The list of securities employed in the calculation
valid from December 16, 2014 to March 16, 2015
The list of bonds Subindex employed in the calculation
| N |
Сode |
Security name |
Nominal value, rub. |
Issue value, p. s. |
Restricting coefficient |
Weight |
| 1 |
RU000A0JNGU3 |
Bank VTB-06 |
1000 |
15 000 000 |
0,9272 |
2,18% |
| 2 |
RU000A0JSX00 |
Bank VTB BO-08 |
1000 |
10 000 000 |
0,9272 |
1,45% |
| 3 |
RU000A0JTN01 |
Bank VTB BO-22 |
1000 |
15 000 000 |
0,9272 |
2,07% |
| 4 |
RU000A0JUQE1 |
Bank VTB BO-26 |
1000 |
10 000 000 |
0,9272 |
2,90% |
| 5 |
RU000A0JU773 |
Bank VTB BO-43 |
1000 |
20 000 000 |
0,9272 |
1,41% |
| 6 |
RU000A0JQCR1 |
Transneft 03 |
1000 |
65 000 000 |
0,7782 |
8,16% |
| 7 |
RU000A0JUXJ6 |
Transneft BO-03 |
1000 |
15 000 000 |
0,7782 |
1,84% |
| 8 |
RU000A0JQ177 |
RZhD 11 |
1000 |
15 000 000 |
0,8639 |
1,98% |
| 9 |
RU000A0JQ4U0 |
RZhD 14 |
1000 |
15 000 000 |
0,8639 |
2,02% |
| 10 |
RU000A0JQ6S9 |
RZhD 15 |
1000 |
15 000 000 |
0,8639 |
1,98% |
| 11 |
RU000A0JQ656 |
RZhD 16 |
1000 |
15 000 000 |
0,8639 |
1,99% |
| 12 |
RU000A0JQ7X7 |
RZhD 18 |
1000 |
15 000 000 |
0,8639 |
2,02% |
| 13 |
RU000A0JUCS1 |
OAO "NK Rosneft" BO-05 |
1000 |
20 000 000 |
1 |
3,23% |
| 14 |
RU000A0JUCR3 |
OAO "NK Rosneft" BO-06 |
1000 |
20 000 000 |
1 |
3,21% |
| 15 |
RU000A0JUFV8 |
OAO "NK Rosneft" BO-07 |
1000 |
20 000 000 |
1 |
3,24% |
| 16 |
RU000A0JRVN8 |
Rosselhozbank 15 |
1000 |
10 000 000 |
1 |
1,54% |
| 17 |
RU000A0JT7M7 |
Rosselhozbank 17 |
1000 |
10 000 000 |
1 |
1,58% |
| 18 |
RU000A0JT874 |
Rosselhozbank 18 |
1000 |
5 000 000 |
1 |
0,79% |
| 19 |
RU000A0JU1Q8 |
Rosselhozbank 21 |
1000 |
10 000 000 |
1 |
1,56% |
| 20 |
RU000A0JUPQ7 |
Rosselhozbank BO-07 |
1000 |
10 000 000 |
1 |
1,60% |
| 21 |
RU000A0JTXW1 |
Moscow-67 |
1000 |
40 000 000 |
1 |
6,19% |
| 22 |
RU000A0JUMJ9 |
UniKredit Bank BO-21 |
1000 |
10 000 000 |
1 |
0,79% |
| 23 |
RU000A0JUSH0 |
UniKredit Bank BO-22 |
1000 |
10 000 000 |
1 |
1,55% |
| 24 |
RU000A0JT8V6 |
UniKredit Bank BO-04 |
1000 |
5 000 000 |
1 |
1,60% |
| 25 |
RU000A0JUMD2 |
Megafon BO-04 |
1000 |
15 000 000 |
1 |
1,53% |
| 26 |
RU000A0JRUS9 |
FSK EES 15 |
1000 |
10 000 000 |
1 |
2,29% |
| 27 |
RU000A0JT2K2 |
FSK EES 25 |
1000 |
15 000 000 |
1 |
1,57% |
| 28 |
RU000A0JTPX5 |
NorNickel BO-02 |
1000 |
10 000 000 |
1 |
2,25% |
| 29 |
RU000A0JTPY3 |
NorNickel BO-04 |
1000 |
15 000 000 |
1 |
1,46% |
| 30 |
RU000A0JTNC4 |
GazpromKapital 05 |
1000 |
10 000 000 |
1 |
2,30% |
| 31 |
RU000A0JTND2 |
GazpromKapital 06 |
1000 |
15 000 000 |
1 |
1,60% |
| 32 |
RU000A0JUV57 |
Rosbank A7 |
1000 |
10 000 000 |
1 |
1,57% |
| 33 |
RU000A0JSYR1 |
Rosbank BO-4 |
1000 |
10 000 000 |
1 |
1,56% |
| 34 |
RU000A0JUMH3 |
Gazprombank BO-08 |
1000 |
10 000 000 |
1 |
1,56% |
| 35 |
RU000A0JUV08 |
Gazprombank BO-10 |
1000 |
10 000 000 |
1 |
1,50% |
| 36 |
RU000A0JTMG7 |
RusGidro(OAO) 07 |
1000 |
10 000 000 |
1 |
1,43% |
| 37 |
RU000A0JTMK9 |
RusGidro(OAO) 08 |
1000 |
10 000 000 |
1 |
1,56% |
| 38 |
RU000A0JUMN1 |
Krasnoyarsk reg.- 34008 |
1000 |
10 000 000 |
1 |
1,27% |
| 39 |
RU000A0JUVM4 |
Krasnoyarsk reg.- 34009 |
1000 |
8 250 000 |
1 |
2,32% |
| 40 |
RU000A0JUWB5 |
HMAO-Yugra ob. 34001 |
1000 |
14 000 000 |
1 |
2,20% |
| 41 |
RU000A0JUUE3 |
Raiffeisenbank BO-04 |
1000 |
10 000 000 |
1 |
1,59% |
| 42 |
RU000A0JRUY7 |
VEB-lizing OAO 08 |
1000 |
5 000 000 |
1 |
0,79% |
| 43 |
RU000A0JRV52 |
VEB-lizing OAO 09 |
1000 |
5 000 000 |
1 |
0,79% |
| 44 |
RU000A0JUU90 |
Alfa-Bank BO-13 |
1000 |
5 000 000 |
1 |
0,78% |
| 45 |
RU000A0JUUA1 |
Alfa-Bank BO-14 |
1000 |
5 000 000 |
1 |
0,77% |
| 46 |
RU000A0JQ0E2 |
MTS 02 |
1000 |
10 000 000 |
1 |
0,74% |
| 47 |
RU000A0JTW75 |
Svyaz-Bank BO-02 |
1000 |
5 000 000 |
1 |
0,79% |
| 48 |
RU000A0JS793 |
Svyaz-Bank 04 |
1000 |
5 000 000 |
1 |
1,52% |
| 49 |
RU000A0JUR46 |
Novosibirskaya oblast' 2014 |
1000 |
7 000 000 |
1 |
1,10% |
| 50 |
RU000A0JUKX4 |
AIZhK - 30 |
1000 |
6 000 000 |
1 |
0,95% |
| 51 |
RU000A0JUQQ5 |
MKB BO-10 |
1000 |
5 000 000 |
1 |
0,80% |
| 52 |
RU000A0JSXW3 |
Promsvyazbank OAO BO-07 |
1000 |
5 000 000 |
1 |
0,80% |
| 53 |
RU000A0JT692 |
Ak Bars bank BO-01 |
1000 |
5 000 000 |
1 |
0,79% |
| 54 |
RU000A0JU7X1 |
Zenit-11 |
1000 |
5 000 000 |
1 |
0,79% |
| 55 |
RU000A0JT0U5 |
MOESK BO-01 |
1000 |
5 000 000 |
1 |
0,77% |
| 56 |
RU000A0JTLJ3 |
METALLOINVEST HK OAO 02 |
1000 |
5 000 000 |
1 |
0,75% |
| 57 |
RU000A0JTA89 |
Rusfinans Bank BO-03 |
1000 |
4 000 000 |
1 |
0,63% |
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 |
9,68% |
| 2 |
SU25075RMFS1 |
OFZ-PD 25075 |
1000 |
150 000 000 |
1 |
9,65% |
| 3 |
SU25077RMFS7 |
OFZ-PD 25077 |
1000 |
150 000 000 |
1 |
9,54% |
| 4 |
SU26203RMFS8 |
OFZ-PD 26203 |
1000 |
150 000 000 |
1 |
9,31% |
| 5 |
SU25080RMFS1 |
OFZ-PD 25080 |
1000 |
150 000 000 |
1 |
9,18% |
| 6 |
SU26206RMFS1 |
OFZ-PD 26206 |
1000 |
150 000 000 |
1 |
9,13% |
| 7 |
SU26204RMFS6 |
OFZ-PD 26204 |
1000 |
150 000 000 |
1 |
9,04% |
| 8 |
SU26208RMFS7 |
OFZ-PD 26208 |
1000 |
150 000 000 |
1 |
8,82% |
| 9 |
SU25081RMFS9 |
OFZ-PD 25081 |
1000 |
150 000 000 |
1 |
8,71% |
| 10 |
SU26216RMFS0 |
OFZ-PD 26216 |
1000 |
150 000 000 |
1 |
8,49% |
| 11 |
SU26210RMFS3 |
OFZ-PD 26210 |
1000 |
150 000 000 |
1 |
8,44% |
The list of securities Subindex employed in the calculation
| N |
Сode |
Security name |
Number of shares |
Free-Float |
Restricting coefficient |
Weight |
| 1 |
GAZP |
JSC "GAZPROM", Ordinary shares |
23 673 512 900 |
46% |
0,2798096 |
10,00% |
| 2 |
LKOH |
OAO "LUKOIL", Ordinary shares |
850 563 255 |
46% |
0,4856452 |
10,00% |
| 3 |
MGNT |
PJSC "Magnit", Ordinary shares |
94 561 355 |
54% |
0,7302963 |
10,00% |
| 4 |
SBER |
Sberbank, Ordinary shares |
21 586 948 000 |
48% |
0,5463619 |
9,35% |
| 5 |
SBERP |
Sberbank, Preferred shares |
1 000 000 000 |
100% |
0,5463619 |
0,65% |
| 6 |
GMKN |
"OJSC "MMC "NORILSK NICKEL", Ordinary shares |
158 245 476 |
30% |
1 |
9,53% |
| 7 |
NVTK |
JSC "NOVATEK", Ordinary shares |
3 036 306 000 |
27% |
1 |
8,65% |
| 8 |
ROSN |
Rosneft, Ordinary shares |
10 598 177 817 |
12% |
1 |
6,75% |
| 9 |
MTSS |
MTS OJSC, Ordinary shares |
2 066 413 562 |
49% |
1 |
5,81% |
| 10 |
VTBR |
JSC VTB Bank, Ordinary shares |
12 960 541 337 338 |
39% |
1 |
5,33% |
| 11 |
TRNFP |
JSC "Transneft", Preferred shares |
1 554 875 |
100% |
1 |
4,19% |
| 12 |
TATN |
JSC "TATNEFT", Ordinary shares |
2 178 690 700 |
32% |
1 |
4,02% |
| 13 |
URKA |
OJSC Uralkali, Ordinary shares |
2 936 015 891 |
33% |
1 |
2,96% |
| 14 |
RTKM |
OJSC "Rostelecom", Ordinary shares |
2 669 204 301 |
28% |
1 |
1,82% |
| 15 |
HYDR |
JSC "RusHydro", Ordinary shares |
386 255 464 890 |
34% |
1 |
1,82% |
| 16 |
ALRS |
OJSC "ALROSA", Ordinary shares |
7 364 965 630 |
23% |
1 |
1,81% |
| 17 |
CHMF |
OAO Severstal, Ordinary shares |
837 718 660 |
21% |
1 |
1,79% |
| 18 |
MOEX |
Moscow Exchange, Ordinary shares |
2 278 636 493 |
51% |
1 |
1,59% |
| 19 |
AFKS |
Sistema JSFC, Ordinary shares |
9 650 000 000 |
36% |
1 |
1,03% |
| 20 |
PHOR |
OJSC "PhosAgro", Ordinary shares |
129 500 000 |
19% |
1 |
0,89% |
| 21 |
PIKK |
"PIK Group", Ordinary shares |
660 497 344 |
32% |
1 |
0,85% |
| 22 |
EONR |
JSC "E.ON Russia", Ordinary shares |
63 048 706 145 |
18% |
1 |
0,64% |
| 23 |
BANE |
JSOC Bashneft, Ordinary shares |
150 570 662 |
12% |
1 |
0,52% |
Included:
EONR JSC "E.ON Russia", Ordinary shares
PHOR OJSC "PhosAgro", Ordinary shares
The previous list of securities