Corporate · RU000A0ZYQU5
DOM.RF BO 001P-02R
RU000A0ZYQU5
14.57%
yield to worst (YTW)
Price
100.00%
1 038 ₽ with accrued interest
Coupon
14.30%
2×/yr
Put/call
27.01.2027
1.2 y to maturity
Duration
0.2 y
price −0.2% per +1 pp of rate
Daily turnover
20.8 k ₽
30-day average
Credit risk
AAA(RU)
ACRA · low
Price and yieldhow the bond has traded
Bond price, % of par
Incomewhat your investment will earn and when payments arrive
Yield calculator
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Effective YTM under the MOEX convention (ACT/365). The calculation runs to the put (27.01.2027) - redemption at par on the put date; coupons after the put have not been announced yet. The fair price discounts the cash flows at the yield of a comparable credit class (a reference point).
Cash flows
| Date | Coupon, ₽ | Principal, ₽ | Total, ₽ |
|---|
Coupon payments and principal repayment by date for one bond. On the chart, coupons use the left axis and face value the right one. Coupons from 23.07.2027 have not been announced and are shown at the current rate as a forecast.
A bond or a deposit?
This bond
14.6%
the rate is fixed for 0.2 y
Deposit
13.1%
top-10 banks, decade 2 of October 2026
Liquidity fund
13.6%
floats with the CBR key rate
The yield is 1.5 pp above the deposit rate. The coupon is fixed until the put date, 27.01.2027: if the Bank of Russia cuts the key rate, rates on new deposits and the liquidity fund yield will fall, while the bond's income will stay the same until then.
A pre-tax comparison. Bond coupons are taxed at 13% personal income tax — see the “After-tax yield” row in the bond parameters (≈ 10.5%). Deposit interest is taxed above a tax-free allowance; a liquidity fund qualifies for the long-term holding relief after 3 years.
Issuer credit qualitycredit risk and the issuer's debt on the exchange
Credit risk
Low
issuer rating AAA · ACRA
Default probability≈ 0.02% a year
Risk-adjusted yield14.55% −2 bp
Issuer debt on the exchange560.6 bn ₽ 25 issues
Due within a year57%
Cost of debt14.90% market 13.10%
Issuer debt maturities by year
2026160.6 bn
2027198.0 bn
2028202.0 bn
Issues with a put are assigned to the put date rather than to maturity.
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Historywhat the bond returned in the past
Issue parametersterms, buying now, yields and spreads
Terms
Coupon14.30% a year · 2 payments/yr
Coupon, ₽71.30
Par1 000 ₽
Maturity21.01.2028 · 1.2 y
Put/call27.01.2027
Issue
Listing level1
Issue size15 bn ₽
Lot1 units
Buying now
Order book99.97 / 100.00%spread 0.03% (≈12 bp of yield)
Cost of entry≈ 15 ₽ per 100,000 ₽ · quote 27.10 20:00
Accrued interest, ₽37.60 as of 28.10.2026
Trades today2 · turnover 2.0 k ₽
Yields
Current yield14.30%
Simple yield13.78%
Yield to maturity if the 14.30% rate holds14.75%
After-tax yield10.52% / 9.91% at 15%
Spreads and valuation
Spreadsnot shown
MOEX ISS data. Not an individual investment recommendation. Yields, spreads and the fair price are calculated from the exchange quote and are for reference: a real trade goes through at the order book price and depends on the issue's liquidity. The calculations exclude broker and exchange fees; tax is shown on a separate line and simplified (no accrued interest at purchase).