Corporate · RU000A0ZZE87

CREDIT BANK OF MOSCOW 15

RU000A0ZZE87

Floater Subordinated Put 01.29 Perpetual

17.34%

yield under the scenario (implied)

the bond barely trades - the yield may be out of date

Price 96.99% 1 013 ₽ with accrued interest

Coupon 15.00% Key rate

Put/call 09.01.2029 perpetual

Duration 2.0 y coupon tracks the rate

Daily turnover 870 ₽ 30-day average

Credit risk BB-(RU) ACRA · high

Price and spread over the ratehow the bond traded and how much it pays over the base rate

Bond price, % of par

Incomewhat your investment will earn and when payments arrive

Yield calculator

Investment amount, ₽ Or quantity, units Broker fee, % Purchase price, % Yield (YTM), % Discount margin, bp

Bonds for the amount—

Purchase price per unit (with accrued interest)—

Investment amount—

Fee—

Coupon income to maturity—

Principal repayment—

Total profit—

If the margin changes: price sensitivity and stress

Price at ±1 pp of margin—

Stress on margin

bp of margin

Price, %—

Change—

Position P&L—

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Effective YTM under the MOEX convention (ACT/365). The floater's coupons are projected under the "implied" scenario - the yield is indicative.

Floating coupon

Coupon baseKey rate · 14.00%

Current coupon rate15.00%

Premium over the base+75 bp

Simple margin+212 bp

How the coupon is calculated. Coupon rate = the CBR key rate on the coupon fixing date + a margin of +75 bp. Reset twice a year; the coupon is known at the start of each period.

Coupon scenario Flat · Implied

Upcoming coupons

12.01.202774.79 ₽ (15.00%)

13.07.202774.79 ₽ (15.00%)

11.01.202874.79 ₽ (15.00%)

11.07.202874.79 ₽ (15.00%)

09.01.202974.79 ₽ (15.00%)

Credit quality and peersissuer credit risk and similar bonds

Credit risk

High

issuer rating BB- · ACRA

Default probability≈ 5.50% a year

Issuer debt on the exchange29.74 bn ₽ 4 issues

Of which in foreign currency24.74 bn ₽ 3 issues · USD

Due within a year21%

Cost of rouble debt15.00%

Compare with another bond

Whether to swap CREDIT BANK OF MOSCOW 15 for another issue - we compare yield (including after tax), credit risk, duration and liquidity

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CREDIT BANK OF MOSCOW 15 and peers: yield × term

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Historywhat the bond returned in the past

Issue parametersterms, buying now, yields and spreads

Terms

Coupon15.00% a year · Key rate · 2 payments/yr

Coupon, ₽74.79

Par1 000 ₽

Maturity—

Put/call09.01.2029

Issue

Listing level3

Issue size5 bn ₽

Lot1 units

Buying now

Order book87.29 / 96.97% no market: the sides are 9.7% of par apart

Accrued interest, ₽43.55 as of 28.10.2026

Trades today0

Yields

After-tax yield14.70% / 14.29% at 15%

Spreads and valuation

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).