The list of securities employed in the calculation
valid from June 17 to September 15, 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 | RU000A0JQ6S9 | RZhD 15 | 1000 | 15 000 000 | 0,7412 | 1,70% |
| 2 | RU000A0JQ656 | RZhD 16 | 1000 | 15 000 000 | 0,7412 | 1,69% |
| 3 | RU000A0JQ7W9 | RZhD 17 | 1000 | 15 000 000 | 0,7412 | 1,69% |
| 4 | RU000A0JQ177 | RZhD 11 | 1000 | 15 000 000 | 0,7412 | 1,65% |
| 5 | RU000A0JQ5Q5 | RZhD 12 | 1000 | 15 000 000 | 0,7412 | 1,64% |
| 6 | RU000A0JUAH8 | RZhD 30 | 1000 | 15 000 000 | 0,7412 | 1,62% |
| 7 | RU000A0JP2G4 | Rosselhozbank 03 | 1000 | 10 000 000 | 1 | 1,51% |
| 8 | RU000A0JS6N8 | Rosselhozbank 16 | 1000 | 10 000 000 | 1 | 1,51% |
| 9 | RU000A0JT7M7 | Rosselhozbank 17 | 1000 | 10 000 000 | 1 | 1,51% |
| 10 | RU000A0JU1Q8 | Rosselhozbank 21 | 1000 | 10 000 000 | 1 | 1,51% |
| 11 | RU000A0JRVN8 | Rosselhozbank 15 | 1000 | 10 000 000 | 1 | 1,48% |
| 12 | RU000A0JTVJ2 | Rosselhozbank 20 | 1000 | 10 000 000 | 1 | 1,47% |
| 13 | RU000A0JU6A1 | Rosselhozbank 22 | 1000 | 5 000 000 | 1 | 0,73% |
| 14 | RU000A0JU773 | Bank VTB BO-43 | 1000 | 20 000 000 | 1 | 3,00% |
| 15 | RU000A0JTK20 | Bank VTB BO-21 | 1000 | 15 000 000 | 1 | 2,25% |
| 16 | RU000A0JTN01 | Bank VTB BO-22 | 1000 | 15 000 000 | 1 | 2,20% |
| 17 | RU000A0JS1T6 | Bank VTB BO-06 | 1000 | 10 000 000 | 1 | 1,52% |
| 18 | RU000A0JTXW1 | Moscow-67 | 1000 | 40 000 000 | 1 | 6,13% |
| 19 | RU000A0JRMX6 | FSK EES 19 | 1000 | 20 000 000 | 1 | 2,94% |
| 20 | RU000A0JRUS9 | FSK EES 15 | 1000 | 10 000 000 | 1 | 1,51% |
| 21 | RU000A0JT7T2 | FSK EES 21 | 1000 | 10 000 000 | 1 | 1,49% |
| 22 | RU000A0JQ5G6 | Transneft 01 | 1000 | 35 000 000 | 1 | 5,37% |
| 23 | RU000A0JS5F6 | VimpelKom04 | 1000 | 15 000 000 | 1 | 2,27% |
| 24 | RU000A0JS5E9 | VimpelKom01 | 1000 | 10 000 000 | 1 | 1,52% |
| 25 | RU000A0JS5M2 | VimpelKom02 | 1000 | 10 000 000 | 1 | 1,51% |
| 26 | RU000A0JTS06 | OAO "NK Rosneft" 07 | 1000 | 15 000 000 | 1 | 2,27% |
| 27 | RU000A0JTS22 | OAO "NK Rosneft" 08 | 1000 | 15 000 000 | 1 | 2,27% |
| 28 | RU000A0JRJQ6 | ROSNANO 3 | 1000 | 15 000 000 | 1 | 2,33% |
| 29 | RU000A0JRJP8 | ROSNANO 2 | 1000 | 10 000 000 | 1 | 1,56% |
| 30 | RU000A0JQL30 | AFK Systema 03 | 1000 | 19 000 000 | 1 | 2,80% |
| 31 | RU000A0JU6T1 | NOMOS BO-06 | 1000 | 7 000 000 | 1 | 1,06% |
| 32 | RU000A0JRTX1 | NOMOS BO-02 | 1000 | 5 000 000 | 1 | 0,76% |
| 33 | RU000A0JUGW4 | NOMOS BO-04 | 1000 | 5 000 000 | 1 | 0,76% |
| 34 | RU000A0JRVA5 | Credit Europe Bank (ZAO) BO-02 | 1000 | 5 000 000 | 1 | 0,77% |
| 35 | RU000A0JTMY0 | Credit Europe Bank (ZAO) BO-04 | 1000 | 5 000 000 | 1 | 0,77% |
| 36 | RU000A0JT3Q7 | Credit Europe Bank (ZAO) BO-03 | 1000 | 5 000 000 | 1 | 0,74% |
| 37 | RU000A0JTND2 | GazpromKapital 06 | 1000 | 15 000 000 | 1 | 2,26% |
| 38 | RU000A0JTPY3 | NorNickel BO-04 | 1000 | 15 000 000 | 1 | 2,25% |
| 39 | RU000A0JREW5 | VEB-lizing OAO 03 | 1000 | 5 000 000 | 1 | 0,76% |
| 40 | RU000A0JU9T5 | VEB-lizing OAO 13 | 1000 | 5 000 000 | 1 | 0,73% |
| 41 | RU000A0JU9S7 | VEB-lizing OAO 12 | 1000 | 5 000 000 | 1 | 0,72% |
| 42 | RU000A0JRF11 | RUSAL Bratskiy al. zavod 08 | 1000 | 15 000 000 | 1 | 2,02% |
| 43 | RU000A0JUGY0 | Zenit BO-11 | 1000 | 6 000 000 | 1 | 0,91% |
| 44 | RU000A0JS6L2 | Zenit BO-07 | 1000 | 5 000 000 | 1 | 0,76% |
| 45 | RU000A0JTED1 | NLMK 08 | 1000 | 10 000 000 | 1 | 1,54% |
| 46 | RU000A0JS793 | Svyaz-Bank 04 | 1000 | 5 000 000 | 1 | 0,76% |
| 47 | RU000A0JTW75 | Svyaz-Bank BO-02 | 1000 | 5 000 000 | 1 | 0,76% |
| 48 | RU000A0JT213 | Alfa-Bank BO-03 | 1000 | 10 000 000 | 1 | 1,51% |
| 49 | RU000A0JS5L4 | METALLOINVEST HK OAO 06 | 1000 | 10 000 000 | 1 | 1,51% |
| 50 | RU000A0JT502 | NOVATEK OAO BO-02 | 1000 | 10 000 000 | 1 | 1,51% |
| 51 | RU000A0JTRL6 | Ak Bars bank BO-02 | 1000 | 5 000 000 | 1 | 0,76% |
| 52 | RU000A0JT692 | Ak Bars bank BO-01 | 1000 | 5 000 000 | 1 | 0,75% |
| 53 | RU000A0JT767 | Gazprombank 07 | 1000 | 10 000 000 | 1 | 1,50% |
| 54 | RU000A0JTTA5 | MTS BO-01 | 1000 | 10 000 000 | 1 | 1,50% |
| 55 | RU000A0JU8T7 | Reiffeisenbank BO-01 | 1000 | 10 000 000 | 1 | 1,47% |
| 56 | RU000A0JU6U9 | Rusfinans Bank 15 | 1000 | 5 000 000 | 1 | 0,75% |
| 57 | RU000A0JTVN4 | Rusfinans Bank BO-07 | 1000 | 4 000 000 | 1 | 0,61% |
| 58 | RU000A0JSW84 | BANK URALSIB 05 | 1000 | 7 000 000 | 1 | 1,08% |
| 59 | RU000A0JRV86 | OTP Bank BO-02 | 1000 | 6 000 000 | 1 | 0,92% |
| 60 | RU000A0JSTQ3 | Petrokommerzbank BO-03 | 1000 | 5 000 000 | 1 | 0,77% |
| 61 | RU000A0JS5N0 | Absolut Bank BO-02 | 1000 | 5 000 000 | 1 | 0,76% |
| 62 | RU000A0JU146 | Vostochniy Express Bank BO-07 | 1000 | 5 000 000 | 1 | 0,76% |
| 63 | RU000A0JS5R1 | MSP Bank 01 | 1000 | 5 000 000 | 1 | 0,76% |
| 64 | RU000A0JTMN3 | UniKredit Bank BO-06 | 1000 | 5 000 000 | 1 | 0,76% |
| 65 | RU000A0JT3P9 | Sankt-Peterburg-BO-08 | 1000 | 5 000 000 | 1 | 0,74% |
| 66 | RU000A0JTMR4 | KB "LOKO-Bank" (ZAO) BO-02 | 1000 | 4 000 000 | 1 | 0,61% |
The list of OFZ Subindex employed in the calculation
| N | Сode | Security name | Nominal value, rub. | Issue value, p. s. | Restricting coefficient | Weight |
|---|---|---|---|---|---|---|
| 1 | SU25079RMFS3 | OFZ-PD 25079 | 1000 | 150 000 000 | 1 | 7,97% |
| 2 | SU25077RMFS7 | OFZ-PD 25077 | 1000 | 150 000 000 | 1 | 7,89% |
| 3 | SU25075RMFS1 | OFZ-PD 25075 | 1000 | 150 000 000 | 1 | 7,89% |
| 4 | SU26206RMFS1 | OFZ-PD 26206 | 1000 | 150 000 000 | 1 | 7,86% |
| 5 | SU26203RMFS8 | OFZ-PD 26203 | 1000 | 150 000 000 | 1 | 7,74% |
| 6 | SU26208RMFS7 | OFZ-PD 26208 | 1000 | 150 000 000 | 1 | 7,69% |
| 7 | SU26204RMFS6 | OFZ-PD 26204 | 1000 | 150 000 000 | 1 | 7,68% |
| 8 | SU25080RMFS1 | OFZ-PD 25080 | 1000 | 150 000 000 | 1 | 7,67% |
| 9 | SU25082RMFS7 | OFZ-PD 25082 | 1000 | 150 000 000 | 1 | 7,53% |
| 10 | SU25081RMFS9 | OFZ-PD 25081 | 1000 | 150 000 000 | 1 | 7,44% |
| 11 | SU26216RMFS0 | OFZ-PD 26216 | 1000 | 150 000 000 | 1 | 7,29% |
| 12 | SU46021RMFS0 | OFZ-AD 46021 | 1000 | 107 000 000 | 1 | 5,02% |
| 13 | SU25071RMFS0 | OFZ-PD 25071 | 1000 | 80 000 000 | 1 | 4,15% |
| 14 | SU46017RMFS8 | OFZ-AD 46017 | 1000 | 80 000 000 | 1 | 4,03% |
| 15 | SU26202RMFS0 | OFZ-PD 26202 | 1000 | 40 000 000 | 1 | 2,16% |
The list of securities Subindex employed in the calculation
| N | Сode | Security name | Number of issued shares | Free-float factor | Restricting coefficient | Weight |
|---|---|---|---|---|---|---|
| 1 | LKOH | OAO "LUKOIL", Ordinary shares | 850 563 255 | 57% | 0,1814245 | 10,00% |
| 2 | SBER | Sberbank, Ordinary shares | 21 586 948 000 | 48% | 0,1832218 | 9,27% |
| 3 | SBERP | Sberbank, Preferred shares | 1 000 000 000 | 100% | 0,1832218 | 0,73% |
| 4 | MGNT | OJSC "Magnit", Ordinary shares | 94 561 355 | 54% | 0,3874358 | 10,00% |
| 5 | NVTK | JSC "NOVATEK", Ordinary shares | 3 036 306 000 | 27% | 0,5617306 | 10,00% |
| 6 | MTSS | MTS OJSC, Ordinary shares | 2 066 413 562 | 49% | 0,6024785 | 10,00% |
| 7 | VTBR | JSC VTB Bank, Ordinary shares | 12 960 500 000 000 | 39% | 0,7182348 | 10,00% |
| 8 | TATN | JSC "TATNEFT", Ordinary shares | 2 178 690 700 | 32% | 1 | 8,34% |
| 9 | TRNFP | JSC "Transneft", Preferred shares | 1 554 875 | 100% | 1 | 7,10% |
| 10 | URKA | OJSC Uralkali, Ordinary shares | 2 936 015 891 | 22% | 1 | 5,82% |
| 11 | HYDR | JSC "RusHydro", Ordinary shares | 317 638 000 000 | 34% | 1 | 4,26% |
| 12 | ALRS | OJSC "ALROSA", Ordinary shares | 7 364 965 630 | 23% | 1 | 4,06% |
| 13 | RTKM | OJSC "Rostelecom", Ordinary shares | 2 669 204 301 | 28% | 1 | 3,63% |
| 14 | MOEX | Moscow Exchange, Ordinary shares | 2 278 636 493 | 37% | 1 | 3,14% |
| 15 | AFLT | JSC "Aeroflot", Ordinary shares | 1 110 616 299 | 32% | 1 | 1,13% |
| 16 | PIKK | "PIK Group", Ordinary shares | 660 497 344 | 32% | 1 | 1,11% |
| 17 | IRAO | JSC "Inter RAO", Ordinary shares | 10 440 000 000 000 | 18% | 1 | 1,02% |
| 18 | MTLR | Mechel ОАО, Ordinary shares | 416 270 745 | 35% | 1 | 0,40% |
Excluded:
- MSRS JSC "MOESK", Ordinary shares