The list of securities employed in the calculation
valid from December 17, 2013 to March 17, 2014
The list of bonds Subindex employed in the calculation
| N | Сode | Security name | Nominal value, rub. |
Issue value, p. s. |
Restricting coefficient |
Weight |
|---|---|---|---|---|---|---|
| 1 | RU000A0JNGU3 | Bank VTB-06 | 1000 | 15 000 000 | 1 | 1,57% |
| 2 | RU000A0JS1T6 | Bank VTB BO-06 | 1000 | 10 000 000 | 1 | 1,06% |
| 3 | RU000A0JSX00 | Bank VTB BO-08 | 1000 | 10 000 000 | 1 | 1,05% |
| 4 | RU000A0JTK20 | Bank VTB BO-21 | 1000 | 15 000 000 | 1 | 1,57% |
| 5 | RU000A0JTN01 | Bank VTB BO-22 | 1000 | 15 000 000 | 1 | 1,55% |
| 6 | RU000A0JU773 | Bank VTB BO-43 | 1000 | 20 000 000 | 1 | 2,08% |
| 7 | RU000A0JQ177 | RZhD 11 | 1000 | 15 000 000 | 1 | 1,56% |
| 8 | RU000A0JQ5Q5 | RZhD 12 | 1000 | 15 000 000 | 1 | 1,59% |
| 9 | RU000A0JQ6S9 | RZhD 15 | 1000 | 15 000 000 | 1 | 1,63% |
| 10 | RU000A0JQ656 | RZhD 16 | 1000 | 15 000 000 | 1 | 1,62% |
| 11 | RU000A0JQ7W9 | RZhD 17 | 1000 | 15 000 000 | 1 | 1,60% |
| 12 | RU000A0JNYP6 | Moscow-49 | 1000 | 25 000 000 | 1 | 2,65% |
| 13 | RU000A0JTXW1 | Moscow-67 | 1000 | 40 000 000 | 1 | 4,21% |
| 14 | RU000A0JT940 | OAO "NK Rosneft" 04 | 1000 | 10 000 000 | 1 | 1,07% |
| 15 | RU000A0JT965 | OAO "NK Rosneft" 05 | 1000 | 10 000 000 | 1 | 1,07% |
| 16 | RU000A0JTYL2 | OAO "NK Rosneft" 06 | 1000 | 10 000 000 | 1 | 1,08% |
| 17 | RU000A0JTYM0 | OAO "NK Rosneft" 09 | 1000 | 15 000 000 | 1 | 1,61% |
| 18 | RU000A0JTYN8 | OAO "NK Rosneft" 10 | 1000 | 15 000 000 | 1 | 1,61% |
| 19 | RU000A0JT7U0 | FSK EES BO-01 | 1000 | 10 000 000 | 1 | 1,06% |
| 20 | RU000A0JRZK5 | FSK EES 18 | 1000 | 15 000 000 | 1 | 1,62% |
| 21 | RU000A0JRMX6 | FSK EES 19 | 1000 | 20 000 000 | 1 | 2,13% |
| 22 | RU000A0JT2K2 | FSK EES 25 | 1000 | 15 000 000 | 1 | 1,62% |
| 23 | RU000A0JQ5E1 | MTS 04 | 1000 | 15 000 000 | 1 | 1,61% |
| 24 | RU000A0JR4H6 | MTS 07 | 1000 | 10 000 000 | 1 | 1,06% |
| 25 | RU000A0JR4J2 | MTS 08 | 1000 | 15 000 000 | 1 | 1,57% |
| 26 | RU000A0JTTA5 | MTS BO-01 | 1000 | 10 000 000 | 1 | 1,05% |
| 27 | RU000A0JRVN8 | Rosselhozbank 15 | 1000 | 10 000 000 | 1 | 1,04% |
| 28 | RU000A0JT7M7 | Rosselhozbank 17 | 1000 | 10 000 000 | 1 | 1,05% |
| 29 | RU000A0JTVJ2 | Rosselhozbank 20 | 1000 | 10 000 000 | 1 | 1,04% |
| 30 | RU000A0JU1Q8 | Rosselhozbank 21 | 1000 | 10 000 000 | 1 | 1,06% |
| 31 | RU000A0JU6A1 | Rosselhozbank 22 | 1000 | 5 000 000 | 1 | 0,52% |
| 32 | RU000A0JQ9U9 | AFK Systema 02 | 1000 | 20 000 000 | 1 | 2,13% |
| 33 | RU000A0JQL30 | AFK Systema 03 | 1000 | 19 000 000 | 1 | 2,00% |
| 34 | RU000A0JS5E9 | VimpelKom01 | 1000 | 10 000 000 | 1 | 1,06% |
| 35 | RU000A0JS5M2 | VimpelKom02 | 1000 | 10 000 000 | 1 | 1,06% |
| 36 | RU000A0JS5F6 | VimpelKom04 | 1000 | 15 000 000 | 1 | 1,59% |
| 37 | RU000A0JTYT5 | Rostelecom 16 | 1000 | 5 000 000 | 1 | 0,54% |
| 38 | RU000A0JTAQ1 | Rostelecom 17 | 1000 | 10 000 000 | 1 | 1,06% |
| 39 | RU000A0JTKC0 | Rostelecom 18 | 1000 | 10 000 000 | 1 | 1,07% |
| 40 | RU000A0JTR15 | Rostelecom 19 | 1000 | 10 000 000 | 1 | 1,06% |
| 41 | RU000A0JTPV9 | NorNickel BO-01 | 1000 | 10 000 000 | 1 | 1,06% |
| 42 | RU000A0JTPX5 | NorNickel BO-02 | 1000 | 10 000 000 | 1 | 1,06% |
| 43 | RU000A0JTPY3 | NorNickel BO-04 | 1000 | 15 000 000 | 1 | 1,59% |
| 44 | RU000A0JT4G6 | Megafon Finans 05 | 1000 | 10 000 000 | 1 | 1,06% |
| 45 | RU000A0JTR98 | Megafon Finans 06 | 1000 | 10 000 000 | 1 | 1,05% |
| 46 | RU000A0JTRA9 | Megafon Finans 07 | 1000 | 10 000 000 | 1 | 1,05% |
| 47 | RU000A0JT8G7 | Krasnoyarsk reg.- 06 | 1000 | 16 910 000 | 1 | 1,78% |
| 48 | RU000A0JU5U1 | Krasnoyarsk reg.- 34007 | 1000 | 11 000 000 | 1 | 1,16% |
| 49 | RU000A0JSYR1 | Rosbank BO-4 | 1000 | 10 000 000 | 1 | 1,07% |
| 50 | RU000A0JTKE6 | Rosbank BO-6 | 1000 | 5 000 000 | 1 | 0,54% |
| 51 | RU000A0JTQ32 | Rosbank BO-7 | 1000 | 10 000 000 | 1 | 1,07% |
| 52 | RU000A0JT213 | Alfa-Bank BO-03 | 1000 | 10 000 000 | 1 | 1,05% |
| 53 | RU000A0JU849 | Alfa-Bank BO-04 | 1000 | 10 000 000 | 1 | 1,04% |
| 54 | RU000A0JU2T0 | Alfa-Bank BO-09 | 1000 | 5 000 000 | 1 | 0,53% |
| 55 | RU000A0JQZT8 | NOMOS-12 | 1000 | 5 000 000 | 1 | 0,53% |
| 56 | RU000A0JSQF2 | NOMOS BO-03 | 1000 | 5 000 000 | 1 | 0,53% |
| 57 | RU000A0JTZT2 | NOMOS BO-05 | 1000 | 7 000 000 | 1 | 0,75% |
| 58 | RU000A0JU6T1 | NOMOS BO-06 | 1000 | 7 000 000 | 1 | 0,73% |
| 59 | RU000A0JTMG7 | RusGidro(OAO) 07 | 1000 | 10 000 000 | 1 | 1,07% |
| 60 | RU000A0JTMK9 | RusGidro(OAO) 08 | 1000 | 10 000 000 | 1 | 1,07% |
| 61 | RU000A0JS5A7 | METALLOINVEST HK OAO 05 | 1000 | 10 000 000 | 1 | 1,06% |
| 62 | RU000A0JS5L4 | METALLOINVEST HK OAO 06 | 1000 | 10 000 000 | 1 | 1,06% |
| 63 | RU000A0JS4H5 | UniKredit Bank BO-02 | 1000 | 5 000 000 | 1 | 0,51% |
| 64 | RU000A0JS4X2 | UniKredit Bank BO-03 | 1000 | 5 000 000 | 1 | 0,52% |
| 65 | RU000A0JTMN3 | UniKredit Bank BO-06 | 1000 | 5 000 000 | 1 | 0,54% |
| 66 | RU000A0JTMP8 | UniKredit Bank BO-07 | 1000 | 5 000 000 | 1 | 0,54% |
| 67 | RU000A0JP6R2 | Moskow reg.-7 | 1000 | 16 000 000 | 1 | 1,67% |
| 68 | RU000A0JTY40 | Zenit-10 | 1000 | 5 000 000 | 1 | 0,54% |
| 69 | RU000A0JSVF2 | Zenit-08 | 1000 | 5 000 000 | 1 | 0,53% |
| 70 | RU000A0JS6L2 | Zenit BO-07 | 1000 | 5 000 000 | 1 | 0,52% |
| 71 | RU000A0JU6U9 | Rusfinans Bank 15 | 1000 | 5 000 000 | 1 | 0,52% |
| 72 | RU000A0JTBA3 | Krasnodar reg.-04 | 1000 | 12 000 000 | 1 | 1,27% |
| 73 | RU000A0JTED1 | NLMK 08 | 1000 | 10 000 000 | 1 | 1,09% |
| 74 | RU000A0JTM28 | Bashneft ANK 06 | 1000 | 10 000 000 | 1 | 1,08% |
| 75 | RU000A0JTA48 | ALROSA BO 01 | 1000 | 5 000 000 | 1 | 0,53% |
| 76 | RU000A0JTA55 | ALROSA BO 02 | 1000 | 5 000 000 | 1 | 0,53% |
| 77 | RU000A0JT502 | NOVATEK OAO BO-02 | 1000 | 10 000 000 | 1 | 1,06% |
| 78 | RU000A0JTNC4 | GazpromKapital 05 | 1000 | 10 000 000 | 1 | 1,06% |
| 79 | RU000A0JT3P9 | Sankt-Peterburg-BO-08 | 1000 | 5 000 000 | 1 | 0,52% |
| 80 | RU000A0JU583 | Sankt-Peterburg-BO-09 | 1000 | 5 000 000 | 1 | 0,53% |
| 81 | RU000A0JU5Z0 | Gazprombank BO-06 | 1000 | 10 000 000 | 1 | 1,05% |
| 82 | RU000A0JT9Y8 | Svyaz-Bank BO-01 | 1000 | 5 000 000 | 1 | 0,52% |
| 83 | RU000A0JTW75 | Svyaz-Bank BO-02 | 1000 | 5 000 000 | 1 | 0,52% |
| 84 | RU000A0JTDP7 | MMK ob. 18 | 1000 | 5 000 000 | 1 | 0,55% |
| 85 | RU000A0JSXW3 | Promsvyazbank OAO BO-07 | 1000 | 5 000 000 | 1 | 0,54% |
| 86 | RU000A0JT171 | Magnit BO-07 | 1000 | 5 000 000 | 1 | 0,54% |
| 87 | RU000A0JTGD6 | Tomsk reg.-45 | 1000 | 5 000 000 | 1 | 0,53% |
| 88 | RU000A0JS6B3 | Bank Inteza 03 | 1000 | 5 000 000 | 1 | 0,53% |
| 89 | RU000A0JS561 | BANK URALSIB 04 | 1000 | 5 000 000 | 1 | 0,52% |
| 90 | RU000A0JU5T3 | AIZhK BO-01 | 1000 | 5 000 000 | 1 | 0,52% |
| 91 | RU000A0JT692 | Ak Bars bank BO-01 | 1000 | 5 000 000 | 1 | 0,52% |
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 26204 | 1000 | 150000000 | 1 | 9,38% |
| 2 | SU26204RMFS6 | OFZ-PD 26206 | 1000 | 150000000 | 1 | 9,36% |
| 3 | SU25080RMFS1 | OFZ-PD 25080 | 1000 | 150000000 | 1 | 9,35% |
| 4 | SU26206RMFS1 | OFZ-PD 25077 | 1000 | 150000000 | 1 | 9,34% |
| 5 | SU25077RMFS7 | OFZ-PD 26203 | 1000 | 150000000 | 1 | 9,30% |
| 6 | SU25079RMFS3 | OFZ-PD 25079 | 1000 | 150000000 | 1 | 9,27% |
| 7 | SU25075RMFS1 | OFZ-PD 25075 | 1000 | 150000000 | 1 | 9,27% |
| 8 | SU26203RMFS8 | OFZ-PD 25082 | 1000 | 150000000 | 1 | 9,14% |
| 9 | SU25082RMFS7 | OFZ-PD 25081 | 1000 | 150000000 | 1 | 8,93% |
| 10 | SU25081RMFS9 | OFZ-AD 46021 | 1000 | 107000000 | 1 | 6,13% |
| 11 | SU46021RMFS0 | OFZ-PD 25071 | 1000 | 80000000 | 1 | 4,98% |
| 12 | SU25071RMFS0 | OFZ-PD 25068 | 1000 | 45000000 | 1 | 2,96% |
| 13 | SU46017RMFS8 | OFZ-PD 26202 | 1000 | 40000000 | 1 | 2,58% |
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% | 0,1307761 | 9,26% |
| 2 | SBERP | Sberbank, Preferred shares | 1 000 000 000 | 100% | 0,1307761 | 0,74% |
| 3 | LKOH | ОАО "LUKOIL", Ordinary shares | 850 563 255 | 57% | 0,1515831 | 10,00% |
| 4 | MGNT | OJSC "Magnit", Ordinary shares | 94 561 355 | 54% | 0,3216179 | 10,00% |
| 5 | MTSS | МТS OJSC, Ordinary shares | 2 066 413 562 | 49% | 0,4779343 | 10,00% |
| 6 | URKA | Uralkali, Ordinary shares | 2 936 015 891 | 42% | 0,7399012 | 10,00% |
| 7 | NVTK | JSC "NOVATEK", Ordinary shares | 3 036 306 000 | 27% | 0,459871 | 10,00% |
| 8 | VTBR | JSC VTB Bank, Ordinary shares | 12 960 541 337 338 | 39% | 0,641382 | 10,00% |
| 9 | TATN | TATNEFT, Ordinary shares | 2 178 690 700 | 32% | 1 | 9,47% |
| 10 | RTKM | Rostelecom, Ordinary shares | 2 669 204 301 | 31% | 1 | 5,86% |
| 11 | RTKMP | Rostelecom, Preferred shares | 242 831 469 | 70% | 1 | 0,81% |
| 12 | HYDR | JSC "RusHydro", Ordinary shares | 317 637 520 094 | 34% | 1 | 4,05% |
| 13 | ALRS | AC "ALROSA", Ordinary shares | 7 364 965 630 | 23% | 1 | 3,93% |
| 14 | MOEX | Moscow Exchange, Ordinary shares | 2 378 489 153 | 37% | 1 | 3,90% |
| 15 | IRAO | JSC "INTER RAO UES", Ordinary shares | 10 440 000 997 683 | 18% | 1 | 0,96% |
| 16 | MTLR | Mechel ОАО, Ordinary shares | 416 270 745 | 35% | 1 | 0,57% |
| 17 | MSRS | MOESK, Ordinary shares | 48 707 091 574 | 12% | 1 | 0,46% |
Included:
- MSRS MOESK, Ordinary shares
- RTKMP Rostelecom, Preferred shares.
Excluded:
- MRKH JSC "Russian Grids"