The list of securities employed in the calculation
valid from December 16, 2016 to March 16, 2017
The list of bonds Subindex employed in the calculation
N | Сode | Security name | Nominal value, rub. | Issue value, p. s. | Restricting coefficient | Weight |
---|---|---|---|---|---|---|
1 | RU000A0JUCR3 | Rosneft BO-06 | 1000 | 20 000 000 | 0,9305 | 5,00% |
2 | RU000A0JUCS1 | Rosneft BO-05 | 1000 | 20 000 000 | 0,9305 | 5,00% |
3 | RU000A0JWBH2 | EvrazHolding Finance 001P-01R | 1000 | 15 000 000 | 1 | 4,19% |
4 | RU000A0JUQR3 | MKB BO-11 | 1000 | 15 000 000 | 1 | 4,10% |
5 | RU000A0JVUP7 | VimpelKom BO-03 | 1000 | 15 000 000 | 1 | 4,02% |
6 | RU000A0JWDU1 | EvroHim MHK AO BO-001-P01 | 1000 | 15 000 000 | 1 | 4,01% |
7 | RU000A0JVVB5 | Megafon BO-05 | 1000 | 15 000 000 | 1 | 4,00% |
8 | RU000A0JWC82 | RZhD BO-07 | 1000 | 20 000 000 | 0,7359 | 3,99% |
9 | RU000A0JWTN2 | Rostelecom 001P-01R | 1000 | 15 000 000 | 1 | 3,96% |
10 | RU000A0JT2K2 | FSK EES 25 | 1000 | 15 000 000 | 1 | 3,95% |
11 | RU000A0JQ7W9 | RZhD 17 | 1000 | 15 000 000 | 0,7359 | 3,06% |
12 | RU000A0JV8Q2 | RZhD BO-03 | 1000 | 15 000 000 | 0,7359 | 2,95% |
13 | RU000A0JWBF6 | METALLOINVEST HK AO BO-02 | 1000 | 10 000 000 | 1 | 2,77% |
14 | RU000A0JWNV8 | SIBUR Holding 11 | 1000 | 10 000 000 | 1 | 2,69% |
15 | RU000A0JWRF2 | Gazprom Neft BO-4 | 1000 | 10 000 000 | 1 | 2,66% |
16 | RU000A0JWRV9 | MTS BO-02 | 1000 | 10 000 000 | 1 | 2,66% |
17 | RU000A0JVKF9 | Komi-12 | 850 | 11 000 000 | 1 | 2,65% |
18 | RU000A0JT6G1 | Gazprombank 11 | 1000 | 10 000 000 | 1 | 2,63% |
19 | RU000A0JWUE9 | Sberbank BO-37 | 1000 | 10 000 000 | 1 | 2,63% |
20 | RU000A0JT7M7 | Rosselhozbank 17 | 1000 | 10 000 000 | 1 | 2,62% |
21 | RU000A0JTRA9 | Megafon Finans 07 | 1000 | 10 000 000 | 1 | 2,59% |
22 | RU000A0JU716 | Silovye mashiny 02 | 1000 | 10 000 000 | 1 | 2,54% |
23 | RU000A0JWNB0 | DeltaCredit CB BO-26 | 1000 | 7 000 000 | 1 | 1,89% |
24 | RU000A0JU8W1 | MKB BO-07 | 1000 | 7 000 000 | 1 | 1,83% |
25 | RU000A0JVMB4 | Polyus BO-03 | 1000 | 5 000 000 | 1 | 1,48% |
26 | RU000A0JWBE9 | METALLOINVEST HK AO BO-08 | 1000 | 5 000 000 | 1 | 1,38% |
27 | RU000A0JVUJ0 | Cherkizovo Group BO-001P-01 | 1000 | 5 000 000 | 1 | 1,37% |
28 | RU000A0JWSQ7 | Respublika Mordovia - 03 | 1000 | 5 000 000 | 1 | 1,37% |
29 | RU000A0JUW72 | Rosselhozbank BO-14 | 1000 | 5 000 000 | 1 | 1,36% |
30 | RU000A0JUW31 | Rosselhozbank BO-13 | 1000 | 5 000 000 | 1 | 1,35% |
31 | RU000A0JV9D8 | VEB-leasing AO BO-06 | 1000 | 5 000 000 | 1 | 1,35% |
32 | RU000A0JV9H9 | VEB-leasing AO BO-07 | 1000 | 5 000 000 | 1 | 1,35% |
33 | RU000A0JWN89 | MOSTOTREST 08 | 1000 | 5 000 000 | 1 | 1,34% |
34 | RU000A0JWPL4 | X5 FINANCE BO-07 | 1000 | 5 000 000 | 1 | 1,34% |
35 | RU000A0JWCL2 | Alfa-Bank BO-12 | 1000 | 5 000 000 | 1 | 1,33% |
36 | RU000A0JVCJ8 | AIZhK BO-03 | 1000 | 5 000 000 | 1 | 1,31% |
37 | RU000A0JS918 | Evraziyskiy bank razvitiya 09 | 1000 | 5 000 000 | 1 | 1,30% |
38 | RU000A0JVWM0 | Krasnoyarsk reg.- 34011 | 1000 | 4 250 000 | 1 | 1,17% |
39 | RU000A0JW1P8 | GTLK (PAO) BO-07 | 1000 | 4 000 000 | 1 | 1,10% |
40 | RU000A0JVUR3 | Credit Europe Bank (AO) BO-10 | 1000 | 4 000 000 | 1 | 1,05% |
41 | RU000A0JU6M6 | RESO-Lizing B01 | 1000 | 2 500 000 | 1 | 0,66% |
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-AD 26216 | 1000 | 311 053 501 | 1 | 12,10% |
2 | SU26217RMFS8 | OFZ-AD 26217 | 1000 | 290 000 000 | 1 | 11,45% |
3 | SU29011RMFS2 | OFZ-AD 29011 | 1000 | 250 000 000 | 1 | 10,82% |
4 | SU26214RMFS5 | OFZ-AD 26214 | 1000 | 250 000 000 | 1 | 9,78% |
5 | SU24018RMFS2 | OFZ-AD 24018 | 1000 | 200 000 000 | 1 | 8,64% |
6 | SU26206RMFS1 | OFZ-AD 26206 | 1000 | 150 000 000 | 1 | 6,24% |
7 | SU25080RMFS1 | OFZ-AD 25080 | 1000 | 150 000 000 | 1 | 6,09% |
8 | SU26204RMFS6 | OFZ-AD 26204 | 1000 | 150 000 000 | 1 | 6,09% |
9 | SU26208RMFS7 | OFZ-AD 26208 | 1000 | 150 000 000 | 1 | 6,06% |
10 | SU25081RMFS9 | OFZ-AD 25081 | 1000 | 150 000 000 | 1 | 6,03% |
11 | SU26210RMFS3 | OFZ-AD 26210 | 1000 | 150 000 000 | 1 | 5,98% |
12 | SU26205RMFS3 | OFZ-AD 26205 | 1000 | 150 000 000 | 1 | 5,89% |
13 | SU46018RMFS6 | OFZ-AD 46018 | 1000 | 126 786 718 | 1 | 4,85% |
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% | 0,3770951 | 9,34% |
2 | SBERP | Sberbank, Preferred shares | 1 000 000 000 | 100% | 0,3770951 | 0,66% |
3 | GAZP | PJSC "GAZPROM", Ordinary shares | 23 673 512 900 | 46% | 0,4085687 | 10,00% |
4 | LKOH | PJSC "LUKOIL", Ordinary shares | 850 563 255 | 46% | 0,5348388 | 10,00% |
5 | MGNT | PJSC "Magnit", Ordinary shares | 94 561 355 | 63% | 1 | 9,22% |
6 | NVTK | JSC "NOVATEK", Ordinary shares | 3 036 306 000 | 27% | 1 | 8,98% |
7 | GMKN | PJSC "MMC "NORILSK NICKEL", Ordinary shares | 158 245 476 | 33% | 1 | 8,17% |
8 | ROSN | Rosneft, Ordinary shares | 10 598 177 817 | 11% | 1 | 5,98% |
9 | VTBR | VTB Bank (PJSC), Ordinary shares | 12 960 541 337 338 | 39% | 1 | 5,24% |
10 | TATN | PJSC "TATNEFT", Ordinary shares | 2 178 690 700 | 32% | 1 | 4,11% |
11 | TRNFP | Transneft, Preferred shares | 1 554 875 | 100% | 1 | 4,06% |
12 | ALRS | PJSC "ALROSA", Ordinary shares | 7 364 965 630 | 34% | 1 | 3,46% |
13 | MTSS | MTS PJSC, Ordinary shares | 1 998 381 575 | 48% | 1 | 3,32% |
14 | MOEX | Moscow Exchange, Ordinary shares | 2 278 636 493 | 57% | 1 | 2,29% |
15 | CHMF | PAO Severstal, Ordinary shares | 837 718 660 | 18% | 1 | 2,20% |
16 | IRAO | PJSC "Inter RAO", Ordinary shares | 104 400 000 000 | 29% | 1 | 1,73% |
17 | NLMK | NLMK, Ordinary shares | 5 993 227 240 | 14% | 1 | 1,52% |
18 | HYDR | PJSC "RusHydro", Ordinary shares | 386 255 464 890 | 23% | 1 | 1,25% |
19 | AFKS | Sistema PJSFC, Ordinary shares | 9 650 000 000 | 36% | 1 | 1,13% |
20 | RTKM | PJSC Rostelecom, Ordinary shares | 2 574 914 954 | 32% | 1 | 1,05% |
21 | BANE | PJSC Bashneft, Ordinary shares | 147 846 489 | 12% | 1 | 0,95% |
22 | AFLT | PJSC "Aeroflot", Ordinary shares | 1 110 616 299 | 41% | 1 | 0,94% |
23 | PIKK | PIK GROUP, Ordinary shares | 660 497 344 | 32% | 1 | 0,89% |
24 | FEES | "FGC UES", PJSC, Ordinary shares | 1 274 665 323 063 | 21% | 1 | 0,80% |
25 | MFON | PJSC "MegaFon", Ordinary shares | 620 000 000 | 15% | 1 | 0,80% |
26 | MAGN | OJSC MMK, Ordinary shares | 11 174 330 000 | 13% | 1 | 0,75% |
27 | PLZL | PJSC Polyus, Ordinary shares | 190 627 747 | 5% | 1 | 0,64% |
28 | MTLR | Mechel PAO, Ordinary shares | 416 270 745 | 45% | 1 | 0,53% |
Included:
MTLR Mechel PAO, Ordinary shares
NLMK NLMK, Ordinary shares
Excluded:
BANEP PJSC Bashneft, Preferred shares
URKA PJSC Uralkali, Ordinary shares
UPRO PJSC "Unipro", Ordinary shares