64 |
RU000A0JTBA3 |
Krasnodar reg.-04 |
1000 |
12 000 000 |
1 |
1,31% |
| 65 |
RU000A0JTT21 |
Magnit BO-08 |
1000 |
5 000 000 |
1 |
0,56% |
| 66 |
RU000A0JTT39 |
Magnit BO-09 |
1000 |
5 000 000 |
1 |
0,56% |
| 67 |
RU000A0JT4G6 |
Megafon Finans 05 |
1000 |
10 000 000 |
1 |
1,11% |
| 68 |
RU000A0JU682 |
IKS 5 FINANS BO-02 |
1000 |
5 000 000 |
1 |
0,56% |
| 69 |
RU000A0JU8X9 |
IKS 5 FINANS BO-03 |
1000 |
5 000 000 |
1 |
0,55% |
| 70 |
RU000A0JTED1 |
NLMK 08 |
1000 |
10 000 000 |
1 |
1,10% |
| 71 |
RU000A0JRTW3 |
FK Otkritie 01 |
1000 |
5 000 000 |
1 |
0,56% |
| 72 |
RU000A0JS264 |
FK Otkritie 02 |
1000 |
5 000 000 |
1 |
0,54% |
| 73 |
RU000A0JU8T7 |
Reiffeisenbank BO-01 |
1000 |
10 000 000 |
1 |
1,10% |
| 74 |
RU000A0JU9S7 |
VEB-lizing OAO 12 |
1000 |
5 000 000 |
1 |
0,54% |
| 75 |
RU000A0JU9T5 |
VEB-lizing OAO 13 |
1000 |
5 000 000 |
1 |
0,54% |
| 76 |
RU000A0JTKC0 |
Rostelecom 18 |
1000 |
10 000 000 |
1 |
1,08% |
| 77 |
RU000A0JU6T1 |
NOMOS BO-06 |
1000 |
7 000 000 |
1 |
0,77% |
| 78 |
RU000A0JTDL6 |
Sankt-Peterburg 25039 |
1000 |
7 000 000 |
1 |
0,77% |
| 79 |
RU000A0JQ6T7 |
Gazprom-A11 |
1000 |
5 000 000 |
1 |
0,56% |
| 80 |
RU000A0JTDW3 |
Globeksbank BO 07 |
1000 |
5 000 000 |
1 |
0,55% |
| 81 |
RU000A0JS6M0 |
DeltaKredit KB BO-05 |
1000 |
5 000 000 |
1 |
0,55% |
| 82 |
RU000A0JUAL0 |
MSP Bank BO-04 |
1000 |
5 000 000 |
1 |
0,55% |
| 83 |
RU000A0JU6U9 |
Rusfinans Bank 15 |
1000 |
5 000 000 |
1 |
0,55% |
| 84 |
RU000A0JRKC4 |
Sankt-Pet.Telekom OAO 01 |
1000 |
5 000 000 |
1 |
0,55% |
| 85 |
RU000A0JU310 |
Ak Bars bank BO-03 |
1000 |
5 000 000 |
1 |
0,54% |
| 86 |
RU000A0JR7S6 |
Alfa-Bank 01 |
1000 |
5 000 000 |
1 |
0,54% |
| 87 |
RU000A0JU146 |
Vostochniy Express Bank BO-07 |
1000 |
5 000 000 |
1 |
0,54% |
| 88 |
RU000A0JTKM9 |
GosTransportLizingKomp 02 ob |
1000 |
5 000 000 |
1 |
0,54% |
| 89 |
RU000A0JRKG5 |
MKB BO-05 |
1000 |
5 000 000 |
1 |
0,54% |
| 90 |
RU000A0JQM39 |
Petrokommerzbank-5 |
1000 |
5 000 000 |
1 |
0,54% |
| 91 |
RU000A0JU963 |
Novosibirskaya oblast' 2013 |
1000 |
5 000 000 |
1 |
0,53% |
The list of OFZ Subindex employed in the calculation
| N |
Сode |
Security name |
Nominal value, rub. |
Issue value, p. s. |
Restricting coefficient |
Weight |
| 1 |
SU26204RMFS6 |
OFZ-PD 26204 |
1000 |
150 000 000 |
1 |
8,29% |
| 2 |
SU26208RMFS7 |
OFZ-PD 26208 |
1000 |
150 000 000 |
1 |
8,25% |
| 3 |
SU25080RMFS1 |
OFZ-PD 25080 |
1000 |
150 000 000 |
1 |
8,24% |
| 4 |
SU25079RMFS3 |
OFZ-PD 25079 |
1000 |
150 000 000 |
1 |
8,24% |
| 5 |
SU25077RMFS7 |
OFZ-PD 25077 |
1000 |
150 000 000 |
1 |
8,19% |
| 6 |
SU25075RMFS1 |
OFZ-PD 25075 |
1000 |
150 000 000 |
1 |
8,17% |
| 7 |
SU26206RMFS1 |
OFZ-PD 26206 |
1000 |
150 000 000 |
1 |
8,14% |
| 8 |
SU26203RMFS8 |
OFZ-PD 26203 |
1000 |
150 000 000 |
1 |
8,05% |
| 9 |
SU25082RMFS7 |
OFZ-PD 25082 |
1000 |
150 000 000 |
1 |
8,03% |
| 10 |
SU25081RMFS9 |
OFZ-PD 25081 |
1000 |
150 000 000 |
1 |
7,70% |
| 11 |
SU46021RMFS0 |
OFZ-AD 46021 |
1000 |
107 000 000 |
1 |
5,24% |
| 12 |
SU25071RMFS0 |
OFZ-PD 25071 |
1000 |
80 000 000 |
1 |
4,44% |
| 13 |
SU46017RMFS8 |
OFZ-AD 46017 |
1000 |
80 000 000 |
1 |
4,26% |
| 14 |
SU25068RMFS6 |
OFZ-PD 25068 |
1000 |
45 000 000 |
1 |
2,49% |
| 15 |
SU26202RMFS0 |
OFZ-PD 26202 |
1000 |
40 000 000 |
1 |
2,28% |
The list of securities Subindex employed in the calculation
| N |
Сode |
Security name |
Number of shares |
Free-Float |
Restricting coefficient |
Weight |
| 1 |
LKOH |
OAO "LUKOIL", Ordinary shares |
850 563 255 |
57% |
0,1833908 |
10,00% |
| 2 |
VTBR |
JSC VTB Bank, Ordinary shares |
12 960 541 337 338 |
39% |
0,8319029 |
10,00% |
| 3 |
MGNT |
OJSC "Magnit", Ordinary shares |
94 561 355 |
54% |
0,3974767 |
10,00% |
| 4 |
MTSS |
MTS OJSC, Ordinary shares |
2 066 413 562 |
49% |
0,6414971 |
10,00% |
| 5 |
NVTK |
JSC "NOVATEK", Ordinary shares |
3 036 306 000 |
27% |
0,5228028 |
10,00% |
| 6 |
SBER |
Sberbank, Ordinary shares |
21 586 948 000 |
48% |
0,1748541 |
9,25% |
| 7 |
SBERP |
Sberbank, Preferred shares |
1 000 000 000 |
100% |
0,1748541 |
0,75% |
| 8 |
TATN |
JSC "TATNEFT", Ordinary shares |
2 178 690 700 |
32% |
1 |
8,27% |
| 9 |
TRNFP |
JSC "Transneft", Preferred shares |
1 554 875 |
100% |
1 |
7,08% |
| 10 |
URKA |
OJSC Uralkali, Ordinary shares |
2 936 015 891 |
22% |
1 |
6,03% |
| 11 |
RTKM |
OJSC "Rostelecom", Ordinary shares |
2 669 204 301 |
28% |
1 |
4,23% |
| 12 |
ALRS |
OJSC "ALROSA", Ordinary shares |
7 364 965 630 |
23% |
1 |
3,67% |
| 13 |
HYDR |
JSC "RusHydro", Ordinary shares |
317 637 520 094 |
34% |
1 |
3,40% |
| 14 |
MOEX |
Moscow Exchange, Ordinary shares |
2 378 489 153 |
37% |
1 |
3,21% |
| 15 |
AFLT |
JSC "Aeroflot", Ordinary shares |
1 110 616 299 |
32% |
1 |
1,43% |
| 16 |
IRAO |
JSC "Inter RAO", Ordinary shares |
10 440 000 997 683 |
18% |
1 |
1,03% |
| 17 |
PIKK |
"PIK Group", Ordinary shares |
660 497 344 |
32% |
1 |
0,97% |
| 18 |
MSRS |
JSC "MOESK", Ordinary shares |
48 707 091 574 |
10% |
1 |
0,37% |
| 19 |
MTLR |
Mechel ОАО, Ordinary shares |
416 270 745 |
35% |
1 |
0,32% |
Included:
AFLT JSC "Aeroflot", Ordinary shares
PIKK "PIK Group", Ordinary shares
TRNFP JSC "Transneft", Preferred shares
Excluded:
RTKMP OJSC "Rostelecom", Preferred shares
The previous list of securities