The list of securities employed in the calculation
from September 16 to December 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 | RU000A0JQ177 | RZhD 11 | 1000 | 15000000 | 0,7403 | 1,68% |
| 2 | RU000A0JQ5Q5 | RZhD 12 | 1000 | 15000000 | 0,7403 | 1,66% |
| 3 | RU000A0JQ6S9 | RZhD 15 | 1000 | 15000000 | 0,7403 | 1,66% |
| 4 | RU000A0JQ656 | RZhD 16 | 1000 | 15000000 | 0,7403 | 1,66% |
| 5 | RU000A0JQ7W9 | RZhD 17 | 1000 | 15000000 | 0,7403 | 1,67% |
| 6 | RU000A0JQ7X7 | RZhD 18 | 1000 | 15000000 | 0,7403 | 1,68% |
| 7 | RU000A0JNGU3 | Bank VTB-06 | 1000 | 15000000 | 0,9398 | 2,13% |
| 8 | RU000A0JSX00 | Bank VTB BO-08 | 1000 | 10000000 | 0,9398 | 1,42% |
| 9 | RU000A0JT3C7 | Bank VTB BO-19 | 1000 | 15000000 | 0,9398 | 2,18% |
| 10 | RU000A0JUQE1 | Bank VTB BO-26 | 1000 | 10000000 | 0,9398 | 1,43% |
| 11 | RU000A0JU773 | Bank VTB BO-43 | 1000 | 20000000 | 0,9398 | 2,84% |
| 12 | RU000A0JR217 | FSK EES 10 | 1000 | 10000000 | 1 | 1,53% |
| 13 | RU000A0JS7H8 | FSK EES 12 | 1000 | 10000000 | 1 | 1,54% |
| 14 | RU000A0JRZK5 | FSK EES 18 | 1000 | 15000000 | 1 | 2,30% |
| 15 | RU000A0JRMX6 | FSK EES 19 | 1000 | 20000000 | 1 | 2,94% |
| 16 | RU000A0JSQ58 | FSK EES 22 | 1000 | 10000000 | 1 | 1,50% |
| 17 | RU000A0JTXW1 | Moscow-67 | 1000 | 40000000 | 1 | 6,01% |
| 18 | RU000A0JUCS1 | OAO "NK Rosneft" BO-05 | 1000 | 20000000 | 1 | 3,05% |
| 19 | RU000A0JUCR3 | OAO "NK Rosneft" BO-06 | 1000 | 20000000 | 1 | 3,06% |
| 20 | RU000A0JQ5G6 | Transneft 01 | 1000 | 35000000 | 1 | 5,55% |
| 21 | RU000A0JS5E9 | VimpelKom01 | 1000 | 10000000 | 1 | 1,56% |
| 22 | RU000A0JS5M2 | VimpelKom02 | 1000 | 10000000 | 1 | 1,56% |
| 23 | RU000A0JS5F6 | VimpelKom04 | 1000 | 15000000 | 1 | 2,33% |
| 24 | RU000A0JTPV9 | NorNickel BO-01 | 1000 | 10000000 | 1 | 1,48% |
| 25 | RU000A0JTPX5 | NorNickel BO-02 | 1000 | 10000000 | 1 | 1,48% |
| 26 | RU000A0JTPY3 | NorNickel BO-04 | 1000 | 15000000 | 1 | 2,20% |
| 27 | RU000A0JTLJ3 | METALLOINVEST HK OAO 02 | 1000 | 5000000 | 1 | 0,72% |
| 28 | RU000A0JS5A7 | METALLOINVEST HK OAO 05 | 1000 | 10000000 | 1 | 1,56% |
| 29 | RU000A0JS5L4 | METALLOINVEST HK OAO 06 | 1000 | 10000000 | 1 | 1,56% |
| 30 | RU000A0JQK72 | Rosselhozbank 09 | 1000 | 5000000 | 1 | 0,77% |
| 31 | RU000A0JU1Q8 | Rosselhozbank 21 | 1000 | 10000000 | 1 | 1,50% |
| 32 | RU000A0JUPQ7 | Rosselhozbank BO-07 | 1000 | 10000000 | 1 | 1,52% |
| 33 | RU000A0JS322 | Gazprombank BO-03 | 1000 | 10000000 | 1 | 1,50% |
| 34 | RU000A0JUMH3 | Gazprombank BO-08 | 1000 | 10000000 | 1 | 1,54% |
| 35 | RU000A0JR878 | Gazprom neft 10 | 1000 | 10000000 | 1 | 1,47% |
| 36 | RU000A0JS3B0 | Gazprom neft 11 | 1000 | 10000000 | 1 | 1,51% |
| 37 | RU000A0JQL30 | AFK Systema 03 | 1000 | 19000000 | 1 | 2,80% |
| 38 | RU000A0JUMD2 | Megafon BO-04 | 1000 | 15000000 | 1 | 2,33% |
| 39 | RU000A0JSW35 | Alfa-Bank BO-07 | 1000 | 5000000 | 1 | 0,77% |
| 40 | RU000A0JUNM1 | Alfa-Bank BO-10 | 1000 | 5000000 | 1 | 0,76% |
| 41 | RU000A0JUQA9 | Alfa-Bank BO-11 | 1000 | 5000000 | 1 | 0,76% |
| 42 | RU000A0JR4J2 | MTS 08 | 1000 | 15000000 | 1 | 2,28% |
| 43 | RU000A0JUKX4 | AIZhK - 30 | 1000 | 6000000 | 1 | 0,93% |
| 44 | RU000A0JUMQ4 | AIZhK BO-02 | 1000 | 5000000 | 1 | 0,75% |
| 45 | RU000A0JTQ32 | Rosbank BO-7 | 1000 | 10000000 | 1 | 1,54% |
| 46 | RU000A0JUMJ9 | UniKredit Bank BO-21 | 1000 | 10000000 | 1 | 1,54% |
| 47 | RU000A0JUMN1 | Krasnoyarsk reg.- 34008 | 1000 | 10000000 | 1 | 1,52% |
| 48 | RU000A0JU8T7 | Reiffeisenbank BO-01 | 1000 | 10000000 | 1 | 1,53% |
| 49 | RU000A0JSD38 | Gazprombank 06 | 1000 | 10000000 | 1 | 1,52% |
| 50 | RU000A0JTW34 | Vertolety Rossii 02 | 1000 | 10000000 | 1 | 1,51% |
| 51 | RU000A0JTNC4 | GazpromKapital 05 | 1000 | 10000000 | 1 | 1,44% |
| 52 | RU000A0JU6U9 | Rusfinans Bank 15 | 1000 | 5000000 | 1 | 0,77% |
| 53 | RU000A0JTVN4 | Rusfinans Bank BO-07 | 1000 | 4000000 | 1 | 0,62% |
| 54 | RU000A0JTDL6 | Sankt-Peterburg 25039 | 1000 | 7000000 | 1 | 1,04% |
| 55 | RU000A0JUNK5 | Lipetsk reg.-2014 | 1000 | 5000000 | 1 | 0,77% |
| 56 | RU000A0JTYT5 | Rostelecom 16 | 1000 | 5000000 | 1 | 0,77% |
| 57 | RU000A0JUPW5 | Zenit BO-13 | 1000 | 5000000 | 1 | 0,76% |
| 58 | RU000A0JTH82 | Otkritie Holding 04 | 1000 | 5000000 | 1 | 0,76% |
| 59 | RU000A0JT3Q7 | Credit Europe Bank (ZAO) BO-03 | 1000 | 5000000 | 1 | 0,75% |
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 | 150000000 | 1 | 9,60% |
| 2 | SU25075RMFS1 | OFZ-PD 25075 | 1000 | 150000000 | 1 | 9,52% |
| 3 | SU25077RMFS7 | OFZ-PD 25077 | 1000 | 150000000 | 1 | 9,46% |
| 4 | SU26204RMFS6 | OFZ-PD 26204 | 1000 | 150000000 | 1 | 9,41% |
| 5 | SU25080RMFS1 | OFZ-PD 25080 | 1000 | 150000000 | 1 | 9,35% |
| 6 | SU26208RMFS7 | OFZ-PD 26208 | 1000 | 150000000 | 1 | 9,27% |
| 7 | SU26206RMFS1 | OFZ-PD 26206 | 1000 | 150000000 | 1 | 9,22% |
| 8 | SU26203RMFS8 | OFZ-PD 26203 | 1000 | 150000000 | 1 | 9,21% |
| 9 | SU26216RMFS0 | OFZ-PD 26216 | 1000 | 150000000 | 1 | 8,72% |
| 10 | SU25081RMFS9 | OFZ-PD 25081 | 1000 | 150000000 | 1 | 8,68% |
| 11 | SU46017RMFS8 | OFZ-AD 46017 | 1000 | 80000000 | 1 | 4,93% |
| 12 | SU26202RMFS0 | OFZ-PD 26202 | 1000 | 40000000 | 1 | 2,63% |
The list of securities Subindex employed in the calculation
| N | Сode | Security name | Number of shares | Free-Float | Restricting coefficient | Weight |
|---|---|---|---|---|---|---|
| 1 | GAZP | JSC "GAZPROM", Ordinary shares | 23 673 512 900 | 46% | 0,2727514 | 10,00% |
| 2 | LKOH | OAO "LUKOIL", Ordinary shares | 850 563 255 | 57% | 0,3935552 | 10,00% |
| 3 | SBER | Sberbank, Ordinary shares | 21 586 948 000 | 48% | 0,4825887 | 9,32% |
| 4 | SBERP | Sberbank, Preferred shares | 1 000 000 000 | 100% | 0,4825887 | 0,68% |
| 5 | MGNT | OJSC "Magnit", Ordinary shares | 94 561 355 | 54% | 0,8435742 | 10,00% |
| 6 | GMKN | "OJSC "MMC "NORILSK NICKEL", Ordinary shares | 158 245 476 | 30% | 1 | 8,76% |
| 7 | NVTK | JSC "NOVATEK", Ordinary shares | 3 036 306 000 | 27% | 1 | 7,76% |
| 8 | MTSS | MTS OJSC, Ordinary shares | 2 066 413 562 | 49% | 1 | 7,37% |
| 9 | ROSN | Rosneft, Ordinary shares | 10 598 177 817 | 12% | 1 | 7,36% |
| 10 | VTBR | JSC VTB Bank, Ordinary shares | 12 960 541 337 338 | 39% | 1 | 4,88% |
| 11 | TATN | JSC "TATNEFT", Ordinary shares | 2 178 690 700 | 32% | 1 | 4,06% |
| 12 | AFKS | Sistema JSFC, Ordinary shares | 9 650 000 000 | 36% | 1 | 3,33% |
| 13 | TRNFP | JSC "Transneft", Preferred shares | 1 554 875 | 100% | 1 | 3,19% |
| 14 | HYDR | JSC "RusHydro", Ordinary shares | 386 255 464 890 | 34% | 1 | 2,28% |
| 15 | URKA | OJSC Uralkali, Ordinary shares | 2 936 015 891 | 22% | 1 | 2,26% |
| 16 | MOEX | Moscow Exchange, Ordinary shares | 2 278 636 493 | 56% | 1 | 2,05% |
| 17 | RTKM | OJSC "Rostelecom", Ordinary shares | 2 669 204 301 | 28% | 1 | 1,87% |
| 18 | ALRS | OJSC "ALROSA", Ordinary shares | 7 364 965 630 | 23% | 1 | 1,85% |
| 19 | CHMF | OAO Severstal, Ordinary shares | 837 718 660 | 21% | 1 | 1,58% |
| 20 | BANE | JSOC Bashneft, Ordinary shares | 150 570 662 | 12% | 1 | 0,88% |
| 21 | PIKK | "PIK Group", Ordinary shares | 660 497 344 | 32% | 1 | 0,52% |
Included:
- AFKS Sistema JSFC, Ordinary shares
- BANE JSOC Bashneft, Ordinary shares
- CHMF OAO Severstal, Ordinary shares
- GAZP JSC "GAZPROM", Ordinary shares
- GMKN "OJSC "MMC "NORILSK NICKEL", Ordinary shares
- ROSN Rosneft, Ordinary shares
Excluded
- AFLT JSC "Aeroflot", Ordinary shares
- IRAO JSC "Inter RAO", Ordinary shares
- MTLR Mechel ОАО, Ordinary shares