FX / eurobonds · RU000A0ZZY59

Rosselhozbank 11B1

RU000A0ZZY59

Fixed Subordinated Put 12.28 Perpetual

11.53%

exchange yield (MOEX)

Price 78.08% 816 USD with accrued interest

Coupon 9.00% 2×/yr

Put/call 04.12.2028 perpetual

Duration 2.0 y price −0.9% per +1 pp of rate

Premium over replacement bonds +407 bp replacement sovereigns in USD

Credit risk BB(RU) ACRA · high

Price and premium over OFZhow the bond has traded and how much it pays over OFZ

Bond price, % of par

Incomewhat your investment will earn and when payments arrive

Yield calculator

Investment amount, USD Or quantity, units Broker fee, % Purchase price, % Yield to maturity, % Premium over replacement bonds, bp

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Effective YTM under the MOEX convention (ACT/365). The fair price discounts the cash flows at the yield of a comparable credit class (a reference point).

Cash flows

Date	Coupon, USD	Principal, USD	Total, USD

Coupon payments and principal repayment by date for one bond. On the chart, coupons use the left axis and face value the right one.

Issuer credit qualitycredit risk and the issuer's debt on the exchange

Credit risk

High

issuer rating BB · ACRA

Default probability≈ 3.50% a year

Issuer debt on the exchange118.72 bn ₽ 13 issues

Of which in foreign currency17.54 bn ₽ 2 issues · EUR, USD

Due within a year38%

Cost of rouble debt13.03% market 14.38%

Issuer debt maturities by year

20262.5 bn

202742.5 bn

20281.3 bn

in roublesin FX, at the Bank of Russia rate

From 2038 onwards — another 19.9 bn ₽.

Peerssimilar bonds of other issuers

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Historywhat the bond returned in the past

Issue parametersterms, buying now, yields and spreads

Terms

Coupon9.00% a year · 2 payments/yr

Coupon, USD44.88

Par1 000 USD

Maturity—

Put/call04.12.2028

Issue

Listing level3

Issue size50.0 mn USD

Lot1 units

Buying now

Order book78.09 / 80.70%spread 2.608% (≈130 bp of yield)

Cost of entry≈ 1 643 ₽ per 100,000 ₽ · quote 27.10 20:00

Accrued interest, USD35.01 as of 28.10.2026

Average daily turnover407.6 k ₽

Trades today5 · turnover 502.8 k ₽

Yields

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).