The list of securities employed in the calculation valid from March 16 to June 21, 2018

The list of bonds Subindex employed in the calculation

N Сode Security name Nominal value, rub. Issue value, p. s. Restricting coefficient Weight
1 RU000A0JNYN1 Moscow-48 1000 30 000 000 0,1444 10,00%
2 RU000A0JQ7W9 RZhD-17 1000 15 000 000 0,0819 2,93%
3 RU000A0JR878 Gazprom Neft-10 1000 10 000 000 0,4165 10,00%
4 RU000A0JTLJ3 METALLINVEST-2 1000 5 000 000 0,8293 10,00%
5 RU000A0JTU85 RZhD-28 1000 20 000 000 0,0819 4,09%
6 RU000A0JU773 VTB BO-43 1000 20 000 000 0,2091 10,00%
7 RU000A0JUAH8 RZhD-30 1000 15 000 000 0,0819 2,98%
8 RU000A0JUFU0 Rosneft  BO-01 1000 15 000 000 0,1187 4,29%
9 RU000A0JUFV8 Rosneft  BO-07 1000 20 000 000 0,1187 5,71%
10 RU000A0JVMB4 Polyus BO-03 1000 5 000 000 0,7335 10,00%
11 RU000A0JVWJ6 GTLK BO-06 1000 4 000 000 1 10,00%
12 RU000A0JWBK6 SIBURhol-10 1000 10 000 000 0,3734 10,00%
13 RU000A0JWEB9 Transneft BO-5 1000 17 000 000 0,2237 10,00%

 

The list of OFZ Subindex employed in the calculation

N Сode Security name Nominal value, rub. Issue value, p. s. Restricting coefficient Weight
1 SU24019RMFS0 OFZ 24019 1000 150 000 000 1 4,98%
2 SU25083RMFS5 OFZ 25083 1000 350 000 000 1 11,54%
3 SU26205RMFS3 OFZ 26205 1000 150 000 000 1 5,02%
4 SU26208RMFS7 OFZ 26208 1000 150 000 000 1 4,80%
5 SU26209RMFS5 OFZ 26209 1000 150 000 000 1 4,97%
6 SU26210RMFS3 OFZ 26210 1000 150 000 000 1 4,84%
7 SU26211RMFS1 OFZ 26211 1000 150 000 000 1 4,86%
8 SU26214RMFS5 OFZ 26214 1000 350 000 000 1 11,25%
9 SU26216RMFS0 OFZ 26216 1000 311 053 501 1 10,06%
10 SU26217RMFS8 OFZ 26217 1000 290 000 000 1 9,47%
11 SU26220RMFS2 OFZ 26220 1000 350 000 000 1 11,63%
12 SU29011RMFS2 OFZ 29011 1000 250 000 000 1 8,20%
13 SU29012RMFS0 OFZ 29012 1000 250 000 000 1 8,38%

 

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% 0,2126571 9,26%
2 SBERP Sberbank, Preferred shares 1 000 000 000 100% 0,2126571 0,74%
3 GAZP PJSC "GAZPROM", Ordinary shares 23 673 512 900 46% 0,417671 10,00%
4 LKOH PJSC "LUKOIL", Ordinary shares 850 563 255 46% 0,4406061 10,00%
5 GMKN PJSC "MMC "NORILSK NICKEL", Ordinary shares 158 245 476 38% 0,9639162 10,00%
6 NVTK JSC "NOVATEK", Ordinary shares 3 036 306 000 27% 1 9,11%
7 TATN PJSC "TATNEFT", Ordinary shares 2 178 690 700 32% 1 6,37%
8 TATNP PJSC "TATNEFT", Preferred shares 147 508 500 100% 1 0,93%
9 ROSN Rosneft, Ordinary shares 10 598 177 817 11% 1 5,93%
10 MGNT PJSC "Magnit", Ordinary shares 101 911 355 66% 1 4,98%
11 MTSS MTS PJSC, Ordinary shares 1 998 381 575 48% 1 4,60%
12 VTBR VTB Bank (PJSC), Ordinary shares 12 960 541 337 338 39% 1 4,13%
13 ALRS PJSC "ALROSA", Ordinary shares 7 364 965 630 34% 1 3,35%
14 CHMF PAO Severstal, Ordinary shares 837 718 660 20% 1 2,37%
15 MOEX Moscow Exchange, Ordinary shares 2 276 401 458 58% 1 2,28%
16 NLMK NLMK, Ordinary shares 5 993 227 240 16% 1 2,14%
17 IRAO PJSC "Inter RAO", Ordinary shares 104 400 000 000 29% 1 1,72%
18 PLZL PJSC Polyus, Ordinary shares 133 561 119 16% 1 1,50%
19 TRNFP Transneft, Preferred shares 1 554 875 32% 1 1,40%
20 MAGN PJSC MMK, Ordinary shares 11 174 330 000 16% 1 1,30%
21 HYDR PJSC "RusHydro", Ordinary shares 426 288 813 551 25% 1 1,27%
22 PHOR PJSC "PhosAgro", Ordinary shares 129 500 000 25% 1 1,20%
23 MFON PJSC "MegaFon", Ordinary shares 620 000 000 21% 1 1,11%
24 AFLT PJSC "Aeroflot", Ordinary shares 1 110 616 299 45% 1 1,07%
25 RTKM PJSC "Rostelecom", Ordinary shares 2 574 914 954 32% 1 0,86%
26 AFKS Sistema PJSFC, Ordinary shares 9 650 000 000 36% 1 0,65%
27 FEES "FGC UES", PJSC, Ordinary shares 1 274 665 323 063 18% 1 0,61%
28 PIKK PIK GROUP, Ordinary shares 660 497 344 18% 1 0,58%
29 RNFT PJSC "RussNeft", Ordinary shares 294 120 000 20% 1 0,54%

 

The previous list of securities