The list of securities employed in the calculation
valid from June 16 to September 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 | RU000A0JV8Q2 | RZhD BO-03 | 1000 | 15 000 000 | 0.7067 | 1.86% |
| 2 | RU000A0JWC82 | RZhD BO-07 | 1000 | 20 000 000 | 0.7067 | 2.48% |
| 3 | RU000A0JQ7W9 | RZhD 17 | 1000 | 15 000 000 | 0.7067 | 1.93% |
| 4 | RU000A0JQRD9 | RZhD 23 | 1000 | 15 000 000 | 0.7067 | 1.94% |
| 5 | RU000A0JUAH8 | RZhD 30 | 1000 | 15 000 000 | 0.7067 | 1.79% |
| 6 | RU000A0JQS09 | Rosselhozbank 10 | 1000 | 5 000 000 | 0.8735 | 0.78% |
| 7 | RU000A0JQS74 | Rosselhozbank 11 | 1000 | 5 000 000 | 0.8735 | 0.78% |
| 8 | RU000A0JS6N8 | Rosselhozbank 16 | 1000 | 10 000 000 | 0.8735 | 1.52% |
| 9 | RU000A0JT7M7 | Rosselhozbank 17 | 1000 | 10 000 000 | 0.8735 | 1.52% |
| 10 | RU000A0JTVJ2 | Rosselhozbank 20 | 1000 | 10 000 000 | 0.8735 | 1.52% |
| 11 | RU000A0JP2G4 | Rosselhozbank 03 | 1000 | 10 000 000 | 0.8735 | 1.56% |
| 12 | RU000A0JPTE5 | Rosselhozbank 07 | 1000 | 5 000 000 | 0.8735 | 0.79% |
| 13 | RU000A0JVWB3 | Rosselkhozbank BO-09 | 1000 | 10 000 000 | 0.8735 | 1.53% |
| 14 | RU000A0JUB02 | Alfa-Bank BO-05 | 1000 | 10 000 000 | 1 | 1.76% |
| 15 | RU000A0JWCL2 | Alfa-Bank BO-12 | 1000 | 5 000 000 | 1 | 0.87% |
| 16 | RU000A0JS3U0 | Bashneft ANK 04 | 1000 | 10 000 000 | 1 | 1.73% |
| 17 | RU000A0JVUP7 | VimpelKom BO-03 | 1000 | 15 000 000 | 1 | 2.64% |
| 18 | RU000A0JV8D0 | VEB-leasing OAO BO-04 | 1000 | 5 000 000 | 1 | 0.88% |
| 19 | RU000A0JV8G3 | VEB-leasing OAO BO-05 | 1000 | 5 000 000 | 1 | 0.88% |
| 20 | RU000A0JREW5 | VEB-lizing OAO 03 | 1000 | 5 000 000 | 1 | 0.87% |
| 21 | RU000A0JTDY9 | Gazprom neft 12 | 1000 | 10 000 000 | 1 | 1.73% |
| 22 | RU000A0JWB67 | Gazprom neft PAO BO-02 | 1000 | 10 000 000 | 1 | 1.76% |
| 23 | RU000A0JWB75 | Gazprom neft BO-7 | 1000 | 15 000 000 | 1 | 2.64% |
| 24 | RU000A0JT767 | Gazprombank 07 | 1000 | 10 000 000 | 1 | 1.73% |
| 25 | RU000A0JUV08 | Gazprombank BO-10 | 1000 | 10 000 000 | 1 | 1.74% |
| 26 | RU000A0JW9R7 | Gazprombank BO-21 | 1000 | 5 000 000 | 1 | 0.88% |
| 27 | RU000A0JWE56 | Gazprombank BO-22 | 1000 | 5 000 000 | 1 | 0.86% |
| 28 | RU000A0JWDU1 | EvroHim MHK AO BO-001-P01 | 1000 | 15 000 000 | 1 | 2.61% |
| 29 | RU000A0JVKK9 | EvrazHolding Finans 08 | 1000 | 15 000 000 | 1 | 2.75% |
| 30 | RU000A0JSVF2 | Zenit-08 | 1000 | 5 000 000 | 1 | 0.89% |
| 31 | RU000A0JVBX1 | Zenit BO-09 | 1000 | 5 000 000 | 1 | 0.87% |
| 32 | RU000A0JW9G0 | IKS 5 FINANCE BO-05 | 1000 | 5 000 000 | 1 | 0.88% |
| 33 | RU000A0JWG05 | X5 FINANCE BO-06 | 1000 | 5 000 000 | 1 | 0.86% |
| 34 | RU000A0JWC74 | ING Bank BO-01 | 1000 | 5 000 000 | 1 | 0.87% |
| 35 | RU000A0JW662 | Magnit BO-001P-02 | 1000 | 10 000 000 | 1 | 1.78% |
| 36 | RU000A0JWCF4 | Magnit BO-001P-03 | 1000 | 10 000 000 | 1 | 1.74% |
| 37 | RU000A0JTR98 | Megafon Finans 06 | 1000 | 10 000 000 | 1 | 1.68% |
| 38 | RU000A0JWBF6 | METALLOINVEST HK AO BO-02 | 1000 | 10 000 000 | 1 | 1.79% |
| 39 | RU000A0JUQR3 | MKB BO-11 | 1000 | 15 000 000 | 1 | 2.69% |
| 40 | RU000A0JWEZ8 | MOESK BO-08 | 1000 | 8 000 000 | 1 | 1.38% |
| 41 | RU000A0JUVG6 | Promsvyazbank PAO BO-08 | 1000 | 5 000 000 | 1 | 0.87% |
| 42 | RU000A0JT940 | OAO "NK Rosneft" 04 | 1000 | 10 000 000 | 1 | 1.69% |
| 43 | RU000A0JUCS1 | OAO "NK Rosneft" BO-05 | 1000 | 20 000 000 | 1 | 3.53% |
| 44 | RU000A0JTKC0 | Rostelecom 18 | 1000 | 10 000 000 | 1 | 1.70% |
| 45 | RU000A0JTR15 | Rostelecom 19 | 1000 | 10 000 000 | 1 | 1.74% |
| 46 | RU000A0JVFC6 | Rostelecom BO-01 | 1000 | 5 000 000 | 1 | 0.86% |
| 47 | RU000A0JWCB3 | RusHydro BO-P04 | 1000 | 15 000 000 | 1 | 2.62% |
| 48 | RU000A0JRFN1 | RusGidro(PAO) 01 | 1000 | 10 000 000 | 1 | 1.72% |
| 49 | RU000A0JRFP6 | RusGidro(PAO) 02 | 1000 | 5 000 000 | 1 | 0.86% |
| 50 | RU000A0JVD25 | RusGidro(PAO) 09 | 1000 | 10 000 000 | 1 | 1.78% |
| 51 | RU000A0JU6U9 | Rusfinans Bank 15 | 1000 | 5 000 000 | 1 | 0.87% |
| 52 | RU000A0JW5J2 | Rusfinans Bank BO-12 | 1000 | 5 000 000 | 1 | 0.88% |
| 53 | RU000A0JWCD9 | Sberbank PAO BO-17 | 1000 | 10 000 000 | 1 | 1.73% |
| 54 | RU000A0JWBK6 | SIBUR Holding 10 | 1000 | 10 000 000 | 1 | 1.78% |
| 55 | RU000A0JUXJ6 | Transneft BO-03 | 1000 | 15 000 000 | 1 | 2.52% |
| 56 | RU000A0JWEB9 | Transneft BO-05 | 1000 | 17 000 000 | 1 | 2.97% |
| 57 | RU000A0JS7H8 | FSK EES 12 | 1000 | 10 000 000 | 1 | 1.72% |
| 58 | RU000A0JRMX6 | FSK EES 19 | 1000 | 20 000 000 | 1 | 3.36% |
| 59 | RU000A0JT2K2 | FSK EES 25 | 1000 | 15 000 000 | 1 | 2.58% |
| 60 | RU000A0JUWB5 | HMAO-Yugra ob. 34001 | 1000 | 14 000 000 | 1 | 2.46% |
The list of OFZ Subindex employed in the calculation
| N | Сode | Security name | Nominal value, rub. | Issue value, p. s. | Restricting coefficient | Weight |
|---|---|---|---|---|---|---|
| 1 | SU29011RMFS2 | OFZ-PD 29011 | 1000 | 250 000 000 | 1 | 13.44% |
| 2 | SU26214RMFS5 | OFZ-PD 26214 | 1000 | 250 000 000 | 1 | 11.82% |
| 3 | SU26216RMFS0 | OFZ-PD 26216 | 1000 | 250 000 000 | 1 | 11.77% |
| 4 | SU24018RMFS2 | OFZ-PD 24018 | 1000 | 200 000 000 | 1 | 10.71% |
| 5 | SU26206RMFS1 | OFZ-PD 26206 | 1000 | 150 000 000 | 1 | 7.62% |
| 6 | SU25080RMFS1 | OFZ-PD 25080 | 1000 | 150 000 000 | 1 | 7.45% |
| 7 | SU26204RMFS6 | OFZ-PD 26204 | 1000 | 150 000 000 | 1 | 7.42% |
| 8 | SU26208RMFS7 | OFZ-PD 26208 | 1000 | 150 000 000 | 1 | 7.35% |
| 9 | SU25081RMFS9 | OFZ-PD 25081 | 1000 | 150 000 000 | 1 | 7.31% |
| 10 | SU26210RMFS3 | OFZ-PD 26210 | 1000 | 150 000 000 | 1 | 7.24% |
| 11 | SU26205RMFS3 | OFZ-PD 26205 | 1000 | 150 000 000 | 1 | 7.18% |
| 12 | SU46019RMFS4 | OFZ-AD 46019 | 600 | 26 000 000 | 1 | 0.69% |
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% | 0.3501561 | 10.00% |
| 2 | SBERP | Sberbank, Preferred shares | 1 000 000 000 | 100% | 0.3789723 | 0.62% |
| 3 | SBER | Sberbank, Ordinary shares | 21 586 948 000 | 48% | 0.3789723 | 9.38% |
| 4 | LKOH | PJSC "LUKOIL", Ordinary shares | 850 563 255 | 46% | 0.5533684 | 10.00% |
| 5 | NVTK | JSC "NOVATEK", Ordinary shares | 3 036 306 000 | 27% | 1 | 9.59% |
| 6 | MGNT | PJSC "Magnit", Ordinary shares | 94 561 355 | 54% | 1 | 8.51% |
| 7 | GMKN | PJSC "MMC "NORILSK NICKEL", Ordinary shares | 158 245 476 | 30% | 1 | 7.71% |
| 8 | ROSN | Rosneft, Ordinary shares | 10 598 177 817 | 12% | 1 | 7.21% |
| 9 | VTBR | JSC VTB Bank, Ordinary shares | 12 960 541 337 338 | 39% | 1 | 6.21% |
| 10 | TRNFP | JSC "Transneft", Preferred shares | 1 554 875 | 100% | 1 | 4.79% |
| 11 | MTSS | MTS PJSC, Ordinary shares | 2 066 413 562 | 45% | 1 | 4.24% |
| 12 | TATN | PJSC "TATNEFT", Ordinary shares | 2 178 690 700 | 32% | 1 | 3.79% |
| 13 | MOEX | Moscow Exchange, Ordinary shares | 2 278 636 493 | 57% | 1 | 2.51% |
| 14 | ALRS | PJSC "ALROSA", Ordinary shares | 7 364 965 630 | 23% | 1 | 2.17% |
| 15 | CHMF | PAO Severstal, Ordinary shares | 837 718 660 | 18% | 1 | 1.84% |
| 16 | BANEP | PJSC Bashneft, Preferred shares | 29 788 012 | 63% | 1 | 0.68% |
| 17 | BANE | PJSC Bashneft, Ordinary shares | 147 846 489 | 12% | 1 | 0.92% |
| 18 | RTKM | PJSC Rostelecom, Ordinary shares | 2 574 914 954 | 32% | 1 | 1.44% |
| 19 | AFKS | Sistema JSFC, Ordinary shares | 9 650 000 000 | 36% | 1 | 1.28% |
| 20 | MFON | PJSC "MegaFon", Ordinary shares | 620 000 000 | 15% | 1 | 1.23% |
| 21 | HYDR | PJSC "RusHydro", Ordinary shares | 386 255 464 890 | 23% | 1 | 1.02% |
| 22 | PIKK | PIK Group, Ordinary shares | 660 497 344 | 32% | 1 | 0.95% |
| 23 | URKA | PJSC Uralkali, Ordinary shares | 2 936 015 891 | 9% | 1 | 0.80% |
| 24 | MAGN | OJSC MMK, Ordinary shares | 11 174 330 000 | 13% | 1 | 0.66% |
| 25 | AFLT | PJSC "Aeroflot", Ordinary shares | 1 110 616 299 | 41% | 1 | 0.66% |
| 26 | IRAO | PJSC "Inter RAO", Ordinary shares | 104 400 000 000 | 18% | 1 | 0.65% |
| 27 | FEES | "FGC UES", PJSC, Ordinary shares | 1 274 665 323 063 | 21% | 1 | 0.60% |
| 28 | UPRO* | JSC "E.ON Russia", Ordinary shares | 63 048 706 145 | 18% | 1 | 0.53% |
* On July 1, the code of JSC "E.ON Russia" is changed from EONR to UPRO.
Included:
AFLT PJSC "Aeroflot", Ordinary shares
BANE PJSC Bashneft, Ordinary shares
BANEP PJSC Bashneft, Preferred shares
FEES "FGC UES", PJSC, Ordinary shares