The list of securities employed in the calculation valid from September 16 to December 15, 2015
The list of bonds Subindex employed in the calculation
| N | Сode | Security name | Nominal value, rub. | Issue value, p. s. | Restricting coefficient | Weight |
|---|---|---|---|---|---|---|
| 1 | RU000A0JUQA9 | Alfa-Bank BO-11 | 1000 | 5 000 000 | 1 | 0,69% |
| 2 | RU000A0JUUA1 | Alfa-Bank BO-14 | 1000 | 5 000 000 | 1 | 0,74% |
| 3 | RU000A0JS3U0 | Bashneft ANK 04 | 1000 | 10 000 000 | 1 | 1,44% |
| 4 | RU000A0JTM28 | Bashneft ANK 06 | 1000 | 10 000 000 | 1 | 1,31% |
| 5 | RU000A0JVL33 | Belgorodskaya obl. 2015 | 1000 | 5 250 000 | 1 | 0,75% |
| 6 | RU000A0JRZ74 | BINBANK BO-03 | 1000 | 5 000 000 | 1 | 0,71% |
| 7 | RU000A0JUFP0 | BINBANK BO-04 | 1000 | 8 000 000 | 1 | 1,15% |
| 8 | RU000A0JTZR6 | Vneshprombank BO-03 | 1000 | 6 000 000 | 1 | 0,86% |
| 9 | RU000A0JNGU3 | Bank VTB-06 | 1000 | 15 000 000 | 0,942 | 2,02% |
| 10 | RU000A0JTK20 | Bank VTB BO-21 | 1000 | 15 000 000 | 0,942 | 1,96% |
| 11 | RU000A0JTN01 | Bank VTB BO-22 | 1000 | 15 000 000 | 0,942 | 1,94% |
| 12 | RU000A0JV3Q3 | Bank VTB BO-30 | 1000 | 10 000 000 | 0,942 | 1,39% |
| 13 | RU000A0JU773 | Bank VTB BO-43 | 1000 | 20 000 000 | 0,942 | 2,69% |
| 14 | RU000A0JVER7 | VEB-leasing OAO BO-02 | 1000 | 5 000 000 | 1 | 0,73% |
| 15 | RU000A0JTDY9 | Gazprom neft 12 | 1000 | 10 000 000 | 1 | 1,33% |
| 16 | RU000A0JTNC4 | GazpromKapital 05 | 1000 | 10 000 000 | 1 | 1,33% |
| 17 | RU000A0JUMH3 | Gazprombank BO-08 | 1000 | 10 000 000 | 1 | 1,44% |
| 18 | RU000A0JQXQ9 | EvroHim MHK AO 02 | 1000 | 5 000 000 | 1 | 0,72% |
| 19 | RU000A0JRJM5 | EvrazHolding Finans 07 | 1000 | 15 000 000 | 1 | 2,08% |
| 20 | RU000A0JTY40 | Zenit-10 | 1000 | 5 000 000 | 1 | 0,72% |
| 21 | RU000A0JVBX1 | Zenit BO-09 | 1000 | 5 000 000 | 1 | 0,76% |
| 22 | RU000A0JU682 | IKS 5 FINANS BO-02 | 1000 | 5 000 000 | 1 | 0,70% |
| 23 | RU000A0JUMN1 | Krasnoyarsk reg.- 34008 | 1000 | 10 000 000 | 1 | 1,41% |
| 24 | RU000A0JUVM4 | Krasnoyarsk reg.- 34009 | 1000 | 8 250 000 | 1 | 1,19% |
| 25 | RU000A0JU153 | KB "LOKO-Bank" (ZAO) BO-05 | 1000 | 4 000 000 | 1 | 0,57% |
| 26 | RU000A0JVE99 | Magnit 02 | 1000 | 5 000 000 | 1 | 0,73% |
| 27 | RU000A0JVE81 | Magnit 03 | 1000 | 5 000 000 | 1 | 0,73% |
| 28 | RU000A0JVMV2 | Magnit BO-10 | 1000 | 10 000 000 | 1 | 1,42% |
| 29 | RU000A0JTT21 | Magnit BO-08 | 1000 | 5 000 000 | 1 | 0,70% |
| 30 | RU000A0JTT39 | Magnit BO-09 | 1000 | 5 000 000 | 1 | 0,70% |
| 31 | RU000A0JTXW1 | Moscow-67 | 1000 | 40 000 000 | 1 | 5,49% |
| 32 | RU000A0JTR98 | Megafon Finans 06 | 1000 | 10 000 000 | 1 | 1,35% |
| 33 | RU000A0JUNB4 | MIA KB AO BO-03 | 1000 | 4 000 000 | 1 | 0,58% |
| 34 | RU000A0JUQQ5 | MKB BO-10 | 1000 | 5 000 000 | 1 | 0,71% |
| 35 | RU000A0JUQR3 | MKB BO-11 | 1000 | 15 000 000 | 1 | 2,12% |
| 36 | RU000A0JR4H6 | MTS 07 | 1000 | 10 000 000 | 1 | 1,36% |
| 37 | RU000A0JUR46 | Novosibirskaya oblast' 2014 | 1000 | 7 000 000 | 1 | 0,99% |
| 38 | RU000A0JTPV9 | NorNickel BO-01 | 1000 | 10 000 000 | 1 | 1,37% |
| 39 | RU000A0JTPX5 | NorNickel BO-02 | 1000 | 10 000 000 | 1 | 1,37% |
| 40 | RU000A0JTPY3 | NorNickel BO-04 | 1000 | 15 000 000 | 1 | 2,06% |
| 41 | RU000A0JUBD5 | UWC Finance LLC 01 | 1000 | 15 000 000 | 1 | 2,33% |
| 42 | RU000A0JTZT2 | OTKRITIE FK Bank BO-05 | 1000 | 12 000 000 | 1 | 1,71% |
| 43 | RU000A0JT3J2 | Otkritie Holding 03 | 1000 | 7 000 000 | 1 | 0,99% |
| 44 | RU000A0JU2N3 | Otkritie Holding 06 | 1000 | 5 000 000 | 1 | 0,70% |
| 45 | RU000A0JURM2 | Otkritie Holding BO-3 | 1000 | 17 000 000 | 1 | 2,39% |
| 46 | RU000A0JT1B3 | RESO-Garantia 02 | 1000 | 5 000 000 | 1 | 0,75% |
| 47 | RU000A0JQ6S9 | RZhD 15 | 1000 | 15 000 000 | 1 | 2,08% |
| 48 | RU000A0JQ7W9 | RZhD 17 | 1000 | 15 000 000 | 1 | 2,13% |
| 49 | RU000A0JQ7X7 | RZhD 18 | 1000 | 15 000 000 | 1 | 2,08% |
| 50 | RU000A0JQRD9 | RZhD 23 | 1000 | 15 000 000 | 1 | 2,11% |
| 51 | RU000A0JT965 | OAO "NK Rosneft" 05 | 1000 | 10 000 000 | 1 | 1,36% |
| 52 | RU000A0JTR15 | Rostelecom 19 | 1000 | 10 000 000 | 1 | 1,42% |
| 53 | RU000A0JQS09 | Rosselhozbank 10 | 1000 | 5 000 000 | 0,7308 | 0,53% |
| 54 | RU000A0JQS74 | Rosselhozbank 11 | 1000 | 5 000 000 | 0,7308 | 0,53% |
| 55 | RU000A0JRMB2 | Rosselhozbank 12 | 1000 | 5 000 000 | 0,7308 | 0,52% |
| 56 | RU000A0JRMC0 | Rosselhozbank 13 | 1000 | 5 000 000 | 0,7308 | 0,52% |
| 57 | RU000A0JRLE8 | Rosselhozbank 14 | 1000 | 10 000 000 | 0,7308 | 1,04% |
| 58 | RU000A0JRVN8 | Rosselhozbank 15 | 1000 | 10 000 000 | 0,7308 | 1,07% |
| 59 | RU000A0JS6N8 | Rosselhozbank 16 | 1000 | 10 000 000 | 0,7308 | 1,10% |
| 60 | RU000A0JTVJ2 | Rosselhozbank 20 | 1000 | 10 000 000 | 0,7308 | 1,02% |
| 61 | RU000A0JU1Q8 | Rosselhozbank 21 | 1000 | 10 000 000 | 0,7308 | 1,03% |
| 62 | RU000A0JQK64 | Rosselhozbank 08 | 1000 | 5 000 000 | 0,7308 | 0,53% |
| 63 | RU000A0JQK72 | Rosselhozbank 09 | 1000 | 5 000 000 | 0,7308 | 0,53% |
| 64 | RU000A0JV987 | Rosselhozbank BO-17 | 1000 | 5 000 000 | 0,7308 | 0,52% |
| 65 | RU000A0JUPQ7 | Rosselhozbank BO-07 | 1000 | 10 000 000 | 0,7308 | 1,05% |
| 66 | RU000A0JTMG7 | RusGidro(PAO) 07 | 1000 | 10 000 000 | 1 | 1,30% |
| 67 | RU000A0JTMK9 | RusGidro(PAO) 08 | 1000 | 10 000 000 | 1 | 1,31% |
| 68 | RU000A0JVKB8 | Rusfinans Bank BO-09 | 1000 | 4 000 000 | 1 | 0,57% |
| 69 | RU000A0JVK00 | Samara reg.-11 | 1000 | 7 000 000 | 1 | 1,02% |
| 70 | RU000A0JV953 | Svyaz-Bank BO-03 | 1000 | 5 000 000 | 1 | 0,71% |
| 71 | RU000A0JQL30 | AFK Systema 03 | 1000 | 19 000 000 | 1 | 2,61% |
| 72 | RU000A0JV8P4 | AFK Systema BO-01 | 1000 | 10 000 000 | 1 | 1,46% |
| 73 | RU000A0JT2K2 | FSK EES 25 | 1000 | 15 000 000 | 1 | 2,11% |
| 74 | RU000A0JUWB5 | HMAO-Yugra ob. 34001 | 1000 | 14 000 000 | 1 | 1,98% |
| 75 | RU000A0JUMJ9 | UniKredit Bank BO-21 | 1000 | 10 000 000 | 1 | 1,42% |
| 76 | RU000A0JUSH0 | UniKredit Bank BO-22 | 1000 | 10 000 000 | 1 | 1,40% |
| 77 | RU000A0JVEH8 | Sakha (Yakutia)-07 | 1000 | 5 500 000 | 1 | 0,79% |
| 78 | RU000A0JUQF8 | Yaroslavl region 2014 | 1000 | 7 000 000 | 1 | 0,96% |
The list of OFZ Subindex employed in the calculation
| N | Сode | Security name | Nominal value, rub. | Issue value, p. s. | Restricting coefficient | Weight |
|---|---|---|---|---|---|---|
| 1 | SU25082RMFS7 | OFZ-PD 25082 | 1000 | 250 000 000 | 1 | 11,51% |
| 2 | SU26216RMFS0 | OFZ-PD 26216 | 1000 | 250 000 000 | 1 | 10,20% |
| 3 | SU26214RMFS5 | OFZ-PD 26214 | 1000 | 250 000 000 | 1 | 9,70% |
| 4 | SU24018RMFS2 | OFZ-PD 24018 | 1000 | 150 000 000 | 1 | 7,27% |
| 5 | SU29011RMFS2 | OFZ-PD 29011 | 1000 | 150 000 000 | 1 | 7,10% |
| 6 | SU25077RMFS7 | OFZ-PD 25077 | 1000 | 150 000 000 | 1 | 6,96% |
| 7 | SU26203RMFS8 | OFZ-PD 26203 | 1000 | 150 000 000 | 1 | 6,79% |
| 8 | SU25080RMFS1 | OFZ-PD 25080 | 1000 | 150 000 000 | 1 | 6,75% |
| 9 | SU26206RMFS1 | OFZ-PD 26206 | 1000 | 150 000 000 | 1 | 6,64% |
| 10 | SU26204RMFS6 | OFZ-PD 26204 | 1000 | 150 000 000 | 1 | 6,61% |
| 11 | SU26208RMFS7 | OFZ-PD 26208 | 1000 | 150 000 000 | 1 | 6,45% |
| 12 | SU25081RMFS9 | OFZ-PD 25081 | 1000 | 150 000 000 | 1 | 6,24% |
| 13 | SU26210RMFS3 | OFZ-PD 26210 | 1000 | 150 000 000 | 1 | 6,00% |
| 14 | SU46017RMFS8 | OFZ-PD 46017 | 500 | 80 000 000 | 1 | 1,79% |
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% | 0,3282268 | 10,00% |
| 2 | LKOH | PJSC "LUKOIL", Ordinary shares | 850 563 255 | 46% | 0,5329075 | 10,00% |
| 3 | MGNT | PJSC "Magnit", Ordinary shares | 94 561 355 | 54% | 0,8407474 | 10,00% |
| 4 | SBER | Sberbank, Ordinary shares | 21 586 948 000 | 48% | 0,639721 | 9,34% |
| 5 | SBERP | Sberbank, Preferred shares | 1 000 000 000 | 100% | 0,639721 | 0,66% |
| 6 | NVTK | JSC "NOVATEK", Ordinary shares | 3 036 306 000 | 27% | 1 | 9,66% |
| 7 | GMKN | PJSC "MMC "NORILSK NICKEL", Ordinary shares | 158 245 476 | 30% | 1 | 9,51% |
| 8 | VTBR | JSC VTB Bank, Ordinary shares | 12 960 541 337 338 | 39% | 1 | 6,69% |
| 9 | ROSN | Rosneft, Ordinary shares | 10 598 177 817 | 12% | 1 | 5,92% |
| 10 | TRNFP | JSC "Transneft", Preferred shares | 1 554 875 | 100% | 1 | 4,70% |
| 11 | TATN | JSC "TATNEFT", Ordinary shares | 2 178 690 700 | 32% | 1 | 4,21% |
| 12 | MTSS | MTS PJSC, Ordinary shares | 2 066 413 562 | 45% | 1 | 4,06% |
| 13 | URKA | PJSC Uralkali, Ordinary shares | 2 936 015 891 | 23% | 1 | 2,63% |
| 14 | CHMF | PAO Severstal, Ordinary shares | 837 718 660 | 21% | 1 | 2,41% |
| 15 | ALRS | PJSC "ALROSA", Ordinary shares | 7 364 965 630 | 23% | 1 | 2,11% |
| 16 | MOEX | Moscow Exchange, Ordinary shares | 2 278 636 493 | 51% | 1 | 1,64% |
| 17 | MFON | PJSC "MegaFon", Ordinary shares | 620 000 000 | 15% | 1 | 1,45% |
| 18 | HYDR | PJSC "RusHydro", Ordinary shares | 386 255 464 890 | 34% | 1 | 1,33% |
| 19 | AFKS | Sistema JSFC, Ordinary shares | 9 650 000 000 | 36% | 1 | 1,32% |
| 20 | RTKM | PJSC Rostelecom, Ordinary shares | 2 669 204 301 | 28% | 1 | 1,15% |
| 21 | EONR | JSC "E.ON Russia", Ordinary shares | 63 048 706 145 | 18% | 1 | 0,61% |
| 22 | BANE | PJSOC Bashneft, Ordinary shares | 147 846 489 | 12% | 1 | 0,60% |
Excluded:
- PIKK PIK Group, Ordinary shares