Moscow Exchange announces reviewed constituent lists for the Corporate Bond Index and Municipal Bond Index
Moscow Exchange has announced reviewed lists of constituents for the Corporate Bond Index (MICEX CBI) and Municipal Bond Index (MICEX MBI) which will be in effect from August 01, 2012 through October 31, 2012.
The MICEX CBI"s main constituent list includes 71 bonds of 26 issuers. There are two additional constituent lists. The first one comprises 30 bonds of 17 issuers with term to maturity/offer between six months and 2.5 years and the second one – 30 bonds of 14 issuers with term to maturity/offer between 2.5 to 5 years. The MICEX MBI includes 35 bonds of 19 issuers.
The MICEX CBI"s main list of constituents
| No | Issuer | State registration number of issue |
|---|---|---|
| 1 | OJSC VimpelCom | 4-04-00027-A |
| 2 | OJSC Transneft | 4-01-00206-A |
| 3 | OAO "RUSAL Bratsk" | 4-07-20075-F |
| 4 | Mobile TeleSystems Open Joint Stock Company | 4-04-04715-A |
| 5 | Russian Railways Open Joint-Stock Company | 4-10-65045-D |
| 6 | "FGC UES", JSC | 4-18-65018-D |
| 7 | OAO "RUSAL Bratsk" | 4-08-20075-F |
| 8 | Russian Railways Open Joint-Stock Company | 4-14-65045-D |
| 9 | VTB Bank (open joint-stock company) | 40401000B |
| 10 | Russian Railways Open Joint-Stock Company | 4-09-65045-D |
| 11 | OJSC "MMC "NORILSK NICKEL" | 4B02-03-40155-F |
| 12 | Russian Railways Open Joint-Stock Company | 4-23-65045-D |
| 13 | Bashneft | 4-04-00013-A |
| 14 | Bashneft | 4B02-01-00013-A |
| 15 | OJSC METALLOINVEST | 4-05-25642-H |
| 16 | OJSC VimpelCom | 4-01-00027-A |
| 17 | Gazprombank (Open Joint-stock Company) | 4B020300354B |
| 18 | Russian Agricultural Bank | 41503349B |
| 19 | OJSC METALLOINVEST | 4-06-25642-H |
| 20 | Gazprom Neft Open Joint-Stock Company | 4-11-00146-A |
| 21 | Russian Agricultural Bank | 40503349B |
| 22 | "FGC UES", JSC | 4-15-65018-D |
| 23 | Russian Agricultural Bank | 4B020603349B |
| 24 | OOO "SIBMETINVEST" | 4-01-36374-R |
| 25 | OJSC Novolipetsk Steel | 4B02-07-00102-A |
| 26 | OJSC VimpelCom | 4-02-00027-A |
| 27 | Russian Agricultural Bank | 40303349B |
| 28 | Joint Stock Commercial Bank "ROSBANK" | 4B020302272B |
| 29 | OOO "SIBMETINVEST" | 4-02-36374-R |
| 30 | JSC "NOVATEK" | 4B02-01-00268-E |
| 31 | Mobile TeleSystems Open Joint Stock Company | 4-08-04715-A |
| 32 | Russian Railways Open Joint-Stock Company | 4-16-65045-D |
| 33 | Russian Railways Open Joint-Stock Company | 4-11-65045-D |
| 34 | OOO "EvrazKholding Finans" | 4-07-36383-R |
| 35 | Sistema Joint-Stock Finance Corporation OJSC | 4-04-01669-A |
| 36 | VEB-Leasing JSC | 4-06-43801-H |
| 37 | Mobile TeleSystems Open Joint Stock Company | 4-02-04715-A |
| 38 | OOO "EvrazKholding Finans" | 4-02-36383-R |
| 39 | Gazprom Neft Open Joint-Stock Company | 4-08-00146-A |
| 40 | "FGC UES", JSC | 4-12-65018-D |
| 41 | JSC "RusHydroManagement company" | 4-01-55038-E |
| 42 | Gazprom Neft Open Joint-Stock Company | 4-09-00146-A |
| 43 | Russian Agricultural Bank | 41403349B |
| 44 | "FGC UES", JSC | 4-10-65018-D |
| 45 | AK "ALROSA" (OAO) | 4-23-40046-N |
| 46 | Agency for Home Mortgage Lending OJSC | 4-18-00739-A |
| 47 | Agency for Home Mortgage Lending OJSC | 4-19-00739-A |
| 48 | Mechel ОАО | 4-14-55005-E |
| 49 | OOO "EvrazKholding Finans" | 4-04-36383-R |
| 50 | OAO "MKhK "EvroKhim" | 4-02-31153-H |
| 51 | VEB-Leasing JSC | 4-05-43801-H |
| 52 | OOO "EvrazKholding Finans" | 4-05-36383-R |
| 53 | Mechel ОАО | 4-19-55005-E |
| 54 | JSC "RusHydroManagement company" | 4-02-55038-E |
| 55 | OAO "MKhK "EvroKhim" | 4-03-31153-H |
| 56 | Agency for Home Mortgage Lending OJSC | 4-09-00739-A |
| 57 | Russian Agricultural Bank | 41203349B |
| 58 | "FGC UES", JSC | 4-07-65018-D |
| 59 | Russian Agricultural Bank | 41303349B |
| 60 | Mechel ОАО | 4-13-55005-E |
| 61 | "FGC UES", JSC | 4-19-65018-D |
| 62 | Agency for Home Mortgage Lending OJSC | 4-21-00739-A |
| 63 | Open Joint Stock Company "RUSNANO" | 4-03-55477-E |
| 64 | Gazprom Neft Open Joint-Stock Company | 4-04-00146-A |
| 65 | Mobile TeleSystems Open Joint Stock Company | 4-07-04715-A |
| 66 | Gazprom Neft Open Joint-Stock Company | 4-10-00146-A |
| 67 | "FGC UES", JSC | 4-13-65018-D |
| 68 | Agency for Home Mortgage Lending OJSC | 4-16-00739-A |
| 69 | Open Joint Stock Company "RUSNANO" | 4-02-55477-E |
| 70 | Open Joint Stock Company "RUSNANO" | 4-01-55477-E |
| 71 | Agency for Home Mortgage Lending OJSC | 4-17-00739-A |
The MICEX CBI"s additional list of constituents
(comprises bond issues with term to maturity from 6 months to 2.5 years)
| No | Issuer | State registration number of issue |
|---|---|---|
| 1 | OJSC VimpelCom | 4-04-00027-A |
| 2 | OJSC Transneft | 4-01-00206-A |
| 3 | OAO "RUSAL Bratsk" | 4-07-20075-F |
| 4 | Mobile TeleSystems Open Joint Stock Company | 4-04-04715-A |
| 5 | Russian Railways Open Joint-Stock Company | 4-10-65045-D |
| 6 | "FGC UES", JSC | 4-18-65018-D |
| 7 | OAO "RUSAL Bratsk" | 4-08-20075-F |
| 8 | Russian Railways Open Joint-Stock Company | 4-14-65045-D |
| 9 | VTB Bank (open joint-stock company) | 40401000B |
| 10 | Russian Railways Open Joint-Stock Company | 4-09-65045-D |
| 11 | OJSC "MMC "NORILSK NICKEL" | 4B02-03-40155-F |
| 12 | Russian Railways Open Joint-Stock Company | 4-23-65045-D |
| 13 | Bashneft | 4-04-00013-A |
| 14 | Bashneft | 4B02-01-00013-A |
| 15 | OJSC METALLOINVEST | 4-05-25642-H |
| 16 | OJSC VimpelCom | 4-01-00027-A |
| 17 | Gazprombank (Open Joint-stock Company) | 4B020300354B |
| 18 | Russian Agricultural Bank | 41503349B |
| 19 | OJSC METALLOINVEST | 4-06-25642-H |
| 20 | Gazprom Neft Open Joint-Stock Company | 4-11-00146-A |
| 21 | Russian Agricultural Bank | 40503349B |
| 22 | "FGC UES", JSC | 4-15-65018-D |
| 23 | Russian Agricultural Bank | 4B020603349B |
| 24 | OOO "SIBMETINVEST" | 4-01-36374-R |
| 25 | OJSC Novolipetsk Steel | 4B02-07-00102-A |
| 26 | OJSC VimpelCom | 4-02-00027-A |
| 27 | Russian Agricultural Bank | 40303349B |
| 28 | Joint Stock Commercial Bank "ROSBANK" | 4B020302272B |
| 29 | OOO "SIBMETINVEST" | 4-02-36374-R |
| 30 | JSC "NOVATEK" | 4B02-01-00268-E |
The MICEX CBI"s additional list of constituents
(comprises bond issues with term to maturity from 2.5 to 5 years)
| № | Issuer | State registration number of issue |
|---|---|---|
| 1 | Mobile TeleSystems Open Joint Stock Company | 4-08-04715-A |
| 2 | Russian Railways Open Joint-Stock Company | 4-16-65045-D |
| 3 | Russian Railways Open Joint-Stock Company | 4-11-65045-D |
| 4 | OOO "EvrazKholding Finans" | 4-07-36383-R |
| 5 | Sistema Joint-Stock Finance Corporation OJSC | 4-04-01669-A |
| 6 | VEB-Leasing JSC | 4-06-43801-H |
| 7 | Mobile TeleSystems Open Joint Stock Company | 4-02-04715-A |
| 8 | OOO "EvrazKholding Finans" | 4-02-36383-R |
| 9 | Gazprom Neft Open Joint-Stock Company | 4-08-00146-A |
| 10 | "FGC UES", JSC | 4-12-65018-D |
| 11 | JSC "RusHydroManagement company" | 4-01-55038-E |
| 12 | Gazprom Neft Open Joint-Stock Company | 4-09-00146-A |
| 13 | Russian Agricultural Bank | 41403349B |
| 14 | "FGC UES", JSC | 4-10-65018-D |
| 15 | AK "ALROSA" (OAO) | 4-23-40046-N |
| 16 | Agency for Home Mortgage Lending OJSC | 4-18-00739-A |
| 17 | Agency for Home Mortgage Lending OJSC | 4-19-00739-A |
| 18 | Mechel ОАО | 4-14-55005-E |
| 19 | OOO "EvrazKholding Finans" | 4-04-36383-R |
| 20 | OAO "MKhK "EvroKhim" | 4-02-31153-H |
| 21 | VEB-Leasing JSC | 4-05-43801-H |
| 22 | OOO "EvrazKholding Finans" | 4-05-36383-R |
| 23 | Mechel ОАО | 4-19-55005-E |
| 24 | JSC "RusHydroManagement company" | 4-02-55038-E |
| 25 | OAO "MKhK "EvroKhim" | 4-03-31153-H |
| 26 | Agency for Home Mortgage Lending OJSC | 4-09-00739-A |
| 27 | Russian Agricultural Bank | 41203349B |
| 28 | "FGC UES", JSC | 4-07-65018-D |
| 29 | Russian Agricultural Bank | 41303349B |
| 30 | Mechel ОАО | 4-13-55005-E |
The MICEX MBI"s list of constituents
| No | Issuer | State registration number of issue |
|---|---|---|
| 1 | Moscow Government | RU32064MOS0 |
| 2 | Moscow Government | RU31062MOS0 |
| 3 | Moscow Government | RU25061MOS0 |
| 4 | Moscow Government | RU27066MOS0 |
| 5 | Moscow Government | RU32048MOS0 |
| 6 | Moscow Government | RU32049MOS0 |
| 7 | Moscow Government | RU32044MOS0 |
| 8 | Moscow Government | RU32056MOS0 |
| 9 | Moscow region Administration | RU26007MOO0 |
| 10 | Moscow Government | RU31053MOS0 |
| 11 | Moscow Government | RU25063MOS0 |
| 12 | Samara region Administration | RU35007SAM0 |
| 13 | Saint-Petersburg Committee of Finance | RU25038GSP0 |
| 14 | Moscow Government | RU27039MOS |
| 15 | Krasnoyarsk region Administration | RU34005KNA0 |
| 16 | Nizhniy Novgorod Administration | RU34007NJG0 |
| 17 | Nizhniy Novgorod Administration | RU34006NJG0 |
| 18 | Krasnodar region Administration | RU34003KND0 |
| 19 | Kostroma region Administration | RU34006KOS0 |
| 20 | Yaroslavl region Administration | RU34009YRS0 |
| 21 | Yaroslavl region Administration | RU34010YRS0 |
| 22 | Sverdlovsk region Administration | RU34001SVS0 |
| 23 | Vologda region Administration | RU34002VLG0 |
| 24 | Kaluga region Administration | RU34005KLG0 |
| 25 | Lipetsk region Administration | RU34007LIP0 |
| 26 | Sakha Republic (Yakutia) Government | RU35003RSY0 |
| 27 | Sakha Republic (Yakutia) Government | RU35004RSY0 |
| 28 | Komi Republic Government | RU34009KOM0 |
| 29 | Udmurtia Republic Government | RU34005UDM0 |
| 30 | Karelia Republic Government | RU34013KAR0 |
| 31 | Sakha Republic (Yakutia) Government | RU34004RSY0 |
| 32 | Krasnodar city Administration | RU34001KRA1 |
| 33 | Krasnodar city Administration | RU34002KRA1 |
| 34 | Chuvashia Republic Government | RU31008CHU0 |
| 35 | Karelia Republic Government | RU34014KAR0 |
For reference:
The MICEX CBI consists of bonds issued by private companies admitted to trading on MICEX Stock Exchange. Nominal volume issued in such bonds shall be no less than RUB3 bln. The MICEX MBI comprises of bonds issued by the Russian Federation subdivisions and municipal entities admitted to trading on MICEX Stock Exchange with nominal volume issued no less than RUB1 bln. Selection criteria for the Indices membership include also requirement to bonds average daily trading volume calculated per quarter: this value must be no less than RUB3 mln. Number of trading days must be no less than ten in a quarter.
Credit ratings of the international agencies Standard & Poor's, Moody's, Fitch Ratings and Russian RusRating, Expert RA, National Rating Agency and АК&M given to the issuers are taken into account when including bonds in the Indices. The Indices constituent lists are reviewed once quarterly. New constituent lists come into force on the first business day in February, May, August and November.
The MICEX CBI was launched on 01 January 2003, the MICEX MBI – on 01 January 2006. The base value of the Indices is 100 points. The Indices values are updated on a real time basis each time a trade in a component bond has been executed in the Main trading mode and Negotiated trades mode (with trade settlement on up to 3 days, settlement codes T0, B0-B3). In addition to the major MICEX Corporate Bond Index, the sub-indices are calculated based on two additional constituent lists. These lists are made up by term to maturity or nearby repurchase day of bond issues, i.e. from 6 months to 2.5 years and from 2.5 to 5 years
For further information on the MICEX bond indices, please visit http://moex.com/s379.
For further information, please contact the Public Relations Department at (495) 363-3232.