The list of securities employed in the calculation
valid from September 18 to December 21, 2017
The list of bonds Subindex employed in the calculation
| N | Сode | Security name | Nominal value, rub. | Issue value, p. s. | Restricting coefficient | Weight |
|---|---|---|---|---|---|---|
| 1 | RU000A0JQCR1 | Транснф 03 | 1 000 | 65 000 000 | 0,1373 | 10,00% |
| 2 | RU000A0JTW83 | АИЖК 25об | 1 000 | 6 000 000 | 1 | 5,85% |
| 3 | RU000A0JU2F9 | О1пропфин1 | 1 000 | 6 000 000 | 1 | 5,79% |
| 4 | RU000A0JUQR3 | МКБ БО-11 | 1 000 | 15 000 000 | 0,7091 | 10,00% |
| 5 | RU000A0JVS10 | КрасЯрКр10 | 1 000 | 12 500 000 | 0,7625 | 10% |
| 6 | RU000A0JVWJ6 | ГТЛК БО-06 | 1 000 | 4 000 000 | 1 | 4% |
| 7 | RU000A0JWCB3 | РусГидрБП4 | 1 000 | 15 000 000 | 0,6528 | 10,00% |
| 8 | RU000A0JX0P9 | ГПБ БО-12 | 1 000 | 10 000 000 | 0,5074 | 5,04% |
| 9 | RU000A0JXEV5 | МТС 001P-1 | 1 000 | 10 000 000 | 0,5066 | 4,95% |
| 10 | RU000A0JXMH7 | МТС 001P-2 | 1 000 | 10 000 000 | 0,5066 | 5,05% |
| 11 | RU000A0JXRV7 | АльфаБО-20 | 1 000 | 5 000 000 | 1 | 4,90% |
| 12 | RU000A0JXTF6 | ГПБ БО-13 | 1 000 | 10 000 000 | 0,5074 | 4,96% |
| 13 | RU000A0JXUC1 | РСХБ БО 2P | 1 000 | 10 000 000 | 1 | 9,67% |
| 14 | RU000A0JXY44 | ПИК БО-П03 | 1 000 | 10 000 000 | 1 | 9,67% |
The list of OFZ Subindex employed in the calculation
| N | Сode | Security name | Nominal value, rub. | Issue value, p. s. | Restricting coefficient | Weight |
|---|---|---|---|---|---|---|
| 1 | SU24018RMFS2 | OFZ-PD 24018 | 1000 | 200 000 000 | 1 | 7,46% |
| 2 | SU24019RMFS0 | OFZ-PD 24019 | 1000 | 150 000 000 | 1 | 5,81% |
| 3 | SU25081RMFS9 | OFZ-PD 25081 | 1000 | 150 000 000 | 1 | 5,45% |
| 4 | SU26204RMFS6 | OFZ-PD 26204 | 1000 | 150 000 000 | 1 | 5,63% |
| 5 | SU26205RMFS3 | OFZ-PD 26205 | 1000 | 150 000 000 | 1 | 5,61% |
| 6 | SU26208RMFS7 | OFZ-PD 26208 | 1000 | 150 000 000 | 1 | 5,45% |
| 7 | SU26209RMFS5 | OFZ-PD 26209 | 1000 | 150 000 000 | 1 | 5,49% |
| 8 | SU26210RMFS3 | OFZ-PD 26210 | 1000 | 150 000 000 | 1 | 5,44% |
| 9 | SU26214RMFS5 | OFZ-PD 26214 | 1000 | 350 000 000 | 1 | 12,55% |
| 10 | SU26216RMFS0 | OFZ-PD 26216 | 1000 | 311 053 501 | 1 | 11,36% |
| 11 | SU26217RMFS8 | OFZ-PD 26217 | 1000 | 290 000 000 | 1 | 10,51% |
| 12 | SU29011RMFS2 | OFZ-PD 29011 | 1000 | 250 000 000 | 1 | 9,67% |
| 13 | SU29012RMFS0 | OFZ-PD 29012 | 1000 | 250 000 000 | 1 | 9,57% |
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% | 0,2944232 | 9,24% |
| 2 | SBERP | Sberbank, Preferred shares | 1 000 000 000 | 100% | 0,2944232 | 0,76% |
| 3 | GAZP | PJSC "GAZPROM", Ordinary shares | 23 673 512 900 | 46% | 0,4736449 | 10,00% |
| 4 | LKOH | PJSC "LUKOIL", Ordinary shares | 850 563 255 | 46% | 0,5320402 | 10,00% |
| 5 | MGNT | PJSC "Magnit", Ordinary shares | 94 561 355 | 63% | 0,9537633 | 10,00% |
| 6 | GMKN | PJSC "MMC "NORILSK NICKEL", Ordinary shares | 158 245 476 | 33% | 1 | 8,35% |
| 7 | NVTK | JSC "NOVATEK", Ordinary shares | 3 036 306 000 | 27% | 1 | 8,14% |
| 8 | ROSN | Rosneft, Ordinary shares | 10 598 177 817 | 11% | 1 | 5,88% |
| 9 | VTBR | VTB Bank (PJSC), Ordinary shares | 12 960 541 337 338 | 39% | 1 | 5,38% |
| 10 | TATN | PJSC "TATNEFT", Ordinary shares | 2 178 690 700 | 32% | 1 | 4,40% |
| 11 | TATNP | PJSC "TATNEFT", Preferred shares | 147 508 500 | 100% | 1 | 0,65% |
| 12 | MTSS | MTS PJSC, Ordinary shares | 1 998 381 575 | 48% | 1 | 4,16% |
| 13 | ALRS | PJSC "ALROSA", Ordinary shares | 7 364 965 630 | 34% | 1 | 3,35% |
| 14 | CHMF | PAO Severstal, Ordinary shares | 837 718 660 | 18% | 1 | 2,26% |
| 15 | MOEX | Moscow Exchange, Ordinary shares | 2 276 401 458 | 57% | 1 | 2,24% |
| 16 | NLMK | NLMK, Ordinary shares | 5 993 227 240 | 16% | 1 | 2,16% |
| 17 | IRAO | PJSC "Inter RAO", Ordinary shares | 104 400 000 000 | 29% | 1 | 1,93% |
| 18 | AFLT | PJSC "Aeroflot", Ordinary shares | 1 110 616 299 | 41% | 1 | 1,45% |
| 19 | TRNFP | Transneft, Preferred shares | 1 554 875 | 32% | 1 | 1,45% |
| 20 | PHOR | PJSC "PhosAgro", Ordinary shares | 129 500 000 | 25% | 1 | 1,24% |
| 21 | HYDR | PJSC "RusHydro", Ordinary shares | 386 255 464 890 | 23% | 1 | 1,23% |
| 22 | PIKK | PIK GROUP, Ordinary shares | 660 497 344 | 32% | 1 | 1,01% |
| 23 | MAGN | PJSC MMK, Ordinary shares | 11 174 330 000 | 13% | 1 | 0,97% |
| 24 | RTKM | PJSC Rostelecom, Ordinary shares | 2 574 914 954 | 32% | 1 | 0,90% |
| 25 | MFON | PJSC "MegaFon", Ordinary shares | 620 000 000 | 15% | 1 | 0,86% |
| 26 | FEES | "FGC UES", PJSC, Ordinary shares | 1 274 665 323 063 | 21% | 1 | 0,77% |
| 27 | AFKS | Sistema PJSFC, Ordinary shares | 9 650 000 000 | 36% | 1 | 0,66% |
| 28 | RNFT | PJSC "RussNeft", Ordinary shares | 294 120 000 | 20% | 1 | 0,58% |
| Included: | |
| RNFT | PJSC "RussNeft", Ordinary shares |