The list of securities employed in the calculation
valid from June 17 to September 15, 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 |
RU000A0JQ6S9 |
RZhD 15 |
1000 |
15 000 000 |
0,7412 |
1,70% |
| 2 |
RU000A0JQ656 |
RZhD 16 |
1000 |
15 000 000 |
0,7412 |
1,69% |
| 3 |
RU000A0JQ7W9 |
RZhD 17 |
1000 |
15 000 000 |
0,7412 |
1,69% |
| 4 |
RU000A0JQ177 |
RZhD 11 |
1000 |
15 000 000 |
0,7412 |
1,65% |
| 5 |
RU000A0JQ5Q5 |
RZhD 12 |
1000 |
15 000 000 |
0,7412 |
1,64% |
| 6 |
RU000A0JUAH8 |
RZhD 30 |
1000 |
15 000 000 |
0,7412 |
1,62% |
| 7 |
RU000A0JP2G4 |
Rosselhozbank 03 |
1000 |
10 000 000 |
1 |
1,51% |
| 8 |
RU000A0JS6N8 |
Rosselhozbank 16 |
1000 |
10 000 000 |
1 |
1,51% |
| 9 |
RU000A0JT7M7 |
Rosselhozbank 17 |
1000 |
10 000 000 |
1 |
1,51% |
| 10 |
RU000A0JU1Q8 |
Rosselhozbank 21 |
1000 |
10 000 000 |
1 |
1,51% |
| 11 |
RU000A0JRVN8 |
Rosselhozbank 15 |
1000 |
10 000 000 |
1 |
1,48% |
| 12 |
RU000A0JTVJ2 |
Rosselhozbank 20 |
1000 |
10 000 000 |
1 |
1,47% |
| 13 |
RU000A0JU6A1 |
Rosselhozbank 22 |
1000 |
5 000 000 |
1 |
0,73% |
| 14 |
RU000A0JU773 |
Bank VTB BO-43 |
1000 |
20 000 000 |
1 |
3,00% |
| 15 |
RU000A0JTK20 |
Bank VTB BO-21 |
1000 |
15 000 000 |
1 |
2,25% |
| 16 |
RU000A0JTN01 |
Bank VTB BO-22 |
1000 |
15 000 000 |
1 |
2,20% |
| 17 |
RU000A0JS1T6 |
Bank VTB BO-06 |
1000 |
10 000 000 |
1 |
1,52% |
| 18 |
RU000A0JTXW1 |
Moscow-67 |
1000 |
40 000 000 |
1 |
6,13% |
| 19 |
RU000A0JRMX6 |
FSK EES 19 |
1000 |
20 000 000 |
1 |
2,94% |
| 20 |
RU000A0JRUS9 |
FSK EES 15 |
1000 |
10 000 000 |
1 |
1,51% |
| 21 |
RU000A0JT7T2 |
FSK EES 21 |
1000 |
10 000 000 |
1 |
1,49% |
| 22 |
RU000A0JQ5G6 |
Transneft 01 |
1000 |
35 000 000 |
1 |
5,37% |
| 23 |
RU000A0JS5F6 |
VimpelKom04 |
1000 |
15 000 000 |
1 |
2,27% |
| 24 |
RU000A0JS5E9 |
VimpelKom01 |
1000 |
10 000 000 |
1 |
1,52% |
| 25 |
RU000A0JS5M2 |
VimpelKom02 |
1000 |
10 000 000 |
1 |
1,51% |
| 26 |
RU000A0JTS06 |
OAO "NK Rosneft" 07 |
1000 |
15 000 000 |
1 |
2,27% |
| 27 |
RU000A0JTS22 |
OAO "NK Rosneft" 08 |
1000 |
15 000 000 |
1 |
2,27% |
| 28 |
RU000A0JRJQ6 |
ROSNANO 3 |
1000 |
15 000 000 |
1 |
2,33% |
| 29 |
RU000A0JRJP8 |
ROSNANO 2 |
1000 |
10 000 000 |
1 |
1,56% |
| 30 |
RU000A0JQL30 |
AFK Systema 03 |
1000 |
19 000 000 |
1 |
2,80% |
| 31 |
RU000A0JU6T1 |
NOMOS BO-06 |
1000 |
7 000 000 |
1 |
1,06% |
| 32 |
RU000A0JRTX1 |
NOMOS BO-02 |
1000 |
5 000 000 |
1 |
0,76% |
| 33 |
RU000A0JUGW4 |
NOMOS BO-04 |
1000 |
5 000 000 |
1 |
0,76% |
| 34 |
RU000A0JRVA5 |
Credit Europe Bank (ZAO) BO-02 |
1000 |
5 000 000 |
1 |
0,77% |
| 35 |
RU000A0JTMY0 |
Credit Europe Bank (ZAO) BO-04 |
1000 |
5 000 000 |
1 |
0,77% |
| 36 |
RU000A0JT3Q7 |
Credit Europe Bank (ZAO) BO-03 |
1000 |
5 000 000 |
1 |
0,74% |
| 37 |
RU000A0JTND2 |
GazpromKapital 06 |
1000 |
15 000 000 |
1 |
2,26% |
| 38 |
RU000A0JTPY3 |
NorNickel BO-04 |
1000 |
15 000 000 |
1 |
2,25% |
| 39 |
RU000A0JREW5 |
VEB-lizing OAO 03 |
1000 |
5 000 000 |
1 |
0,76% |
| 40 |
RU000A0JU9T5 |
VEB-lizing OAO 13 |
1000 |
5 000 000 |
1 |
0,73% |
| 41 |
RU000A0JU9S7 |
VEB-lizing OAO 12 |
1000 |
5 000 000 |
1 |
0,72% |
| 42 |
RU000A0JRF11 |
RUSAL Bratskiy al. zavod 08 |
1000 |
15 000 000 |
1 |
2,02% |
| 43 |
RU000A0JUGY0 |
Zenit BO-11 |
1000 |
6 000 000 |
1 |
0,91% |
| 44 |
RU000A0JS6L2 |
Zenit BO-07 |
1000 |
5 000 000 |
1 |
0,76% |
| 45 |
RU000A0JTED1 |
NLMK 08 |
1000 |
10 000 000 |
1 |
1,54% |
| 46 |
RU000A0JS793 |
Svyaz-Bank 04 |
1000 |
5 000 000 |
1 |
0,76% |
| 47 |
RU000A0JTW75 |
Svyaz-Bank BO-02 |
1000 |
5 000 000 |
1 |
0,76% |
| 48 |
RU000A0JT213 |
Alfa-Bank BO-03 |
1000 |
10 000 000 |
1 |
1,51% |
| 49 |
RU000A0JS5L4 |
METALLOINVEST HK OAO 06 |
1000 |
10 000 000 |
1 |
1,51% |
| 50 |
RU000A0JT502 |
NOVATEK OAO BO-02 |
1000 |
10 000 000 |
1 |
1,51% |
| 51 |
RU000A0JTRL6 |
Ak Bars bank BO-02 |
1000 |
5 000 000 |
1 |
0,76% |
| 52 |
RU000A0JT692 |
Ak Bars bank BO-01 |
1000 |
5 000 000 |
1 |
0,75% |
| 53 |
RU000A0JT767 |
Gazprombank 07 |
1000 |
10 000 000 |
1 |
1,50% |
| 54 |
RU000A0JTTA5 |
MTS BO-01 |
1000 |
10 000 000 |
1 |
1,50% |
| 55 |
RU000A0JU8T7 |
Reiffeisenbank BO-01 |
1000 |
10 000 000 |
1 |
1,47% |
| 56 |
RU000A0JU6U9 |
Rusfinans Bank 15 |
1000 |
5 000 000 |
1 |
0,75% |
| 57 |
RU000A0JTVN4 |
Rusfinans Bank BO-07 |
1000 |
4 000 000 |
1 |
0,61% |
| 58 |
RU000A0JSW84 |
BANK URALSIB 05 |
1000 |
7 000 000 |
1 |
1,08% |
| 59 |
RU000A0JRV86 |
OTP Bank BO-02 |
1000 |
6 000 000 |
1 |
0,92% |
| 60 |
RU000A0JSTQ3 |
Petrokommerzbank BO-03 |
1000 |
5 000 000 |
1 |
0,77% |
| 61 |
RU000A0JS5N0 |
Absolut Bank BO-02 |
1000 |
5 000 000 |
1 |
0,76% |
| 62 |
RU000A0JU146 |
Vostochniy Express Bank BO-07 |
1000 |
5 000 000 |
1 |
0,76% |
| 63 |
RU000A0JS5R1 |
MSP Bank 01 |
1000 |
5 000 000 |
1 |
0,76% |
| 64 |
RU000A0JTMN3 |
UniKredit Bank BO-06 |
1000 |
5 000 000 |
1 |
0,76% |
| 65 |
RU000A0JT3P9 |
Sankt-Peterburg-BO-08 |
1000 |
5 000 000 |
1 |
0,74% |
| 66 |
RU000A0JTMR4 |
KB "LOKO-Bank" (ZAO) BO-02 |
1000 |
4 000 000 |
1 |
0,61% |
The list of OFZ Subindex employed in the calculation
| N |
Сode |
Security name |
Nominal value, rub. |
Issue value, p. s. |
Restricting coefficient |
Weight |
| 1 |
SU25079RMFS3 |
OFZ-PD 25079 |
1000 |
150 000 000 |
1 |
7,97% |
| 2 |
SU25077RMFS7 |
OFZ-PD 25077 |
1000 |
150 000 000 |
1 |
7,89% |
| 3 |
SU25075RMFS1 |
OFZ-PD 25075 |
1000 |
150 000 000 |
1 |
7,89% |
| 4 |
SU26206RMFS1 |
OFZ-PD 26206 |
1000 |
150 000 000 |
1 |
7,86% |
| 5 |
SU26203RMFS8 |
OFZ-PD 26203 |
1000 |
150 000 000 |
1 |
7,74% |
| 6 |
SU26208RMFS7 |
OFZ-PD 26208 |
1000 |
150 000 000 |
1 |
7,69% |
| 7 |
SU26204RMFS6 |
OFZ-PD 26204 |
1000 |
150 000 000 |
1 |
7,68% |
| 8 |
SU25080RMFS1 |
OFZ-PD 25080 |
1000 |
150 000 000 |
1 |
7,67% |
| 9 |
SU25082RMFS7 |
OFZ-PD 25082 |
1000 |
150 000 000 |
1 |
7,53% |
| 10 |
SU25081RMFS9 |
OFZ-PD 25081 |
1000 |
150 000 000 |
1 |
7,44% |
| 11 |
SU26216RMFS0 |
OFZ-PD 26216 |
1000 |
150 000 000 |
1 |
7,29% |
| 12 |
SU46021RMFS0 |
OFZ-AD 46021 |
1000 |
107 000 000 |
1 |
5,02% |
| 13 |
SU25071RMFS0 |
OFZ-PD 25071 |
1000 |
80 000 000 |
1 |
4,15% |
| 14 |
SU46017RMFS8 |
OFZ-AD 46017 |
1000 |
80 000 000 |
1 |
4,03% |
| 15 |
SU26202RMFS0 |
OFZ-PD 26202 |
1000 |
40 000 000 |
1 |
2,16% |
The list of securities Subindex employed in the calculation
| N |
Сode |
Security name |
Number of issued shares |
Free-float factor |
Restricting coefficient |
Weight |
| 1 |
LKOH |
OAO "LUKOIL", Ordinary shares |
850 563 255 |
57% |
0,1814245 |
10,00% |
| 2 |
SBER |
Sberbank, Ordinary shares |
21 586 948 000 |
48% |
0,1832218 |
9,27% |
| 3 |
SBERP |
Sberbank, Preferred shares |
1 000 000 000 |
100% |
0,1832218 |
0,73% |
| 4 |
MGNT |
OJSC "Magnit", Ordinary shares |
94 561 355 |
54% |
0,3874358 |
10,00% |
| 5 |
NVTK |
JSC "NOVATEK", Ordinary shares |
3 036 306 000 |
27% |
0,5617306 |
10,00% |
| 6 |
MTSS |
MTS OJSC, Ordinary shares |
2 066 413 562 |
49% |
0,6024785 |
10,00% |
| 7 |
VTBR |
JSC VTB Bank, Ordinary shares |
12 960 500 000 000 |
39% |
0,7182348 |
10,00% |
| 8 |
TATN |
JSC "TATNEFT", Ordinary shares |
2 178 690 700 |
32% |
1 |
8,34% |
| 9 |
TRNFP |
JSC "Transneft", Preferred shares |
1 554 875 |
100% |
1 |
7,10% |
| 10 |
URKA |
OJSC Uralkali, Ordinary shares |
2 936 015 891 |
22% |
1 |
5,82% |
| 11 |
HYDR |
JSC "RusHydro", Ordinary shares |
317 638 000 000 |
34% |
1 |
4,26% |
| 12 |
ALRS |
OJSC "ALROSA", Ordinary shares |
7 364 965 630 |
23% |
1 |
4,06% |
| 13 |
RTKM |
OJSC "Rostelecom", Ordinary shares |
2 669 204 301 |
28% |
1 |
3,63% |
| 14 |
MOEX |
Moscow Exchange, Ordinary shares |
2 278 636 493 |
37% |
1 |
3,14% |
| 15 |
AFLT |
JSC "Aeroflot", Ordinary shares |
1 110 616 299 |
32% |
1 |
1,13% |
| 16 |
PIKK |
"PIK Group", Ordinary shares |
660 497 344 |
32% |
1 |
1,11% |
| 17 |
IRAO |
JSC "Inter RAO", Ordinary shares |
10 440 000 000 000 |
18% |
1 |
1,02% |
| 18 |
MTLR |
Mechel ОАО, Ordinary shares |
416 270 745 |
35% |
1 |
0,40% |
Excluded:
- MSRS JSC "MOESK", Ordinary shares
The previous list of securities
