The list of securities employed in the calculation valid from March 16 to June 15, 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 | RU000A0JTM36 | Bashneft ANK 07 | 10000000 | 1 000 | 0,5055 | 10,00% |
| 2 | RU000A0JUQE1 | Bank VTB BO-26 | 10000000 | 1 000 | 0,9797 | 4,22% |
| 3 | RU000A0JRMC0 | Rosselhozbank 13 | 5000000 | 1 000 | 0,9797 | 5,78% |
| 4 | RU000A0JVUP7 | VimpelKom BO-03 | 15000000 | 1 000 | 1 | 2,80% |
| 5 | RU000A0JWK41 | Gazprom Neft BO-3 | 10000000 | 1 000 | 1 | 1,40% |
| 6 | RU000A0JX0P9 | GPB BO-12 | 10000000 | 1 000 | 1 | 1,40% |
| 7 | RU000A0JTKB2 | GosTransportLizingKomp 01 ob | 5000000 | 1 000 | 1 | 2,82% |
| 8 | RU000A0JVWJ6 | GTLK (PAO) BO-06 | 4000000 | 1 000 | 1 | 1,45% |
| 9 | RU000A0JWDU1 | EvroHim MHK AO BO-001-P01 | 15000000 | 1 000 | 1 | 2,71% |
| 10 | RU000A0JVFJ1 | ING Bank BO-05 | 10000000 | 1 000 | 1 | 1,40% |
| 11 | RU000A0JVS10 | Krasnoyarsk reg.- 34010 | 12500000 | 1 000 | 1 | 5,58% |
| 12 | RU000A0JVVB5 | Megafon BO-05 | 15000000 | 1 000 | 1 | 1,12% |
| 13 | RU000A0JWBF6 | METALLOINVEST HK AO BO-02 | 10000000 | 1 000 | 1 | 2,79% |
| 14 | RU000A0JWBE9 | METALLOINVEST HK AO BO-08 | 5000000 | 1 000 | 1 | 4,20% |
| 15 | RU000A0JUQR3 | MKB BO-11 | 15000000 | 1 000 | 1 | 2,82% |
| 16 | RU000A0JVPR3 | Nizhniy Novgorod reg. 10 | 12000000 | 950 | 1 | 3,45% |
| 17 | RU000A0JWX87 | Omsk region - 2016 | 5000000 | 1 000 | 1 | 3,77% |
| 18 | RU000A0JWC82 | RZhD BO-07 | 20000000 | 1 000 | 1 | 4,36% |
| 19 | RU000A0JQRD9 | RZhD 23 | 15000000 | 1 000 | 1 | 4,34% |
| 20 | RU000A0JT965 | Rosneft 05 | 10000000 | 1 000 | 1 | 1,18% |
| 21 | RU000A0JUCS1 | Rosneft BO-05 | 20000000 | 1 000 | 1 | 1,52% |
| 22 | RU000A0JWTN2 | Rostelecom 001P-01R | 15000000 | 1 000 | 1 | 3,03% |
| 23 | RU000A0JRMB2 | Rosselhozbank 12 | 5000000 | 1 000 | 1 | 3,00% |
| 24 | RU000A0JRLE8 | Rosselhozbank 14 | 10000000 | 1 000 | 1 | 4,39% |
| 25 | RU000A0JUAD7 | Rosselhozbank 23 | 5000000 | 1 000 | 1 | 4,37% |
| 26 | RU000A0JWCB3 | RusHydro BO-P04 | 15000000 | 1 000 | 1 | 2,84% |
| 27 | RU000A0JUNL3 | Rusfinans Bank BO-08 | 4000000 | 1 000 | 1 | 4,30% |
| 28 | RU000A0JWUE9 | Sberbank BO-37 | 10000000 | 1 000 | 1 | 2,87% |
| 29 | RU000A0JWBK6 | SIBUR Holding 10 | 10000000 | 1 000 | 1 | 1,40% |
| 30 | RU000A0JWYQ5 | AFK Systema 001P-04 | 6500000 | 1 000 | 1 | 1,87% |
| 31 | RU000A0JQCR1 | Transneft 03 | 65000000 | 1 000 | 1 | 2,83% |
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% |
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% | 0,3693333 | 9,32% |
| 2 | SBERP | Sberbank, Preferred shares | 1 000 000 000 | 100% | 0,3693333 | 0,68% |
| 3 | GAZP | PJSC "GAZPROM", Ordinary shares | 23 673 512 900 | 46% | 0,4450438 | 10,00% |
| 4 | LKOH | PJSC "LUKOIL", Ordinary shares | 850 563 255 | 46% | 0,5337139 | 10,00% |
| 5 | NVTK | JSC "NOVATEK", Ordinary shares | 3 036 306 000 | 27% | 1 | 9,48% |
| 6 | MGNT | PJSC "Magnit", Ordinary shares | 94 561 355 | 63% | 1 | 8,42% |
| 7 | GMKN | PJSC "MMC "NORILSK NICKEL", Ordinary shares | 158 245 476 | 33% | 1 | 7,45% |
| 8 | ROSN | Rosneft, Ordinary shares | 10 598 177 817 | 11% | 1 | 5,95% |
| 9 | VTBR | VTB Bank (PJSC), Ordinary shares | 12 960 541 337 338 | 39% | 1 | 5,16% |
| 10 | TRNFP | Transneft, Preferred shares | 1 554 875 | 100% | 1 | 4,39% |
| 11 | MTSS | MTS PJSC, Ordinary shares | 1 998 381 575 | 48% | 1 | 4,07% |
| 12 | TATN | PJSC "TATNEFT", Ordinary shares | 2 178 690 700 | 32% | 1 | 3,73% |
| 13 | ALRS | PJSC "ALROSA", Ordinary shares | 7 364 965 630 | 34% | 1 | 3,58% |
| 14 | MOEX | Moscow Exchange, Ordinary shares | 2 278 636 493 | 57% | 1 | 2,48% |
| 15 | CHMF | PAO Severstal, Ordinary shares | 837 718 660 | 18% | 1 | 1,93% |
| 16 | IRAO | PJSC "Inter RAO", Ordinary shares | 104 400 000 000 | 29% | 1 | 1,74% |
| 17 | NLMK | NLMK, Ordinary shares | 5 993 227 240 | 16% | 1 | 1,64% |
| 18 | HYDR | PJSC "RusHydro", Ordinary shares | 386 255 464 890 | 23% | 1 | 1,27% |
| 19 | PHOR | PJSC "PhosAgro", Ordinary shares | 129 500 000 | 25% | 1 | 1,21% |
| 20 | AFKS | Sistema PJSFC, Ordinary shares | 9 650 000 000 | 36% | 1 | 1,17% |
| 21 | AFLT | PJSC "Aeroflot", Ordinary shares | 1 110 616 299 | 41% | 1 | 1,15% |
| 22 | RTKM | PJSC Rostelecom, Ordinary shares | 2 574 914 954 | 32% | 1 | 1,00% |
| 23 | PIKK | PIK GROUP, Ordinary shares | 660 497 344 | 32% | 1 | 0,95% |
| 24 | MFON | PJSC "MegaFon", Ordinary shares | 620 000 000 | 15% | 1 | 0,93% |
| 25 | FEES | "FGC UES", PJSC, Ordinary shares | 1 274 665 323 063 | 21% | 1 | 0,85% |
| 26 | MAGN | OJSC MMK, Ordinary shares | 11 174 330 000 | 13% | 1 | 0,82% |
| 27 | PLZL | PJSC Polyus, Ordinary shares | 190 627 747 | 5% | 1 | 0,65% |
Included:
| PHOR | PJSC "PhosAgro", Ordinary shares |
Excluded:
| MTLR | Mechel PAO, Ordinary shares |
| BANE | PJSC Bashneft, Ordinary shares |