The list of securities employed in the calculation
valid from September 17 to December 16, 2013
The list of bonds Subindex employed in the calculation
| N | Сode | Security name | Nominal value, rub. |
Issue value, p. s. |
Restricting coefficient |
Weight |
|---|---|---|---|---|---|---|
| 1 | RU000A0JS1M1 | Bank VTB BO-03 | 1000 | 4 272 000 | 0,8544 | 0,56% |
| 2 | RU000A0JS1P4 | Bank VTB BO-04 | 1000 | 4 272 000 | 0,8544 | 0,56% |
| 3 | RU000A0JS1T6 | Bank VTB BO-06 | 1000 | 8 544 000 | 0,8544 | 1,12% |
| 4 | RU000A0JS1U4 | Bank VTB BO-07 | 1000 | 8 544 000 | 0,8544 | 1,11% |
| 5 | RU000A0JT3C7 | Bank VTB BO-19 | 1000 | 12 816 000 | 0,8544 | 1,67% |
| 6 | RU000A0JT3E3 | Bank VTB BO-20 | 1000 | 12 816 000 | 0,8544 | 1,67% |
| 7 | RU000A0JTK20 | Bank VTB BO-21 | 1000 | 12 816 000 | 0,8544 | 1,66% |
| 8 | RU000A0JTN01 | Bank VTB BO-22 | 1000 | 12 816 000 | 0,8544 | 1,65% |
| 9 | RU000A0JQ177 | RZhD 11 | 1000 | 15 000 000 | 1 | 1,97% |
| 10 | RU000A0JQ5Q5 | RZhD 12 | 1000 | 15 000 000 | 1 | 2,01% |
| 12 | RU000A0JQ656 | RZhD 16 | 1000 | 15 000 000 | 1 | 1,96% |
| 11 | RU000A0JQ6S9 | RZhD 15 | 1000 | 15 000 000 | 1 | 1,97% |
| 13 | RU000A0JR3L0 | FSK EES 11 | 1000 | 10 000 000 | 1 | 1,32% |
| 15 | RU000A0JRMX6 | FSK EES 19 | 1000 | 20 000 000 | 1 | 2,57% |
| 14 | RU000A0JRUS9 | FSK EES 15 | 1000 | 10 000 000 | 1 | 1,34% |
| 16 | RU000A0JT2K2 | FSK EES 25 | 1000 | 15 000 000 | 1 | 2,04% |
| 17 | RU000A0JT940 | OAO "NK Rosneft" 04 | 1000 | 10 000 000 | 1 | 1,34% |
| 18 | RU000A0JT965 | OAO "NK Rosneft" 05 | 1000 | 10 000 000 | 1 | 1,35% |
| 19 | RU000A0JTS06 | OAO "NK Rosneft" 07 | 1000 | 15 000 000 | 1 | 1,99% |
| 20 | RU000A0JTS22 | OAO "NK Rosneft" 08 | 1000 | 15 000 000 | 1 | 1,99% |
| 21 | RU000A0JTXW1 | Moscow-67 | 1000 | 40 000 000 | 1 | 5,18% |
| 22 | RU000A0JS5E9 | VimpelKom01 | 1000 | 10 000 000 | 1 | 1,34% |
| 24 | RU000A0JS5F6 | VimpelKom04 | 1000 | 15 000 000 | 1 | 2,02% |
| 23 | RU000A0JS5M2 | VimpelKom02 | 1000 | 10 000 000 | 1 | 1,34% |
| 25 | RU000A0JQ0E2 | MTS 02 | 1000 | 10 000 000 | 1 | 1,31% |
| 26 | RU000A0JR4J2 | MTS 08 | 1000 | 15 000 000 | 1 | 1,97% |
| 27 | RU000A0JTTA5 | MTS BO-01 | 1000 | 10 000 000 | 1 | 1,32% |
| 28 | RU000A0JTPV9 | NorNickel BO-01 | 1000 | 10 000 000 | 1 | 1,29% |
| 29 | RU000A0JTPX5 | NorNickel BO-02 | 1000 | 10 000 000 | 1 | 1,29% |
| 30 | RU000A0JTPY3 | NorNickel BO-04 | 1000 | 15 000 000 | 1 | 1,93% |
| 31 | RU000A0JT4G6 | Megafon Finans 05 | 1000 | 10 000 000 | 1 | 1,33% |
| 32 | RU000A0JTR98 | Megafon Finans 06 | 1000 | 10 000 000 | 1 | 1,32% |
| 33 | RU000A0JTRA9 | Megafon Finans 07 | 1000 | 10 000 000 | 1 | 1,33% |
| 34 | RU000A0JTNC4 | GazpromKapital 05 | 1000 | 10 000 000 | 1 | 1,28% |
| 35 | RU000A0JTND2 | GazpromKapital 06 | 1000 | 15 000 000 | 1 | 1,92% |
| 36 | RU000A0JQX02 | ALROSA 21 | 1000 | 8 000 000 | 1 | 0,99% |
| 37 | RU000A0JQXE5 | ALROSA 22 | 1000 | 8 000 000 | 1 | 1,02% |
| 39 | RU000A0JR878 | Gazprom neft 10 | 1000 | 10 000 000 | 1 | 1,34% |
| 38 | RU000A0JTA55 | ALROSA BO 02 | 1000 | 5 000 000 | 1 | 0,66% |
| 40 | RU000A0JTDY9 | Gazprom neft 12 | 1000 | 10 000 000 | 1 | 1,33% |
| 41 | RU000A0JSD38 | Gazprombank 06 | 1000 | 10 000 000 | 1 | 1,31% |
| 42 | RU000A0JT767 | Gazprombank 07 | 1000 | 10 000 000 | 1 | 1,34% |
| 44 | RU000A0JRW10 | NLMK BO-07 | 1000 | 10 000 000 | 1 | 1,33% |
| 45 | RU000A0JRW85 | Rosbank BO-3 | 1000 | 10 000 000 | 1 | 1,30% |
| 43 | RU000A0JTED1 | NLMK 08 | 1000 | 10 000 000 | 1 | 1,32% |
| 46 | RU000A0JTQ32 | Rosbank BO-7 | 1000 | 10 000 000 | 1 | 1,35% |
| 49 | RU000A0JS5L4 | METALLOINVEST HK OAO 06 | 1000 | 10 000 000 | 1 | 1,34% |
| 47 | RU000A0JTLJ3 | METALLOINVEST HK OAO 02 | 1000 | 5 000 000 | 1 | 0,65% |
| 48 | RU000A0JTLL9 | METALLOINVEST HK OAO 03 | 1000 | 5 000 000 | 1 | 0,65% |
| 50 | RU000A0JPMT8 | Rosselhozbank 06 | 1000 | 5 000 000 | 1 | 0,64% |
| 51 | RU000A0JPTE5 | Rosselhozbank 07 | 1000 | 5 000 000 | 1 | 0,65% |
| 52 | RU000A0JTVJ2 | Rosselhozbank 20 | 1000 | 10 000 000 | 1 | 1,32% |
| 54 | RU000A0JS173 | Gazprombank BO-04 | 1000 | 10 000 000 | 1 | 1,31% |
| 53 | RU000A0JS322 | Gazprombank BO-03 | 1000 | 10 000 000 | 1 | 1,29% |
| 55 | RU000A0JS3U0 | Bashneft ANK 04 | 1000 | 10 000 000 | 1 | 1,30% |
| 56 | RU000A0JTM28 | Bashneft ANK 06 | 1000 | 10 000 000 | 1 | 1,29% |
| 57 | RU000A0JTMG7 | RusGidro(OAO) 07 | 1000 | 10 000 000 | 1 | 1,29% |
| 58 | RU000A0JTMK9 | RusGidro(OAO) 08 | 1000 | 10 000 000 | 1 | 1,29% |
| 59 | RU000A0JQL30 | AFK Systema 03 | 1000 | 19 000 000 | 1 | 2,53% |
| 60 | RU000A0JTKD8 | Rostelecom 15 | 1000 | 5 000 000 | 1 | 0,64% |
|
61
|
RU000A0JTR15 | Rostelecom 19 | 1000 | 10 000 000 | 1 | 1,34% |
| 62 | RU000A0JTW26 | Vertolety Rossii 01 | 1000 | 5 000 000 | 1 | 0,66% |
| 63 | RU000A0JTW34 | Vertolety Rossii 02 | 1000 | 10 000 000 | 1 | 1,31% |
| 65 | RU000A0JRZB4 | Alfa-Bank 02 | 1000 | 5 000 000 | 1 | 0,65% |
| 64 | RU000A0JTP41 | Alfa-Bank BO-08 | 1000 | 5 000 000 | 1 | 0,65% |
| 66 | RU000A0JTKK3 | Bank Moskvy BO-01 | 1000 | 10 000 000 | 1 | 1,29% |
| 67 | RU000A0JQ458 | VTB24 04 | 1000 | 8 000 000 | 1 | 1,02% |
| 68 | RU000A0JPQA9 | MDM Bank-08 | 1000 | 6 203 000 | 1 | 0,82% |
| 69 | RU000A0JTW83 | AIZhK - 25 | 1000 | 6 000 000 | 1 | 0,78% |
| 70 | RU000A0JTRL6 | Ak Bars bank BO-02 | 1000 | 5 000 000 | 1 | 0,67% |
| 71 | RU000A0JTT21 | Magnit BO-08 | 1000 | 5 000 000 | 1 | 0,67% |
| 74 | RU000A0JRTX1 | NOMOS BO-02 | 1000 | 5 000 000 | 1 | 0,66% |
| 73 | RU000A0JTG34 | Voronezh reg.-05 | 1000 | 5 000 000 | 1 | 0,66% |
| 72 | RU000A0JTTC1 | Aeroflot BO-03 | 1000 | 5 000 000 | 1 | 0,66% |
| 75 | RU000A0JTP58 | UniKredit Bank BO-09 | 1000 | 5 000 000 | 1 | 0,64% |
The list of OFZ Subindex employed in the calculation
| N | Сode | Security name | Nominal value, rub. |
Issue value, p. s. |
Restricting coefficient |
Weight |
|---|---|---|---|---|---|---|
| 1 | SU25076RMFS9 | OFZ-PD 25076 | 1000 | 155000000 | 1 | 0,084563 |
| 2 | SU26204RMFS6 | OFZ-PD 26204 | 1000 | 150000000 | 1 | 0,083831 |
| 3 | SU25080RMFS1 | OFZ-PD 25080 | 1000 | 150000000 | 1 | 8,25% |
| 4 | SU26206RMFS1 | OFZ-PD 26206 | 1000 | 150000000 | 1 | 8,17% |
| 5 | SU25077RMFS7 | OFZ-PD 25077 | 1000 | 150000000 | 1 | 8,12% |
| 6 | SU25079RMFS3 | OFZ-PD 25079 | 1000 | 150000000 | 1 | 8,11% |
| 7 | SU25075RMFS1 | OFZ-PD 25075 | 1000 | 150000000 | 1 | 8,04% |
| 8 | SU26203RMFS8 | OFZ-PD 26203 | 1000 | 150000000 | 1 | 8,03% |
| 9 | SU25082RMFS7 | OFZ-PD 25082 | 1000 | 150000000 | 1 | 7,98% |
| 10 | SU25081RMFS9 | OFZ-PD 25081 | 1000 | 150000000 | 1 | 7,77% |
| 11 | SU46021RMFS0 | OFZ-AD 46021 | 1000 | 107000000 | 1 | 5,30% |
| 12 | SU25071RMFS0 | OFZ-PD 25071 | 1000 | 80000000 | 1 | 4,40% |
| 13 | SU46017RMFS8 | OFZ-AD 46017 | 1000 | 80000000 | 1 | 4,22% |
| 14 | SU25068RMFS6 | OFZ-PD 25068 | 1000 | 45000000 | 1 | 2,50% |
| 15 | SU26202RMFS0 | OFZ-PD 26202 | 1000 | 40000000 | 1 | 2,28% |
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% | 0,1474942 | 9,30% |
|
2
|
SBERP | Sberbank, Preferred shares | 1 000 000 000 | 100% | 0,1474942 | 0,70% |
|
3
|
LKOH | ОАО "LUKOIL", Ordinary shares | 850 563 255 | 57% | 0,1556396 | 10,00% |
|
4
|
MGNT | OJSC "Magnit", Ordinary shares | 94 561 355 | 54% | 0,3852313 | 10,00% |
|
5
|
NVTK | JSC "NOVATEK", Ordinary shares | 3 036 306 000 | 27% | 0,4931247 | 10,00% |
|
6
|
MTSS | МТS OJSC, Ordinary shares | 2 066 413 562 | 49% | 0,5001393 | 10,00% |
|
7
|
VTBR | JSC VTB Bank, Ordinary shares | 12 960 541 337 338 | 39% | 0,6450399 | 10,00% |
|
8
|
URKA | Uralkali, Ordinary shares | 2 936 015 891 | 42% | 0,7568398 | 10,00% |
|
9
|
TATN | TATNEFT, Ordinary shares | 2 178 690 700 | 32% | 1 | 9,92% |
|
10
|
RTKM | Rostelecom, Ordinary shares | 2 943 258 269 | 40% | 1 | 8,38% |
|
11
|
HYDR | JSC "RusHydro", Ordinary shares | 317 637 520 094 | 34% | 1 | 4,00% |
|
12
|
MOEX | Moscow Exchange, Ordinary shares | 2 378 489 153 | 25% | 1 | 2,51% |
|
13
|
ALRS | AC "ALROSA", Ordinary shares | 7 364 965 630 | 9% | 1 | 1,51% |
|
14
|
IRAO | JSC "INTER RAO UES", Ordinary shares | 10 440 000 997 683 | 18% | 1 | 1,51% |
|
15
|
MRKH | JSC "Russian Grids" | 57 247 302 465 | 30% | 1 | 1,20% |
|
16
|
MTLR | Mechel ОАО, Ordinary shares | 416 270 745 | 35% | 1 | 0,98% |
Included:
- ALRS AC "ALROSA", Ordinary shares
- MOEX Moscow Exchange, Ordinary shares
Excluded:
- RTKMP Rostelecom, Preferred shares