FX / eurobonds · RU000A101616

Rosselkhozbank C01E-01

RU000A101616

Floater Subordinated Put 11.30 Perpetual

17.30%

yield under the scenario (current rate)

the bond barely trades - the yield may be out of date

Price 76.96% 120 618 EUR with accrued interest

Coupon 8.63% 5-year German government bond yield

Put/call 28.11.2030 perpetual

Duration 3.4 y coupon tracks the rate

Daily turnover 516.3 k ₽ 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, EUR Or quantity, units Broker fee, % Purchase price, % Yield (YTM), % Discount margin, bp

Bonds for the amount—

Purchase price per unit (with accrued interest)—

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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 "flat" scenario - the yield is indicative.

Floating coupon

Coupon base5-year German government bond yield

The issuer sets the coupon rate before each period; it is not tied to the key rate or RUONIA. That is why the premium over the base and the discount margin are not calculated for this issue: there is nothing to compare with. Only the current period's rate is known - it is shown below, and the yield to maturity depends on what rates the issuer sets next.

Current coupon rate8.63%

Upcoming coupon · 03.12.20266454.77 EUR (8.63%)

How the coupon is calculated. A floating coupon based on “5-year German government bond yield”. Reset twice a year. We have no level for this rate: later coupons and yield to maturity assume the current coupon rate stays.

Coupon scenario Flat · Implied

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

Coupon8.63% a year · 5-year German government bond yield · 2 payments/yr

Coupon, EUR6454.77

Par150 000 EUR

Maturity—

Put/call28.11.2030

Issue

Listing level3

Issue size150.0 mn EUR

Lot1 units

Buying now

Order book69.27 / 74.00% no market: the sides are 4.7% of par apart

Accrued interest, EUR5178.00 as of 28.10.2026

Trades today0

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).