The list of securities employed in the calculation
valid from March 18 to June 16, 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 | RU000A0JQ177 | RZhD 11 | 1000 | 15 000 000 | 0,7613 | 1,25% |
| 2 | RU000A0JQ5Q5 | RZhD 12 | 1000 | 15 000 000 | 0,7613 | 1,26% |
| 3 | RU000A0JQ4U0 | RZhD 14 | 1000 | 15 000 000 | 0,7613 | 1,26% |
| 4 | RU000A0JQ6S9 | RZhD 15 | 1000 | 15 000 000 | 0,7613 | 1,25% |
| 5 | RU000A0JQ656 | RZhD 16 | 1000 | 15 000 000 | 0,7613 | 1,25% |
| 6 | RU000A0JQ7W9 | RZhD 17 | 1000 | 15 000 000 | 0,7613 | 1,23% |
| 7 | RU000A0JQRD9 | RZhD 23 | 1000 | 15 000 000 | 0,7613 | 1,25% |
| 8 | RU000A0JUAH8 | RZhD 30 | 1000 | 15 000 000 | 0,7613 | 1,24% |
| 9 | RU000A0JR3L0 | FSK EES 11 | 1000 | 10 000 000 | 1 | 1,10% |
| 10 | RU000A0JS7H8 | FSK EES 12 | 1000 | 10 000 000 | 1 | 1,11% |
| 11 | RU000A0JRUS9 | FSK EES 15 | 1000 | 10 000 000 | 1 | 1,11% |
| 12 | RU000A0JRMX6 | FSK EES 19 | 1000 | 20 000 000 | 1 | 2,13% |
| 13 | RU000A0JT2K2 | FSK EES 25 | 1000 | 15 000 000 | 1 | 1,69% |
| 14 | RU000A0JNGU3 | Bank VTB-06 | 1000 | 15 000 000 | 1 | 1,62% |
| 15 | RU000A0JTK20 | Bank VTB BO-21 | 1000 | 15 000 000 | 1 | 1,63% |
| 16 | RU000A0JTN01 | Bank VTB BO-22 | 1000 | 15 000 000 | 1 | 1,61% |
| 17 | RU000A0JU773 | Bank VTB BO-43 | 1000 | 20 000 000 | 1 | 2,16% |
| 18 | RU000A0JQ8Q9 | MTS 05 | 1000 | 15 000 000 | 1 | 1,70% |
| 19 | RU000A0JR4H6 | MTS 07 | 1000 | 10 000 000 | 1 | 1,11% |
| 20 | RU000A0JR4J2 | MTS 08 | 1000 | 15 000 000 | 1 | 1,65% |
| 21 | RU000A0JTTA5 | MTS BO-01 | 1000 | 10 000 000 | 1 | 1,12% |
| 22 | RU000A0JQNR8 | Bashneft ANK 01 | 1000 | 15 000 000 | 1 | 1,63% |
| 23 | RU000A0JQNH9 | Bashneft ANK 03 | 1000 | 20 000 000 | 1 | 2,18% |
| 24 | RU000A0JRYS1 | Bashneft ANK BO-01 | 1000 | 10 000 000 | 1 | 1,06% |
| 25 | RU000A0JUCS1 | OAO "NK Rosneft" BO-05 | 1000 | 20 000 000 | 1 | 2,17% |
| 26 | RU000A0JUCR3 | OAO "NK Rosneft" BO-06 | 1000 | 20 000 000 | 1 | 2,17% |
| 27 | RU000A0JTXW1 | Moscow-67 | 1000 | 40 000 000 | 1 | 4,33% |
| 28 | RU000A0JS5E9 | VimpelKom01 | 1000 | 10 000 000 | 1 | 1,12% |
| 29 | RU000A0JS5M2 | VimpelKom02 | 1000 | 10 000 000 | 1 | 1,12% |
| 30 | RU000A0JS5F6 | VimpelKom04 | 1000 | 15 000 000 | 1 | 1,68% |
| 31 | RU000A0JP2G4 | Rosselhozbank 03 | 1000 | 10 000 000 | 1 | 1,07% |
| 32 | RU000A0JQ1H3 | Rosselhozbank 05 | 1000 | 10 000 000 | 1 | 1,09% |
| 33 | RU000A0JU1Q8 | Rosselhozbank 21 | 1000 | 10 000 000 | 1 | 1,07% |
| 34 | RU000A0JU6A1 | Rosselhozbank 22 | 1000 | 5 000 000 | 1 | 0,55% |
| 35 | RU000A0JTPV9 | NorNickel BO-01 | 1000 | 10 000 000 | 1 | 1,07% |
| 36 | RU000A0JTPX5 | NorNickel BO-02 | 1000 | 10 000 000 | 1 | 1,07% |
| 37 | RU000A0JTPY3 | NorNickel BO-04 | 1000 | 15 000 000 | 1 | 1,61% |
| 38 | RU000A0JSYR1 | Rosbank BO-4 | 1000 | 10 000 000 | 1 | 1,13% |
| 39 | RU000A0JRW93 | Rosbank BO-5 | 1000 | 5 000 000 | 1 | 0,55% |
| 40 | RU000A0JTKE6 | Rosbank BO-6 | 1000 | 5 000 000 | 1 | 0,55% |
| 41 | RU000A0JTQ32 | Rosbank BO-7 | 1000 | 10 000 000 | 1 | 1,13% |
| 42 | RU000A0JTLL9 | METALLOINVEST HK OAO 03 | 1000 | 5 000 000 | 1 | 0,54% |
| 43 | RU000A0JS5A7 | METALLOINVEST HK OAO 05 | 1000 | 10 000 000 | 1 | 1,12% |
| 44 | RU000A0JS5L4 | METALLOINVEST HK OAO 06 | 1000 | 10 000 000 | 1 | 1,12% |
| 45 | RU000A0JTNC4 | GazpromKapital 05 | 1000 | 10 000 000 | 1 | 1,06% |
| 46 | RU000A0JTND2 | GazpromKapital 06 | 1000 | 15 000 000 | 1 | 1,60% |
| 47 | RU000A0JT213 | Alfa-Bank BO-03 | 1000 | 10 000 000 | 1 | 1,11% |
| 48 | RU000A0JU849 | Alfa-Bank BO-04 | 1000 | 10 000 000 | 1 | 1,10% |
| 49 | RU000A0JS3B0 | Gazprom neft 11 | 1000 | 10 000 000 | 1 | 1,09% |
| 50 | RU000A0JTDY9 | Gazprom neft 12 | 1000 | 10 000 000 | 1 | 1,11% |
| 51 | RU000A0JS322 | Gazprombank BO-03 | 1000 | 10 000 000 | 1 | 1,08% |
| 52 | RU000A0JU7Y9 | Gazprombank BO-07 | 1000 | 10 000 000 | 1 | 1,10% |
| 53 | RU000A0JRFN1 | RusGidro(OAO) 01 | 1000 | 10 000 000 | 1 | 1,10% |
| 54 | RU000A0JTMG7 | RusGidro(OAO) 07 | 1000 | 10 000 000 | 1 | 1,08% |
| 55 | RU000A0JQL30 | AFK Systema 03 | 1000 | 19 000 000 | 1 | 2,11% |
| 56 | RU000A0JT8G7 | Krasnoyarsk reg.- 06 | 1000 | 16 910 000 | 1 | 1,88% |
| 57 | RU000A0JT502 | NOVATEK OAO BO-02 | 1000 | 10 000 000 | 1 | 1,12% |
| 58 | RU000A0JT544 | NOVATEK OAO BO-04 | 1000 | 5 000 000 | 1 | 0,56% |
| 59 | RU000A0JRVA5 | Credit Europe Bank (ZAO) BO-02 | 1000 | 5 000 000 | 1 | 0,54% |
| 60 | RU000A0JT3Q7 | Credit Europe Bank (ZAO) BO-03 | 1000 | 5 000 000 | 1 | 0,55% |
| 61 | RU000A0JU4W0 | Credit Europe Bank (ZAO) BO-06 | 1000 | 5 000 000 | 1 | 0,56% |
| 62 | RU000A0JUAJ4 | UniKredit Bank BO-10 | 1000 | 10 000 000 | 1 | 1,09% |
| 63 | RU000A0JTMN3 | UniKredit Bank BO-06 | 1000 | 5 000 000 | 1 | 0,54% |
| 64 | RU000A0JTBA3 | Krasnodar reg.-04 | 1000 | 12 000 000 | 1 | 1,31% |
| 65 | RU000A0JTT21 | Magnit BO-08 | 1000 | 5 000 000 | 1 | 0,56% |
| 66 | RU000A0JTT39 | Magnit BO-09 | 1000 | 5 000 000 | 1 | 0,56% |
| 67 | RU000A0JT4G6 | Megafon Finans 05 | 1000 | 10 000 000 | 1 | 1,11% |
| 68 | RU000A0JU682 | IKS 5 FINANS BO-02 | 1000 | 5 000 000 | 1 | 0,56% |
| 69 | RU000A0JU8X9 | IKS 5 FINANS BO-03 | 1000 | 5 000 000 | 1 | 0,55% |
| 70 | RU000A0JTED1 | NLMK 08 | 1000 | 10 000 000 | 1 | 1,10% |
| 71 | RU000A0JRTW3 | FK Otkritie 01 | 1000 | 5 000 000 | 1 | 0,56% |
| 72 | RU000A0JS264 | FK Otkritie 02 | 1000 | 5 000 000 | 1 | 0,54% |
| 73 | RU000A0JU8T7 | Reiffeisenbank BO-01 | 1000 | 10 000 000 | 1 | 1,10% |
| 74 | RU000A0JU9S7 | VEB-lizing OAO 12 | 1000 | 5 000 000 | 1 | 0,54% |
| 75 | RU000A0JU9T5 | VEB-lizing OAO 13 | 1000 | 5 000 000 | 1 | 0,54% |
| 76 | RU000A0JTKC0 | Rostelecom 18 | 1000 | 10 000 000 | 1 | 1,08% |
| 77 | RU000A0JU6T1 | NOMOS BO-06 | 1000 | 7 000 000 | 1 | 0,77% |
| 78 | RU000A0JTDL6 | Sankt-Peterburg 25039 | 1000 | 7 000 000 | 1 | 0,77% |
| 79 | RU000A0JQ6T7 | Gazprom-A11 | 1000 | 5 000 000 | 1 | 0,56% |
| 80 | RU000A0JTDW3 | Globeksbank BO 07 | 1000 | 5 000 000 | 1 | 0,55% |
| 81 | RU000A0JS6M0 | DeltaKredit KB BO-05 | 1000 | 5 000 000 | 1 | 0,55% |
| 82 | RU000A0JUAL0 | MSP Bank BO-04 | 1000 | 5 000 000 | 1 | 0,55% |
| 83 | RU000A0JU6U9 | Rusfinans Bank 15 | 1000 | 5 000 000 | 1 | 0,55% |
| 84 | RU000A0JRKC4 | Sankt-Pet.Telekom OAO 01 | 1000 | 5 000 000 | 1 | 0,55% |
| 85 | RU000A0JU310 | Ak Bars bank BO-03 | 1000 | 5 000 000 | 1 | 0,54% |
| 86 | RU000A0JR7S6 | Alfa-Bank 01 | 1000 | 5 000 000 | 1 | 0,54% |
| 87 | RU000A0JU146 | Vostochniy Express Bank BO-07 | 1000 | 5 000 000 | 1 | 0,54% |
| 88 | RU000A0JTKM9 | GosTransportLizingKomp 02 ob | 1000 | 5 000 000 | 1 | 0,54% |
| 89 | RU000A0JRKG5 | MKB BO-05 | 1000 | 5 000 000 | 1 | 0,54% |
| 90 | RU000A0JQM39 | Petrokommerzbank-5 | 1000 | 5 000 000 | 1 | 0,54% |
| 91 | RU000A0JU963 | Novosibirskaya oblast' 2013 | 1000 | 5 000 000 | 1 | 0,53% |
The list of OFZ Subindex employed in the calculation
| N | Сode | Security name | Nominal value, rub. | Issue value, p. s. | Restricting coefficient | Weight |
|---|---|---|---|---|---|---|
| 1 | SU26204RMFS6 | OFZ-PD 26204 | 1000 | 150 000 000 | 1 | 8,29% |
| 2 | SU26208RMFS7 | OFZ-PD 26208 | 1000 | 150 000 000 | 1 | 8,25% |
| 3 | SU25080RMFS1 | OFZ-PD 25080 | 1000 | 150 000 000 | 1 | 8,24% |
| 4 | SU25079RMFS3 | OFZ-PD 25079 | 1000 | 150 000 000 | 1 | 8,24% |
| 5 | SU25077RMFS7 | OFZ-PD 25077 | 1000 | 150 000 000 | 1 | 8,19% |
| 6 | SU25075RMFS1 | OFZ-PD 25075 | 1000 | 150 000 000 | 1 | 8,17% |
| 7 | SU26206RMFS1 | OFZ-PD 26206 | 1000 | 150 000 000 | 1 | 8,14% |
| 8 | SU26203RMFS8 | OFZ-PD 26203 | 1000 | 150 000 000 | 1 | 8,05% |
| 9 | SU25082RMFS7 | OFZ-PD 25082 | 1000 | 150 000 000 | 1 | 8,03% |
| 10 | SU25081RMFS9 | OFZ-PD 25081 | 1000 | 150 000 000 | 1 | 7,70% |
| 11 | SU46021RMFS0 | OFZ-AD 46021 | 1000 | 107 000 000 | 1 | 5,24% |
| 12 | SU25071RMFS0 | OFZ-PD 25071 | 1000 | 80 000 000 | 1 | 4,44% |
| 13 | SU46017RMFS8 | OFZ-AD 46017 | 1000 | 80 000 000 | 1 | 4,26% |
| 14 | SU25068RMFS6 | OFZ-PD 25068 | 1000 | 45 000 000 | 1 | 2,49% |
| 15 | SU26202RMFS0 | OFZ-PD 26202 | 1000 | 40 000 000 | 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 | LKOH | OAO "LUKOIL", Ordinary shares | 850 563 255 | 57% | 0,1833908 | 10,00% |
| 2 | VTBR | JSC VTB Bank, Ordinary shares | 12 960 541 337 338 | 39% | 0,8319029 | 10,00% |
| 3 | MGNT | OJSC "Magnit", Ordinary shares | 94 561 355 | 54% | 0,3974767 | 10,00% |
| 4 | MTSS | MTS OJSC, Ordinary shares | 2 066 413 562 | 49% | 0,6414971 | 10,00% |
| 5 | NVTK | JSC "NOVATEK", Ordinary shares | 3 036 306 000 | 27% | 0,5228028 | 10,00% |
| 6 | SBER | Sberbank, Ordinary shares | 21 586 948 000 | 48% | 0,1748541 | 9,25% |
| 7 | SBERP | Sberbank, Preferred shares | 1 000 000 000 | 100% | 0,1748541 | 0,75% |
| 8 | TATN | JSC "TATNEFT", Ordinary shares | 2 178 690 700 | 32% | 1 | 8,27% |
| 9 | TRNFP | JSC "Transneft", Preferred shares | 1 554 875 | 100% | 1 | 7,08% |
| 10 | URKA | OJSC Uralkali, Ordinary shares | 2 936 015 891 | 22% | 1 | 6,03% |
| 11 | RTKM | OJSC "Rostelecom", Ordinary shares | 2 669 204 301 | 28% | 1 | 4,23% |
| 12 | ALRS | OJSC "ALROSA", Ordinary shares | 7 364 965 630 | 23% | 1 | 3,67% |
| 13 | HYDR | JSC "RusHydro", Ordinary shares | 317 637 520 094 | 34% | 1 | 3,40% |
| 14 | MOEX | Moscow Exchange, Ordinary shares | 2 378 489 153 | 37% | 1 | 3,21% |
| 15 | AFLT | JSC "Aeroflot", Ordinary shares | 1 110 616 299 | 32% | 1 | 1,43% |
| 16 | IRAO | JSC "Inter RAO", Ordinary shares | 10 440 000 997 683 | 18% | 1 | 1,03% |
| 17 | PIKK | "PIK Group", Ordinary shares | 660 497 344 | 32% | 1 | 0,97% |
| 18 | MSRS | JSC "MOESK", Ordinary shares | 48 707 091 574 | 10% | 1 | 0,37% |
| 19 | MTLR | Mechel ОАО, Ordinary shares | 416 270 745 | 35% | 1 | 0,32% |
Included:
AFLT JSC "Aeroflot", Ordinary shares
PIKK "PIK Group", Ordinary shares
TRNFP JSC "Transneft", Preferred shares
Excluded:
RTKMP OJSC "Rostelecom", Preferred shares