15.20%
yield to maturity
Price
90.10%
928 ₽ with accrued interest
Coupon
7.69%
2×/yr
Maturity
19.06.2028
term 1.6 y
Duration
1.5 y
price −1.3% per +1 pp of rate
Premium over OFZ
+69 bp
over OFZ 14.51% at 1.53 yr
Credit risk
no rating
no data
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
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Fair price
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If rates change: duration, convexity, stress
Current yield—
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PVBP, ₽—
Price at ±1 pp—
Stress on the rate
bp yield
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Change—
Position P&L—
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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).
Expected income and buffer · for the year
Over the key rate+120 bp
Roll-down (year)+0.5%
Expected income+15.7%
Safety buffer+1183 bp
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.
Issuer credit qualitycredit risk and the issuer's debt on the exchange
Credit risk
no rating
default probability not assessed
Issuer debt on the exchange50 bn ₽ 5 issues
Due within a year20%
Cost of debt7.42% market 16.16%
Issuer debt maturities by year
202710.0 bn
202810.0 bn
2029—
203010.0 bn
203120.0 bn
All of the issuer's bonds are in the section “Issuer curve”.
Peersthe issuer's other bonds and similar bonds of other issuers
Issuer curve
5 issues.
This bond is
richer than its own curve (yield lower by 70 bp)
duration, years →
● this bond · yield, % ↑
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matures 11.2028
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28.63%
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History and alternativewhat the bond returned in the past and a comparison with a deposit
A bond or a deposit?
This bond
15.2%
the rate is fixed for 1.6 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 2.2 pp above the deposit rate. The bond's rate is fixed until maturity: 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.
A pre-tax comparison. Bond coupons are taxed at 13% personal income tax — see the “After-tax yield” row in the bond parameters (≈ 12.9%). Deposit interest is taxed above a tax-free allowance; a liquidity fund qualifies for the long-term holding relief after 3 years.
Issue parametersterms, buying now, yields and spreads
Terms
Coupon7.69% a year · 2 payments/yr
Coupon, ₽38.34
Par1 000 ₽
Maturity19.06.2028 · 1.6 y
Issue
Listing level1
Issue size10 bn ₽
Lot1 units
Buying now
Order book89.98 / 90.10%spread 0.12% (≈8 bp of yield)
Cost of entry≈ 67 ₽ per 100,000 ₽ · quote 27.10 20:00
Accrued interest, ₽26.96 as of 28.10.2026
Average daily turnover248.2 k ₽
Trades today26 · turnover 45.1 k ₽
Yields
Current yield8.54%
Simple yield14.78%
After-tax yield12.95% / 12.60% at 15%
Spreads and valuation
Z-spread over OFZ+63 bp
Spread over swaps (I)+81 bp
Z-spread over swaps+80 bp
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).