The list of securities employed in the calculation
valid from September 16 to December 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 | 0.901 | 3.12% |
| 2 | RU000A0JWC82 | RZhD BO-07 | 1000 | 20 000 000 | 0.901 | 4.16% |
| 3 | RU000A0JQ656 | RZhD 16 | 1000 | 15 000 000 | 0.901 | 2.72% |
| 4 | RU000A0JRHF3 | Akron 04 | 1000 | 3 750 000 | 1 | 0.84% |
| 5 | RU000A0JWKB6 | Belgorodskaya obl. 2016 | 1000 | 3 500 000 | 1 | 0.77% |
| 6 | RU000A0JUQE1 | Bank VTB BO-26 | 1000 | 10 000 000 | 1 | 2.21% |
| 7 | RU000A0JU773 | Bank VTB BO-43 | 1000 | 20 000 000 | 1 | 4.39% |
| 8 | RU000A0JVUP7 | VimpelKom BO-03 | 1000 | 15 000 000 | 1 | 3.47% |
| 9 | RU000A0JS5F6 | VimpelKom04 | 1000 | 15 000 000 | 1 | 3.39% |
| 10 | RU000A0JWB67 | Gazprom neft PAO BO-02 | 1000 | 10 000 000 | 1 | 2.30% |
| 11 | RU000A0JWK41 | Gazprom Neft BO-3 | 1000 | 10 000 000 | 1 | 2.23% |
| 12 | RU000A0JWB75 | Gazprom neft BO-7 | 1000 | 15 000 000 | 1 | 3.45% |
| 13 | RU000A0JU0A4 | DeltaCredit CB - 10 | 1000 | 5 000 000 | 1 | 1.09% |
| 14 | RU000A0JWNB0 | DeltaCredit CB BO-26 | 1000 | 7 000 000 | 1 | 1.55% |
| 15 | RU000A0JVUY9 | DeltaCredit CB BO-08 | 1000 | 5 000 000 | 1 | 1.19% |
| 16 | RU000A0JWDU1 | EvroHim MHK AO BO-001-P01 | 1000 | 15 000 000 | 1 | 3.44% |
| 17 | RU000A0JWBH2 | EvrazHolding Finance 001P-01R | 1000 | 15 000 000 | 1 | 3.58% |
| 18 | RU000A0JVKK9 | EvrazHolding Finans 08 | 1000 | 15 000 000 | 1 | 3.45% |
| 19 | RU000A0JUPW5 | Zenit BO-13 | 1000 | 6 000 000 | 1 | 1.33% |
| 20 | RU000A0JTR72 | Lenta OOO 1 ob. | 1000 | 3 000 000 | 1 | 0.70% |
| 21 | RU000A0JWCF4 | Magnit BO-001P-03 | 1000 | 10 000 000 | 1 | 2.28% |
| 22 | RU000A0JWML1 | Magnit BO-001P-04 | 1000 | 10 000 000 | 1 | 2.21% |
| 23 | RU000A0JWGG3 | Megafon BO-001P-01 | 1000 | 10 000 000 | 1 | 2.25% |
| 24 | RU000A0JWBF6 | METALLOINVEST HK AO BO-02 | 1000 | 10 000 000 | 1 | 2.35% |
| 25 | RU000A0JWBE9 | METALLOINVEST HK AO BO-08 | 1000 | 5 000 000 | 1 | 1.18% |
| 26 | RU000A0JUQQ5 | MKB BO-10 | 1000 | 5 000 000 | 1 | 1.10% |
| 27 | RU000A0JUQR3 | MKB BO-11 | 1000 | 15 000 000 | 1 | 3.33% |
| 28 | RU000A0JWN63 | MOSTOTREST 07 | 1000 | 5 000 000 | 1 | 1.11% |
| 29 | RU000A0JWNK1 | MOESK BO-06 | 1000 | 5 000 000 | 1 | 1.09% |
| 30 | RU000A0JWEZ8 | MOESK BO-08 | 1000 | 8 000 000 | 1 | 1.82% |
| 31 | RU000A0JWMJ5 | RN Bank 01 | 1000 | 5 000 000 | 1 | 1.11% |
| 32 | RU000A0JWHT4 | Rosbank BO-14 | 1000 | 10 000 000 | 1 | 2.25% |
| 33 | RU000A0JU1Q8 | Rosselhozbank 21 | 1000 | 10 000 000 | 1 | 2.18% |
| 34 | RU000A0JUW31 | Rosselhozbank BO-13 | 1000 | 5 000 000 | 1 | 1.14% |
| 35 | RU000A0JUW72 | Rosselhozbank BO-14 | 1000 | 5 000 000 | 1 | 1.14% |
| 36 | RU000A0JUQ05 | Rosselhozbank BO-04 | 1000 | 5 000 000 | 1 | 1.10% |
| 37 | RU000A0JUPQ7 | Rosselhozbank BO-07 | 1000 | 10 000 000 | 1 | 2.21% |
| 38 | RU000A0JWCB3 | RusHydro BO-P04 | 1000 | 15 000 000 | 1 | 3.44% |
| 39 | RU000A0JUQP7 | Samara reg.-10 | 700 | 12 000 000 | 1 | 1.86% |
| 40 | RU000A0JWH46 | Sberbank PAO BO-18 | 1000 | 10 000 000 | 1 | 2.25% |
| 41 | RU000A0JWBK6 | SIBUR Holding 10 | 1000 | 10 000 000 | 1 | 2.34% |
| 42 | RU000A0JWNV8 | SIBUR Holding 11 | 1000 | 10 000 000 | 1 | 2.19% |
| 43 | RU000A0JVUK8 | AFK Systema 001P-01 | 1000 | 5 000 000 | 1 | 1.19% |
| 44 | RU000A0JWEB9 | Transneft BO-05 | 1000 | 17 000 000 | 1 | 3.93% |
| 45 | RU000A0JWKN1 | FPC 01 | 1000 | 5 000 000 | 1 | 1.11% |
| 46 | RU000A0JVEH8 | Sakha (Yakutia)-07 | 1000 | 5 500 000 | 1 | 1.26% |
| 47 | RU000A0JWGT6 | Sakha (Yakutia)-08 | 1000 | 5 500 000 | 1 | 1.22% |
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 | 311 053 501 | 1 | 13.18% |
| 2 | SU29011RMFS2 | OFZ-PD 29011 | 1000 | 250 000 000 | 1 | 11.29% |
| 3 | SU26217RMFS8 | OFZ-PD 26217 | 1000 | 250 000 000 | 1 | 10.53% |
| 4 | SU26214RMFS5 | OFZ-PD 26214 | 1000 | 250 000 000 | 1 | 10.33% |
| 5 | SU24018RMFS2 | OFZ-PD 24018 | 1000 | 200 000 000 | 1 | 9.05% |
| 6 | SU25080RMFS1 | OFZ-PD 25080 | 1000 | 150 000 000 | 1 | 6.64% |
| 7 | SU26204RMFS6 | OFZ-PD 26204 | 1000 | 150 000 000 | 1 | 6.64% |
| 8 | SU26208RMFS7 | OFZ-PD 26208 | 1000 | 150 000 000 | 1 | 6.62% |
| 9 | SU26206RMFS1 | OFZ-PD 26206 | 1000 | 150 000 000 | 1 | 6.56% |
| 10 | SU26205RMFS3 | OFZ-PD 26205 | 1000 | 150 000 000 | 1 | 6.52% |
| 11 | SU25081RMFS9 | OFZ-PD 25081 | 1000 | 150 000 000 | 1 | 6.34% |
| 12 | SU26210RMFS3 | OFZ-PD 26210 | 1000 | 150 000 000 | 1 | 6.29% |
The list of securities Subindex employed in the calculation
| N | Сode | Security name | Number of shares | Free-Float | Restricting coefficient | Weight |
|---|---|---|---|---|---|---|
| 1 | SBER | Sberbank, Ordinary shares | 21 586 948 000 | 48% | 0.3829931 | 9.36% |
| 2 | SBERP | Sberbank, Preferred shares | 1 000 000 000 | 100% | 0.3829931 | 0.64% |
| 3 | GAZP | PJSC "GAZPROM", Ordinary shares | 23 673 512 900 | 46% | 0.4135537 | 10.00% |
| 4 | LKOH | PJSC "LUKOIL", Ordinary shares | 850 563 255 | 46% | 0.5279371 | 10.00% |
| 5 | MGNT | PJSC "Magnit", Ordinary shares | 94 561 355 | 58% | 1 | 9.31% |
| 6 | NVTK | JSC "NOVATEK", Ordinary shares | 3 036 306 000 | 27% | 1 | 9.28% |
| 7 | GMKN | PJSC "MMC "NORILSK NICKEL", Ordinary shares | 158 245 476 | 30% | 1 | 7.50% |
| 8 | ROSN | Rosneft, Ordinary shares | 10 598 177 817 | 11% | 1 | 6.60% |
| 9 | VTBR | JSC VTB Bank, Ordinary shares | 12 960 541 337 338 | 39% | 1 | 5.68% |
| 10 | TRNFP | Transneft, Preferred shares | 1 554 875 | 100% | 1 | 3.97% |
| 11 | MTSS | MTS PJSC, Ordinary shares | 1 998 381 575 | 48% | 1 | 3.81% |
| 12 | TATN | PJSC "TATNEFT", Ordinary shares | 2 178 690 700 | 32% | 1 | 3.69% |
| 13 | ALRS | PJSC "ALROSA", Ordinary shares | 7 364 965 630 | 34% | 1 | 3.13% |
| 14 | MOEX | Moscow Exchange, Ordinary shares | 2 278 636 493 | 57% | 1 | 2.74% |
| 15 | CHMF | PAO Severstal, Ordinary shares | 837 718 660 | 18% | 1 | 1.90% |
| 16 | BANE | PJSC Bashneft, Ordinary shares | 147 846 489 | 12% | 1 | 0.92% |
| 17 | BANEP | PJSC Bashneft, Preferred shares | 29 788 012 | 63% | 1 | 0.61% |
| 18 | AFKS | Sistema JSFC, Ordinary shares | 9 650 000 000 | 36% | 1 | 1.31% |
| 19 | HYDR | PJSC "RusHydro", Ordinary shares | 386 255 464 890 | 23% | 1 | 1.17% |
| 20 | RTKM | PJSC Rostelecom, Ordinary shares | 2 574 914 954 | 32% | 1 | 1.11% |
| 21 | MFON | PJSC "MegaFon", Ordinary shares | 620 000 000 | 15% | 1 | 1.03% |
| 22 | IRAO | PJSC "Inter RAO", Ordinary shares | 104 400 000 000 | 20% | 1 | 0.97% |
| 23 | PIKK | PIK Group, Ordinary shares | 660 497 344 | 32% | 1 | 0.97% |
| 24 | URKA | PJSC Uralkali, Ordinary shares | 2 936 015 891 | 9% | 1 | 0.82% |
| 25 | FEES | "FGC UES", PJSC, Ordinary shares | 1 274 665 323 063 | 21% | 1 | 0.76% |
| 26 | MAGN | OJSC MMK, Ordinary shares | 11 174 330 000 | 13% | 1 | 0.75% |
| 27 | AFLT | PJSC "Aeroflot", Ordinary shares | 1 110 616 299 | 41% | 1 | 0.74% |
| 28 | PLZL | PJSC Polyus, Ordinary shares | 190 627 747 | 5% | 1 | 0.72% |
| 29 | UPRO | PJSC "Unipro", Ordinary shares | 63 048 706 145 | 18% | 1 | 0.53% |
Included:
PLZL PJSC Polyus, Ordinary shares