The list of securities employed in the calculation
valid from June 18 to September 16, 2013

The list of bonds Subindex employed in the calculation

N RTS code Security name Nominal value,
rub.
Issue value, p. s. Restricting
coefficient
Weight
1 SU25071RMFS0 OFZ-PD 25071 1000 80 000 000 0,066 0,53%
2 SU25075RMFS1 OFZ-PD 25075 1000 150 000 000 0,066 0,99%
3 SU25076RMFS9 OFZ-PD 25076 1000 155 000 000 0,066 1,01%
4 SU25077RMFS7 OFZ-PD 25077 1000 150 000 000 0,066 1,00%
5 SU25079RMFS3 OFZ-PD 25079 1000 150 000 000 0,066 1,00%
6 SU25080RMFS1 OFZ-PD 25080 1000 150 000 000 0,066 0,99%
7 SU25081RMFS9 OFZ-PD 25081 1000 150 000 000 0,066 0,96%
8 SU26203RMFS8 OFZ-PD 26203 1000 150 000 000 0,066 0,99%
9 SU26204RMFS6 OFZ-PD 26204 1000 150 000 000 0,066 1,01%
10 SU26206RMFS1 OFZ-PD 26206 1000 150 000 000 0,066 1,02%
11 SU46017RMFS8 OFZ-AD 46017 1000 80 000 000 0,066 0,51%
12 RU000A0JQ177 RZhD 11 1000 15 000 000 1 1,46%
13 RU000A0JQ4U0 RZhD 14 1000 15 000 000 1 1,47%
14 RU000A0JQ5Q5 RZhD 12 1000 15 000 000 1 1,49%
15 RU000A0JQ656 RZhD 16 1000 15 000 000 1 1,51%
16 RU000A0JQ6S9 RZhD 15 1000 15 000 000 1 1,52%
17 RU000A0JQCR1 Transneft 03 1000 65 000 000 1 7,06%
18 RU000A0JRUS9 FSK EES 15 1000 10 000 000 1 0,99%
19 RU000A0JRZK5 FSK EES 18 1000 15 000 000 1 1,52%
20 RU000A0JT2K2 FSK EES 25 1000 15 000 000 1 1,50%
21 RU000A0JT7T2 FSK EES 21 1000 10 000 000 1 1,00%
22 RU000A0JT7U0 FSK EES BO-01 1000 10 000 000 1 0,98%
23 RU000A0JT940 OAO "NK Rosneft"  04 1000 10 000 000 1 1,00%
24 RU000A0JT965 OAO "NK Rosneft"  05 1000 10 000 000 1 0,99%
25 RU000A0JTS06 OAO "NK Rosneft"  07 1000 15 000 000 1 1,48%
26 RU000A0JTS22 OAO "NK Rosneft"  08 1000 15 000 000 1 1,48%
27 RU000A0JRLE8 Rosselhozbank 14 1000 10 000 000 1 0,99%
28 RU000A0JRVN8 Rosselhozbank 15 1000 10 000 000 1 0,97%
29 RU000A0JS6N8 Rosselhozbank 16 1000 10 000 000 1 0,98%
30 RU000A0JT7M7 Rosselhozbank 17 1000 10 000 000 1 0,98%
31 RU000A0JTVJ2 Rosselhozbank 20 1000 10 000 000 1 0,97%
32 RU000A0JS1T6 Bank VTB BO-06 1000 10 000 000 1 0,99%
33 RU000A0JS1U4 Bank VTB BO-07 1000 10 000 000 1 0,98%
34 RU000A0JTK20 Bank VTB BO-21 1000 15 000 000 1 1,47%
35 RU000A0JTN01 Bank VTB BO-22 1000 15 000 000 1 1,45%
36 RU000A0JQ5E1 MTS 04 1000 15 000 000 1 1,45%
37 RU000A0JR4J2 MTS 08 1000 15 000 000 1 1,45%
38 RU000A0JTTA5 MTS BO-01 1000 10 000 000 1 0,98%
39 RU000A0JS5E9 VimpelKom01 1000 10 000 000 1 0,99%
40 RU000A0JS5F6 VimpelKom04 1000 15 000 000 1 1,49%
41 RU000A0JS5M2 VimpelKom02 1000 10 000 000 1 0,99%
42 RU000A0JTPV9 NorNickel BO-01 1000 10 000 000 1 0,99%
43 RU000A0JTPX5 NorNickel BO-02 1000 10 000 000 1 0,99%
44 RU000A0JTPY3 NorNickel BO-04 1000 15 000 000 1 1,48%
45 RU000A0JR878 Gazprom neft 10 1000 10 000 000 1 1,04%
46 RU000A0JS3B0 Gazprom neft 11 1000 10 000 000 1 1,00%
47 RU000A0JTDY9 Gazprom neft 12 1000 10 000 000 1 1,03%
48 RU000A0JRYS1 Bashneft ANK BO-01 1000 10 000 000 1 1,02%
49 RU000A0JS3U0 Bashneft ANK 04 1000 10 000 000 1 1,00%
50 RU000A0JTM28 Bashneft ANK 06 1000 10 000 000 1 0,99%
51 RU000A0JRW93 Rosbank BO-5 1000 5 000 000 1 0,50%
52 RU000A0JSYR1 Rosbank BO-4 1000 10 000 000 1 1,00%
53 RU000A0JTKE6 Rosbank BO-6 1000 5 000 000 1 0,51%
54 RU000A0JTQ32 Rosbank BO-7 1000 10 000 000 1 0,99%
55 RU000A0JTAQ1 Rostelecom 17 1000 10 000 000 1 0,98%
56 RU000A0JTKC0 Rostelecom 18 1000 10 000 000 1 0,99%
57 RU000A0JTR15 Rostelecom 19 1000 10 000 000 1 0,99%
58 RU000A0JRFN1 RusGidro(OAO) 01 1000 10 000 000 1 0,97%
59 RU000A0JTMG7 RusGidro(OAO) 07 1000 10 000 000 1 0,99%
60 RU000A0JTMK9 RusGidro(OAO) 08 1000 10 000 000 1 0,99%
61 RU000A0JNYP6 Moscow-49 1000 25 000 000 1 2,48%
62 RU000A0JTNC4 GazpromKapital 05 1000 10 000 000 1 0,98%
63 RU000A0JTND2 GazpromKapital 06 1000 15 000 000 1 1,47%
64 RU000A0JRW10 NLMK BO-07 1000 10 000 000 1 0,99%
65 RU000A0JTED1 NLMK 08 1000 10 000 000 1 1,02%
66 RU000A0JS173 Gazprombank BO-04 1000 10 000 000 1 1,01%
67 RU000A0JS322 Gazprombank BO-03 1000 10 000 000 1 0,99%
68 RU000A0JS5A7 METALLOINVEST HK OAO 05 1000 10 000 000 1 0,99%
69 RU000A0JS5L4 METALLOINVEST HK OAO 06 1000 10 000 000 1 0,99%
70 RU000A0JT4G6 Megafon Finans 05 1000 10 000 000 1 0,98%
71 RU000A0JTR98 Megafon Finans 06 1000 10 000 000 1 0,98%
72 RU000A0JQL30 AFK Systema 03 1000 19 000 000 1 1,86%
73 RU000A0JQX10 ALROSA 23 1000 7 000 000 1 0,70%
74 RU000A0JTA48 ALROSA BO 01 1000 5 000 000 1 0,50%
75 RU000A0JTA55 ALROSA BO 02 1000 5 000 000 1 0,50%
76 RU000A0JT8G7 Krasnoyarsk reg.- 06 1000 16 910 000 1 1,67%
77 RU000A0JP6R2 Moskow reg.-7 1000 16 000 000 1 1,56%
78 RU000A0JRDY3 AIZhK - 18 1000 7 000 000 1 0,68%
79 RU000A0JTDX1 AIZhK - 24 1000 6 000 000 1 0,61%
80 RU000A0JTBA3 Krasnodar reg.-04 1000 12 000 000 1 1,19%
81 RU000A0JTKB2 GosTransportLizingKomp 01 ob 1000 5 000 000 1 0,51%
82 RU000A0JTKM9 GosTransportLizingKomp 02 ob 1000 5 000 000 1 0,51%
83 RU000A0JT767 Gazprombank 07 1000 10 000 000 1 0,99%
84 RU000A0JT213 Alfa-Bank BO-03 1000 10 000 000 1 0,98%
85 RU000A0JSVD7 Nizhniy Novgorod reg.-08 1000 8 000 000 1 0,83%
86 RU000A0JTDL6 Sankt-Peterburg 25039 1000 7 000 000 1 0,71%
87 RU000A0JSW84 BANK URALSIB 05 1000 7 000 000 1 0,70%
88 RU000A0JRV86 OTP Bank BO-02 1000 6 000 000 1 0,60%
89 RU000A0JTFZ1 Stavropolsky kray 01 1000 5 000 000 1 0,51%
90 RU000A0JTDW3 Globeksbank BO 07 1000 5 000 000 1 0,50%

The list of securities Subindex employed in the calculation

N RTS code Security name Number of shares Free-Float Restricting
coefficient
Weight
1 SBER Sberbank, Common 21 586 948 000 48% 0,1003629 9,32%
2 SBERP Sberbank, Pref 1 000 000 000 100% 0,1003629 0,68%
3 LKOH ОАО "LUKOIL", Common 850 563 255 57% 0,1200116 10,00%
4 MGNT OJSC "Magnit", Common 94 561 355 54% 0,2975996 10,00%
5 URKA Uralkali, Common 2 936 015 891 45% 0,3616437 10,00%
6 NVTK JSC "NOVATEK", Common 3 036 306 000 27% 0,4169015 10,00%
7 MTSS МТS OJSC, Common 2 066 413 562 49% 0,4289886 10,00%
8 VTBR JSC VTB Bank, Common 12 960 541 337 338 39% 0,4786609 10,00%
9 RTKM Rostelecom, Common 2 943 258 269 43% 0,7551423 8,78%
10 RTKMP Rostelecom, Pref 242 831 469 100% 0,7551423 1,22%
11 TATN TATNEFT, Common 2 178 690 700 32% 0,8649707 10,00%
12 HYDR JSC "RusHydro", Common 317 637 520 094 34% 1 4,76%
13 IRAO JSC "INTER RAO UES", Common 10 440 000 997 683 18% 1 2,22%
14 MRKH ОАО Холдинг МРСК, ао 47 871 694 416 30% 1 1,57%
15 MTLR Mechel ОАО, Common 416 270 745 35% 1 1,46%

Included:

  • VTBR JSC VTB Bank, Common


Excluded:

  • AFLT JSC "AEROFLOT", Common
  • ALRS AC "ALROSA", Common
  • MSNG AO MOSENERGO, Common
  • OGKB JSC "OGK-2", Common

The previous list of securities