The list of securities employed in the calculation valid from June 16 to September 17, 2016
The list of bonds Subindex employed in the calculation
| N | Сode | Security name | Nominal value, rub. | Issue value, p. s. | Restricting coefficient | Weight |
|---|---|---|---|---|---|---|
| 1 | RU000A0JUCS1 | Rosneft BO-05 | 1000 | 20 000 000 | 1 | 7,13% |
| 2 | RU000A0JQCR1 | Transneft 03 | 1000 | 65 000 000 | 0,2311 | 5,94% |
| 3 | RU000A0JWBH2 | EvrazHolding Finance 001P-01R | 1000 | 15 000 000 | 1 | 5,78% |
| 4 | RU000A0JQRD9 | RZhD 23 | 1000 | 15 000 000 | 1 | 5,56% |
| 5 | RU000A0JWDU1 | EvroHim MHK AO BO-001-P01 | 1000 | 15 000 000 | 1 | 5,39% |
| 6 | RU000A0JWB75 | Gazprom neft BO-7 | 1000 | 15 000 000 | 1 | 5,35% |
| 7 | RU000A0JWUD1 | X5 FINANCE 001P-01 | 1000 | 15 000 000 | 1 | 5,32% |
| 8 | RU000A0JVUP7 | VimpelKom BO-03 | 1000 | 15 000 000 | 0,9699 | 5,15% |
| 9 | RU000A0JS5F6 | VimpelKom04 | 1000 | 15 000 000 | 0,9699 | 4,85% |
| 10 | RU000A0JVS10 | Krasnoyarsk reg.- 34010 | 1000 | 12 500 000 | 1 | 4,73% |
| 11 | RU000A0JWBK6 | SIBUR Holding 10 | 1000 | 10 000 000 | 1 | 3,72% |
| 12 | RU000A0JWRF2 | Gazprom Neft BO-4 | 1000 | 10 000 000 | 1 | 3,65% |
| 13 | RU000A0JXD07 | Transmashholding PBO-01 | 1000 | 10 000 000 | 1 | 3,65% |
| 14 | RU000A0JWUE9 | Sberbank BO-37 | 1000 | 10 000 000 | 1 | 3,62% |
| 15 | RU000A0JXMQ8 | Rosselkhozbank BO-01P | 1000 | 10 000 000 | 1 | 3,57% |
| 16 | RU000A0JTMK9 | RusGidro(PAO) 08 | 1000 | 10 000 000 | 1 | 3,53% |
| 17 | RU000A0JXEV5 | MTS 001P-01 | 1000 | 10 000 000 | 0,9422 | 3,39% |
| 18 | RU000A0JXMH7 | MTS 001P-02 | 1000 | 10 000 000 | 0,9422 | 3,34% |
| 19 | RU000A0JTTA5 | MTS BO-01 | 1000 | 10 000 000 | 0,9422 | 3,28% |
| 20 | RU000A0JXQD7 | Transneft BO-001P-07 | 1000 | 30 000 000 | 0,2311 | 2,42% |
| 21 | RU000A0JVT76 | Pervaya Gruzovaya Company | 1000 | 5 000 000 | 1 | 1,84% |
| 22 | RU000A0JUW72 | Rosselhozbank BO-14 | 1000 | 5 000 000 | 1 | 1,82% |
| 23 | RU000A0JXHE4 | Chelpipe 001P-02 | 1000 | 5 000 000 | 1 | 1,79% |
| 24 | RU000A0JV8D0 | VEB-leasing AO BO-04 | 1000 | 5 000 000 | 1 | 1,78% |
| 25 | RU000A0JV8G3 | VEB-leasing AO BO-05 | 1000 | 5 000 000 | 1 | 1,78% |
| 26 | RU000A0JXM97 | Transneft BO-001P-06 | 1000 | 20 000 000 | 0,2311 | 1,64% |
The list of OFZ Subindex employed in the calculation
| N | Сode | Security name | Nominal value, rub. | Issue value, p. s. | Restricting coefficient | Weight |
|---|---|---|---|---|---|---|
| 1 | SU26216RMFS0 | OFZ-PD 26216 | 1000 | 311 053 501 | 1 | 12,95% |
| 2 | SU26217RMFS8 | OFZ-PD 26217 | 1000 | 290 000 000 | 1 | 12,48% |
| 3 | SU29011RMFS2 | OFZ-PD 29011 | 1000 | 250 000 000 | 1 | 11,46% |
| 4 | SU26214RMFS5 | OFZ-PD 26214 | 1000 | 250 000 000 | 1 | 10,21% |
| 5 | SU24018RMFS2 | OFZ-PD 24018 | 1000 | 200 000 000 | 1 | 8,99% |
| 6 | SU24019RMFS0 | OFZ-PD 24019 | 1000 | 150 000 000 | 1 | 6,61% |
| 7 | SU26208RMFS7 | OFZ-PD 26208 | 1000 | 150 000 000 | 1 | 6,45% |
| 8 | SU26204RMFS6 | OFZ-PD 26204 | 1000 | 150 000 000 | 1 | 6,45% |
| 9 | SU25081RMFS9 | OFZ-PD 25081 | 1000 | 150 000 000 | 1 | 6,42% |
| 10 | SU26210RMFS3 | OFZ-PD 26210 | 1000 | 150 000 000 | 1 | 6,40% |
| 11 | SU26205RMFS3 | OFZ-PD 26205 | 1000 | 150 000 000 | 1 | 6,39% |
| 12 | SU46018RMFS6 | OFZ-AD 46018 | 1000 | 126 786 718 | 1 | 5,17% |
The list of securities Subindex employed in the calculation
| N | Сode | Security name | Number of shares | Free-Float | Restricting coefficient | Weight |
|---|---|---|---|---|---|---|
| 1 | SBER | Sberbank, Ordinary shares | 21 586 948 000 | 48% | 0,3283099 | 9,28% |
| 2 | SBERP | Sberbank, Preferred shares | 1 000 000 000 | 100% | 0,3283099 | 0,72% |
| 3 | GAZP | PJSC "GAZPROM", Ordinary shares | 23 673 512 900 | 46% | 0,4397954 | 10,00% |
| 4 | LKOH | PJSC "LUKOIL", Ordinary shares | 850 563 255 | 46% | 0,5322511 | 10,00% |
| 5 | MGNT | PJSC "Magnit", Ordinary shares | 94 561 355 | 63% | 1 | 9,45% |
| 6 | NVTK | JSC "NOVATEK", Ordinary shares | 3 036 306 000 | 27% | 1 | 9,18% |
| 7 | GMKN | PJSC "MMC "NORILSK NICKEL", Ordinary shares | 158 245 476 | 33% | 1 | 7,22% |
| 8 | ROSN | Rosneft, Ordinary shares | 10 598 177 817 | 11% | 1 | 6,11% |
| 9 | VTBR | VTB Bank (PJSC), Ordinary shares | 12 960 541 337 338 | 39% | 1 | 5,77% |
| 10 | TATN | PJSC "TATNEFT", Ordinary shares | 2 178 690 700 | 32% | 1 | 4,70% |
| 11 | TATNP | PJSC "TATNEFT", Preferred shares | 147 508 500 | 100% | 1 | 0,76% |
| 12 | MTSS | MTS PJSC, Ordinary shares | 1 998 381 575 | 48% | 1 | 4,03% |
| 13 | ALRS | PJSC "ALROSA", Ordinary shares | 7 364 965 630 | 34% | 1 | 3,85% |
| 14 | MOEX | Moscow Exchange, Ordinary shares | 2 278 636 493 | 57% | 1 | 2,28% |
| 15 | IRAO | PJSC "Inter RAO", Ordinary shares | 104 400 000 000 | 29% | 1 | 2,08% |
| 16 | CHMF | PAO Severstal, Ordinary shares | 837 718 660 | 18% | 1 | 1,94% |
| 17 | NLMK | NLMK, Ordinary shares | 5 993 227 240 | 16% | 1 | 1,86% |
| 18 | AFLT | PJSC "Aeroflot", Ordinary shares | 1 110 616 299 | 41% | 1 | 1,48% |
| 19 | TRNFP | Transneft, Preferred shares | 1 554 875 | 32% | 1 | 1,37% |
| 20 | PHOR | PJSC "PhosAgro", Ordinary shares | 129 500 000 | 25% | 1 | 1,31% |
| 21 | HYDR | PJSC "RusHydro", Ordinary shares | 386 255 464 890 | 23% | 1 | 1,22% |
| 22 | PIKK | PIK GROUP, Ordinary shares | 660 497 344 | 32% | 1 | 1,10% |
| 23 | RTKM | PJSC Rostelecom, Ordinary shares | 2 574 914 954 | 32% | 1 | 1,02% |
| 24 | MFON | PJSC "MegaFon", Ordinary shares | 620 000 000 | 15% | 1 | 0,96% |
| 25 | MAGN | OJSC MMK, Ordinary shares | 11 174 330 000 | 13% | 1 | 0,79% |
| 26 | FEES | "FGC UES", PJSC, Ordinary shares | 1 274 665 323 063 | 21% | 1 | 0,78% |
| 27 | AFKS | Sistema PJSFC, Ordinary shares | 9 650 000 000 | 36% | 1 | 0,75% |
| Included: | |
| TATNP | PJSC "TATNEFT", Preferred shares |
| Excluded: | |
| PLZL | PJSC Polyus, Ordinary shares |