The list of securities employed in the calculation
valid from December 22, 2017 to March 15, 2018

The list of bonds Subindex employed in the calculation

N Сode Security name Nominal value, rub. Issue value, p. s. Restricting coefficient Weight
1 RU000A0JNYN1 МГор48-об 1000 30 000 000 0,4737 10,00%
2 RU000A0JT965 Роснефть05 1000 10 000 000 0,3206 2,35%
3 RU000A0JTU85 РЖД-28 обл 1000 20 000 000 0,6714 10,00%
4 RU000A0JVA10 ГТЛК БО-04 1000 5 000 000 1 3,76%
5 RU000A0JVCJ8 АИЖК БО-03 1000 5 000 000 1 3,70%
6 RU000A0JX355 Роснфт1P2 1000 30 000 000 0,3206 7,65%
7 RU000A0JXM97 ТрнфБО1P6 1000 20 000 000 0,2639 4,05%
8 RU000A0JXQD7 ТрнфБО1P7 1000 30 000 000 0,2639 5,95%
9 RU000A0JXUC1 РСХБ БО 2P 1000 10 000 000 1 7,68%
10 RU000A0JXY44 ПИК БО-П03 1000 10 000 000 1 7,39%
11 RU000A0ZYAE3 ГПБ БО-14 1000 10 000 000 1 7,47%
12 RU000A0ZYBS1 СберБ БО3R 1000 40 000 000 0,3365 10,00%
13 RU000A0ZYC98 МегафнБ1P3 1000 15 000 000 0,9028 10,00%
14 RU000A0ZYDS7 Газпнф1P3R 1000 25 000 000 0,5443 10,00%

 

The list of OFZ Subindex employed in the calculation

N Сode Security name Nominal value, rub. Issue value, p. s. Restricting coefficient Weight
1 SU24019RMFS0 OFZ-PD 24019 1000 150 000 000 1 5,23%
2 SU25083RMFS5 OFZ-PD 25083 1000 350 000 000 1 11,79%
3 SU26205RMFS3 OFZ-PD 26205 1000 150 000 000 1 5,17%
4 SU26208RMFS7 OFZ-PD 26208 1000 150 000 000 1 5,15%
5 SU26209RMFS5 OFZ-PD 26209 1000 150 000 000 1 5,27%
6 SU26210RMFS3 OFZ-PD 26210 1000 150 000 000 1 5,19%
7 SU26214RMFS5 OFZ-PD 26214 1000 350 000 000 1 11,61%
8 SU26216RMFS0 OFZ-PD 26216 1000 311 053 501 1 10,47%
9 SU26217RMFS8 OFZ-PD 26217 1000 290 000 000 1 10,08%
10 SU26220RMFS2 OFZ-PD 26220 1000 350 000 000 1 12,26%
11 SU29011RMFS2 OFZ-PD 29011 1000 250 000 000 1 9,04%
12 SU29012RMFS0 OFZ-PD 29012 1000 250 000 000 1 8,74%

 

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% 0,2434364 9,26%
2 SBERP Sberbank, Preferred shares 1 000 000 000 100% 0,2434364 0,74%
3 GAZP PJSC "GAZPROM", Ordinary shares 23 673 512 900 46% 0,4243356 10,00%
4 LKOH PJSC "LUKOIL", Ordinary shares 850 563 255 46% 0,475996 10,00%
5 GMKN PJSC "MMC "NORILSK NICKEL", Ordinary shares 158 245 476 38% 1 9,76%
6 NVTK JSC "NOVATEK", Ordinary shares 3 036 306 000 27% 1 8,79%
7 MGNT PJSC "Magnit", Ordinary shares 94 561 355 69% 1 6,69%
8 TATN PJSC "TATNEFT", Ordinary shares 2 178 690 700 32% 1 5,25%
9 TATNP PJSC "TATNEFT", Preferred shares 147 508 500 100% 1 0,83%
10 ROSN Rosneft, Ordinary shares 10 598 177 817 11% 1 5,52%
11 MTSS MTS PJSC, Ordinary shares 1 998 381 575 48% 1 4,37%
12 VTBR VTB Bank (PJSC), Ordinary shares 12 960 541 337 338 39% 1 4,20%
13 ALRS PJSC "ALROSA", Ordinary shares 7 364 965 630 34% 1 3,15%
14 MOEX Moscow Exchange, Ordinary shares 2 276 401 458 58% 1 2,67%
15 CHMF PAO Severstal, Ordinary shares 837 718 660 18% 1 2,24%
16 NLMK NLMK, Ordinary shares 5 993 227 240 16% 1 2,04%
17 IRAO PJSC "Inter RAO", Ordinary shares 104 400 000 000 29% 1 1,80%
18 PLZL PJSC Polyus, Ordinary shares 133 561 119 16% 1 1,73%
19 TRNFP Transneft, Preferred shares 1 554 875 32% 1 1,46%
20 HYDR PJSC "RusHydro", Ordinary shares 426 288 813 551 25% 1 1,40%
21 PHOR PJSC "PhosAgro", Ordinary shares 129 500 000 25% 1 1,30%
22 MAGN PJSC MMK, Ordinary shares 11 174 330 000 16% 1 1,30%
23 AFLT PJSC "Aeroflot", Ordinary shares 1 110 616 299 45% 1 1,23%
24 MFON PJSC "MegaFon", Ordinary shares 620 000 000 21% 1 1,15%
25 RTKM PJSC "Rostelecom", Ordinary shares 2 574 914 954 32% 1 0,85%
26 FEES "FGC UES", PJSC, Ordinary shares 1 274 665 323 063 18% 1 0,61%
27 AFKS Sistema PJSFC, Ordinary shares 9 650 000 000 36% 1 0,60%
28 PIKK PIK GROUP, Ordinary shares 660 497 344 18% 1 0,58%
29 RNFT PJSC "RussNeft", Ordinary shares 294 120 000 20% 1 0,48%

 

Included:  
PLZL PJSC Polyus, Ordinary shares

 

The previous list of securities