The list of securities employed in the calculation
valid from December 16, 2015 to March 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 | RU000A0JQ7W9 | RZhD 17 | 1000 | 15 000 000 | 0.6087 | 1.30% |
2 | RU000A0JQRD9 | RZhD 23 | 1000 | 15 000 000 | 0.6087 | 1.30% |
3 | RU000A0JQ656 | RZhD 16 | 1000 | 15 000 000 | 0.6087 | 1.26% |
4 | RU000A0JQ6S9 | RZhD 15 | 1000 | 15 000 000 | 0.6087 | 1.26% |
5 | RU000A0JV8Q2 | RZhD BO-03 | 1000 | 15 000 000 | 0.6087 | 1.25% |
6 | RU000A0JVW71 | RZhD BO-02 | 1000 | 15 000 000 | 0.6087 | 1.24% |
7 | RU000A0JQ5Q5 | RZhD 12 | 1000 | 15 000 000 | 0.6087 | 1.20% |
8 | RU000A0JUAH8 | RZhD 30 | 1000 | 15 000 000 | 0.6087 | 1.19% |
9 | RU000A0JQCR1 | Transneft 03 | 1000 | 65 000 000 | 1 | 8.95% |
10 | RU000A0JU773 | Bank VTB BO-43 | 1000 | 20 000 000 | 1 | 2.76% |
11 | RU000A0JQL30 | AFK Systema 03 | 1000 | 19 000 000 | 1 | 2.49% |
12 | RU000A0JVKK9 | EvrazHolding Finans 08 | 1000 | 15 000 000 | 1 | 2.18% |
13 | RU000A0JVUP7 | VimpelKom BO-03 | 1000 | 15 000 000 | 1 | 2.06% |
14 | RU000A0JVVB5 | Megafon BO-05 | 1000 | 15 000 000 | 1 | 2.06% |
15 | RU000A0JR4J2 | MTS 08 | 1000 | 15 000 000 | 1 | 2.03% |
16 | RU000A0JS5F6 | VimpelKom04 | 1000 | 15 000 000 | 1 | 2.03% |
17 | RU000A0JT2K2 | FSK EES 25 | 1000 | 15 000 000 | 1 | 2.02% |
18 | RU000A0JUWB5 | HMAO-Yugra ob. 34001 | 1000 | 14 000 000 | 1 | 1.93% |
19 | RU000A0JVS10 | Krasnoyarsk reg.- 34010 | 1000 | 12 500 000 | 1 | 1.78% |
20 | RU000A0JVPR3 | Nizhniy Novgorod reg. 10 | 1000 | 12 000 000 | 1 | 1.72% |
21 | RU000A0JU6T1 | OTKRITIE FK Bank BO-06 | 1000 | 12 000 000 | 1 | 1.65% |
22 | RU000A0JV8P4 | AFK Systema BO-01 | 1000 | 10 000 000 | 1 | 1.46% |
23 | RU000A0JU1Q8 | Rosselhozbank 21 | 1000 | 10 000 000 | 1 | 1.41% |
24 | RU000A0JU5U1 | Krasnoyarsk reg.- 34007 | 1000 | 11 000 000 | 1 | 1.41% |
25 | RU000A0JVD25 | RusGidro(PAO) 09 | 1000 | 10 000 000 | 1 | 1.41% |
26 | RU000A0JVMV2 | Magnit BO-10 | 1000 | 10 000 000 | 1 | 1.41% |
27 | RU000A0JPF47 | Rosselhozbank 04 | 1000 | 10 000 000 | 1 | 1.38% |
28 | RU000A0JT7M7 | Rosselhozbank 17 | 1000 | 10 000 000 | 1 | 1.38% |
29 | RU000A0JUB02 | Alfa-Bank BO-05 | 1000 | 10 000 000 | 1 | 1.38% |
30 | RU000A0JUUE3 | Raiffeisenbank BO-04 | 1000 | 10 000 000 | 1 | 1.38% |
31 | RU000A0JUV57 | Rosbank A7 | 1000 | 10 000 000 | 1 | 1.38% |
32 | RU000A0JUV08 | Gazprombank BO-10 | 1000 | 10 000 000 | 1 | 1.37% |
33 | RU000A0JT6D8 | Gazprombank 10 | 1000 | 10 000 000 | 1 | 1.36% |
34 | RU000A0JT6G1 | Gazprombank 11 | 1000 | 10 000 000 | 1 | 1.36% |
35 | RU000A0JT6J5 | Gazprombank 12 | 1000 | 10 000 000 | 1 | 1.36% |
36 | RU000A0JT767 | Gazprombank 07 | 1000 | 10 000 000 | 1 | 1.36% |
37 | RU000A0JTAQ1 | Rostelecom 17 | 1000 | 10 000 000 | 1 | 1.36% |
38 | RU000A0JUQE1 | Bank VTB BO-26 | 1000 | 10 000 000 | 1 | 1.36% |
39 | RU000A0JVWB3 | Rosselkhozbank BO-09 | 1000 | 10 000 000 | 1 | 1.36% |
40 | RU000A0JU8T7 | Raiffeisenbank BO-01 | 1000 | 10 000 000 | 1 | 1.35% |
41 | RU000A0JUMH3 | Gazprombank BO-08 | 1000 | 10 000 000 | 1 | 1.35% |
42 | RU000A0JS7H8 | FSK EES 12 | 1000 | 10 000 000 | 1 | 1.34% |
43 | RU000A0JTDY9 | Gazprom neft 12 | 1000 | 10 000 000 | 1 | 1.34% |
44 | RU000A0JT7T2 | FSK EES 21 | 1000 | 10 000 000 | 1 | 1.33% |
45 | RU000A0JTKC0 | Rostelecom 18 | 1000 | 10 000 000 | 1 | 1.33% |
46 | RU000A0JTNC4 | GazpromKapital 05 | 1000 | 10 000 000 | 1 | 1.33% |
47 | RU000A0JT940 | OAO "NK Rosneft" 04 | 1000 | 10 000 000 | 1 | 1.31% |
48 | RU000A0JT965 | OAO "NK Rosneft" 05 | 1000 | 10 000 000 | 1 | 1.30% |
49 | RU000A0JUAJ4 | UniKredit Bank BO-10 | 1000 | 10 000 000 | 1 | 1.30% |
50 | RU000A0JUVM4 | Krasnoyarsk reg.- 34009 | 1000 | 8 250 000 | 1 | 1.13% |
51 | RU000A0JU526 | Rossiiskij Kapital BO-01 | 1000 | 8 000 000 | 1 | 1.10% |
52 | RU000A0JVK00 | Samara reg.-11 | 1000 | 7 000 000 | 1 | 0.98% |
53 | RU000A0JT8G7 | Krasnoyarsk reg.- 06 | 400 | 16 910 000 | 1 | 0.88% |
54 | RU000A0JUGY0 | Zenit BO-11 | 1000 | 6 000 000 | 1 | 0.84% |
55 | RU000A0JUQQ5 | MKB BO-10 | 1000 | 5 000 000 | 1 | 0.71% |
56 | RU000A0JVP05 | Lenta OOO BO-03 | 1000 | 5 000 000 | 1 | 0.71% |
57 | RU000A0JQZT8 | OTKRITIE FK Bank 12 | 1000 | 5 000 000 | 1 | 0.70% |
58 | RU000A0JVBX1 | Zenit BO-09 | 1000 | 5 000 000 | 1 | 0.70% |
59 | RU000A0JUVF8 | Promsvyazbank PAO BO-06 | 1000 | 5 000 000 | 1 | 0.69% |
60 | RU000A0JVUK8 | AFK Systema 001P-01 | 1000 | 5 000 000 | 1 | 0.69% |
61 | RU000A0JRV52 | VEB-lizing OAO 09 | 1000 | 5 000 000 | 1 | 0.68% |
62 | RU000A0JS793 | Svyaz-Bank 04 | 1000 | 5 000 000 | 1 | 0.68% |
63 | RU000A0JS900 | Evraziyskiy bank razvitiya 08 | 1000 | 5 000 000 | 1 | 0.68% |
64 | RU000A0JT874 | Rosselhozbank 18 | 1000 | 5 000 000 | 1 | 0.68% |
65 | RU000A0JTY65 | MMK ob. 19 | 1000 | 5 000 000 | 1 | 0.68% |
66 | RU000A0JU2N3 | Otkritie Holding 06 | 1000 | 5 000 000 | 1 | 0.68% |
67 | RU000A0JU7X1 | Zenit-11 | 1000 | 5 000 000 | 1 | 0.68% |
68 | RU000A0JU880 | MKB BO-06 | 1000 | 5 000 000 | 1 | 0.68% |
69 | RU000A0JRFP6 | RusGidro(PAO) 02 | 1000 | 5 000 000 | 1 | 0.67% |
70 | RU000A0JTKD8 | Rostelecom 15 | 1000 | 5 000 000 | 1 | 0.66% |
71 | RU000A0JTZK1 | Orenburgskaya obl. 35001 | 900 | 5 000 000 | 1 | 0.58% |
72 | RU000A0JVWM0 | Krasnoyarsk reg.- 34011 | 1000 | 4 250 000 | 1 | 0.58% |
73 | RU000A0JVKB8 | Rusfinans Bank BO-09 | 1000 | 4 000 000 | 1 | 0.57% |
74 | RU000A0JUNL3 | Rusfinans Bank BO-08 | 1000 | 4 000 000 | 1 | 0.56% |
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 | 15.07% |
2 | SU26214RMFS5 | OFZ-PD 26214 | 1000 | 250 000 000 | 1 | 15.05% |
3 | SU26203RMFS8 | OFZ-PD 26203 | 1000 | 150 000 000 | 1 | 9.95% |
4 | SU26206RMFS1 | OFZ-PD 26206 | 1000 | 150 000 000 | 1 | 9.93% |
5 | SU25080RMFS1 | OFZ-PD 25080 | 1000 | 150 000 000 | 1 | 9.70% |
6 | SU26204RMFS6 | OFZ-PD 26204 | 1000 | 150 000 000 | 1 | 9.58% |
7 | SU26208RMFS7 | OFZ-PD 26208 | 1000 | 150 000 000 | 1 | 9.46% |
8 | SU25081RMFS9 | OFZ-PD 25081 | 1000 | 150 000 000 | 1 | 9.40% |
9 | SU26210RMFS3 | OFZ-PD 26210 | 1000 | 150 000 000 | 1 | 9.26% |
10 | SU46017RMFS8 | OFZ-PD 46017 | 500 | 80 000 000 | 1 | 2.59% |
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% | 0.3442139 | 10.00% |
2 | SBER | Sberbank, Ordinary shares | 21 586 948 000 | 48% | 0.4528788 | 9.33% |
3 | SBERP | Sberbank, Preferred shares | 1 000 000 000 | 100% | 0.4528788 | 0.67% |
4 | LKOH | PJSC "LUKOIL", Ordinary shares | 850 563 255 | 46% | 0.5273895 | 10.00% |
5 | MGNT | PJSC "Magnit", Ordinary shares | 94 561 355 | 54% | 0.856698 | 10.00% |
6 | NVTK | JSC "NOVATEK", Ordinary shares | 3 036 306 000 | 27% | 1 | 9.70% |
7 | GMKN | PJSC "MMC "NORILSK NICKEL", Ordinary shares | 158 245 476 | 30% | 1 | 8.20% |
8 | VTBR | JSC VTB Bank, Ordinary shares | 12 960 541 337 338 | 39% | 1 | 6.93% |
9 | ROSN | Rosneft, Ordinary shares | 10 598 177 817 | 12% | 1 | 6.49% |
10 | TRNFP | JSC "Transneft", Preferred shares | 1 554 875 | 100% | 1 | 4.47% |
11 | TATN | PJSC "TATNEFT", Ordinary shares | 2 178 690 700 | 32% | 1 | 4.32% |
12 | MTSS | MTS PJSC, Ordinary shares | 2 066 413 562 | 45% | 1 | 3.83% |
13 | CHMF | PAO Severstal, Ordinary shares | 837 718 660 | 21% | 1 | 2.38% |
14 | MOEX | Moscow Exchange, Ordinary shares | 2 278 636 493 | 51% | 1 | 2.11% |
15 | ALRS | PJSC "ALROSA", Ordinary shares | 7 364 965 630 | 23% | 1 | 1.68% |
16 | MFON | PJSC "MegaFon", Ordinary shares | 620 000 000 | 15% | 1 | 1.65% |
17 | HYDR | PJSC "RusHydro", Ordinary shares | 386 255 464 890 | 34% | 1 | 1.50% |
18 | RTKM | PJSC Rostelecom, Ordinary shares | 2 574 914 954 | 32% | 1 | 1.37% |
19 | URKA | PJSC Uralkali, Ordinary shares | 2 936 015 891 | 14% | 1 | 1.35% |
20 | AFKS | Sistema JSFC, Ordinary shares | 9 650 000 000 | 36% | 1 | 1.16% |
21 | PIKK | PIK Group, Ordinary shares | 660 497 344 | 32% | 1 | 0.88% |
22 | EONR | JSC "E.ON Russia", Ordinary shares | 63 048 706 145 | 18% | 1 | 0.69% |
23 | BANE | PJSC Bashneft, Ordinary shares | 147 846 489 | 12% | 1 | 0.67% |
24 | MAGN | OJSC MMK, Ordinary shares | 11 174 330 000 | 14% | 1 | 0.63% |
Included:
- OJSC MMK, Ordinary shares
- PIK Group, Ordinary shares