The list of securities employed in the calculation valid from March 16 to June 15, 2016
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 | 0.7755 | 3.33% |
| 2 | RU000A0JU773 | Bank VTB BO-43 | 1000 | 20 000 000 | 0.7755 | 4.46% |
| 3 | RU000A0JUQE1 | Bank VTB BO-26 | 1000 | 10 000 000 | 0.7755 | 2.21% |
| 4 | RU000A0JQ6S9 | RZhD 15 | 1000 | 15 000 000 | 0.7759 | 3.30% |
| 5 | RU000A0JUAH8 | RZhD 30 | 1000 | 15 000 000 | 0.7759 | 3.27% |
| 6 | RU000A0JV8Q2 | RZhD BO-03 | 1000 | 15 000 000 | 0.7759 | 3.43% |
| 7 | RU000A0JUCR3 | OAO "NK Rosneft" BO-06 | 1000 | 20 000 000 | 0.8758 | 5.00% |
| 8 | RU000A0JUCS1 | OAO "NK Rosneft" BO-05 | 1000 | 20 000 000 | 0.8758 | 5.00% |
| 9 | RU000A0JNYP6 | Moscow-49 | 1000 | 25 000 000 | 1 | 6.81% |
| 10 | RU000A0JPF47 | Rosselhozbank 04 | 1000 | 10 000 000 | 1 | 2.97% |
| 11 | RU000A0JPTE5 | Rosselhozbank 07 | 1000 | 5 000 000 | 1 | 1.45% |
| 12 | RU000A0JQS09 | Rosselhozbank 10 | 1000 | 5 000 000 | 1 | 1.42% |
| 13 | RU000A0JS5F6 | VimpelKom04 | 1000 | 15 000 000 | 1 | 4.38% |
| 14 | RU000A0JT2K2 | FSK EES 25 | 1000 | 15 000 000 | 1 | 4.31% |
| 15 | RU000A0JTMG7 | RusGidro(PAO) 07 | 1000 | 10 000 000 | 1 | 2.71% |
| 16 | RU000A0JTNB6 | GazpromKapital 04 | 1000 | 5 000 000 | 1 | 1.33% |
| 17 | RU000A0JTNC4 | GazpromKapital 05 | 1000 | 10 000 000 | 1 | 2.73% |
| 18 | RU000A0JTR98 | Megafon Finans 06 | 1000 | 10 000 000 | 1 | 2.77% |
| 19 | RU000A0JTY65 | MMK ob. 19 | 1000 | 5 000 000 | 1 | 1.41% |
| 20 | RU000A0JUB02 | Alfa-Bank BO-05 | 1000 | 10 000 000 | 1 | 2.97% |
| 21 | RU000A0JUKX4 | AIZhK - 30 | 1000 | 6 000 000 | 1 | 1.73% |
| 22 | RU000A0JUQ39 | Gazprombank BO-09 | 1000 | 10 000 000 | 1 | 2.88% |
| 23 | RU000A0JUQR3 | MKB BO-11 | 1000 | 15 000 000 | 1 | 4.29% |
| 24 | RU000A0JUV57 | Rosbank A7 | 1000 | 10 000 000 | 1 | 2.96% |
| 25 | RU000A0JVD25 | RusGidro(PAO) 09 | 1000 | 10 000 000 | 1 | 3.01% |
| 26 | RU000A0JVS10 | Krasnoyarsk reg.- 34010 | 1000 | 12 500 000 | 1 | 3.84% |
| 27 | RU000A0JVUP7 | VimpelKom BO-03 | 1000 | 15 000 000 | 1 | 4.45% |
| 28 | RU000A0JVVB5 | Megafon BO-05 | 1000 | 15 000 000 | 1 | 4.42% |
| 29 | RU000A0JVWB3 | Rosselkhozbank BO-09 | 1000 | 10 000 000 | 1 | 2.85% |
| 30 | RU000A0JVXM8 | Magnit BO-001P-01 | 1000 | 10 000 000 | 1 | 2.91% |
| 31 | RU000A0JVZE0 | Krasnodar reg.-05 | 1000 | 4 800 000 | 1 | 1.42% |
The list of OFZ Subindex employed in the calculation
| N | Сode | Security name | Nominal value, rub. | Issue value, p. s. | Restricting coefficient | Weight |
|---|---|---|---|---|---|---|
| 1 | SU26216RMFS0 | OFZ-PD 26216 | 1000 | 250 000 000 | 1 | 14,02% |
| 2 | SU26214RMFS5 | OFZ-PD 26214 | 1000 | 250 000 000 | 1 | 13,49% |
| 3 | SU26203RMFS8 | OFZ-PD 26203 | 1000 | 150 000 000 | 1 | 9,17% |
| 4 | SU25080RMFS1 | OFZ-PD 25080 | 1000 | 150 000 000 | 1 | 8,96% |
| 5 | SU26204RMFS6 | OFZ-PD 26204 | 1000 | 150 000 000 | 1 | 8,89% |
| 6 | SU26206RMFS1 | OFZ-PD 26206 | 1000 | 150 000 000 | 1 | 8,82% |
| 7 | SU26208RMFS7 | OFZ-PD 26208 | 1000 | 150 000 000 | 1 | 8,79% |
| 8 | SU25081RMFS9 | OFZ-PD 25081 | 1000 | 150 000 000 | 1 | 8,73% |
| 9 | SU26205RMFS3 | OFZ-PD 26205 | 1000 | 150 000 000 | 1 | 8,48% |
| 10 | SU26210RMFS3 | OFZ-PD 26210 | 1000 | 150 000 000 | 1 | 8,27% |
| 11 | SU46017RMFS8 | OFZ-PD 46017 | 500 | 80 000 000 | 1 | 2,39% |
The list of securities Subindex employed in the calculation
| N | Сode | Security name | Number of shares | Free-Float | Restricting coefficient | Weight |
|---|---|---|---|---|---|---|
| 1 | GAZP | PJSC "GAZPROM", Ordinary shares | 23 673 512 900 | 46% | 0.3540718 | 10.00% |
| 2 | LKOH | PJSC "LUKOIL", Ordinary shares | 850 563 255 | 46% | 0.5234961 | 10.00% |
| 3 | SBER | Sberbank, Ordinary shares | 21 586 948 000 | 48% | 0.4587593 | 9.36% |
| 4 | SBERP | Sberbank, Preferred shares | 1 000 000 000 | 100% | 0.4587593 | 0.64% |
| 5 | MGNT | PJSC "Magnit", Ordinary shares | 94 561 355 | 54% | 0.9998525 | 10.00% |
| 6 | NVTK | JSC "NOVATEK", Ordinary shares | 3 036 306 000 | 27% | 1 | 9.64% |
| 7 | GMKN | PJSC "MMC "NORILSK NICKEL", Ordinary shares | 158 245 476 | 30% | 1 | 7.97% |
| 8 | VTBR | JSC VTB Bank, Ordinary shares | 12 960 541 337 338 | 39% | 1 | 6.75% |
| 9 | ROSN | Rosneft, Ordinary shares | 10 598 177 817 | 12% | 1 | 6.71% |
| 10 | TRNFP | JSC "Transneft", Preferred shares | 1 554 875 | 100% | 1 | 5.27% |
| 11 | TATN | PJSC "TATNEFT", Ordinary shares | 2 178 690 700 | 32% | 1 | 4.13% |
| 12 | MTSS | MTS PJSC, Ordinary shares | 2 066 413 562 | 45% | 1 | 4.02% |
| 13 | MOEX | Moscow Exchange, Ordinary shares | 2 278 636 493 | 57% | 1 | 2.35% |
| 14 | ALRS | PJSC "ALROSA", Ordinary shares | 7 364 965 630 | 23% | 1 | 2.20% |
| 15 | CHMF | PAO Severstal, Ordinary shares | 837 718 660 | 21% | 1 | 2.04% |
| 16 | MFON | PJSC "MegaFon", Ordinary shares | 620 000 000 | 15% | 1 | 1.50% |
| 17 | RTKM | PJSC Rostelecom, Ordinary shares | 2 574 914 954 | 32% | 1 | 1.36% |
| 18 | URKA | PJSC Uralkali, Ordinary shares | 2 936 015 891 | 14% | 1 | 1.23% |
| 19 | AFKS | Sistema JSFC, Ordinary shares | 9 650 000 000 | 36% | 1 | 1.12% |
| 20 | HYDR | PJSC "RusHydro", Ordinary shares | 386 255 464 890 | 23% | 1 | 1.12% |
| 21 | PIKK | PIK Group, Ordinary shares | 660 497 344 | 32% | 1 | 0.98% |
| 22 | MAGN | OJSC MMK, Ordinary shares | 11 174 330 000 | 14% | 1 | 0.56% |
| 23 | IRAO | PJSC "Inter RAO", Ordinary shares | 104 400 000 000 | 18% | 1 | 0.55% |
| 24 | EONR | JSC "E.ON Russia", Ordinary shares | 63 048 706 145 | 18% | 1 | 0.52% |
Included:
- PJSC "Inter RAO", Ordinary shares
Excluded:
- PJSC Bashneft, Ordinary shares