Corporate · RU000A10AEB8
RusHydro BO-002P-05
RU000A10AEB8
16.26%
yield under the scenario (implied)
Price
100.23%
1 011 ₽ with accrued interest
Coupon
16.75%
Key rate
Maturity
09.12.2026
term 0.1 y
Duration
0.1 y
coupon tracks the rate
Daily turnover
59.8 mn ₽
30-day average
Credit risk
AAA(RU)
ACRA · low
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
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—
—
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 rate16.75%
Premium over the base+275 bp
Simple margin+75 bp
How the coupon is calculated. Coupon rate = the CBR key rate on the coupon fixing date + a margin of +275 bp. Reset monthly; the coupon is known at the start of each period.
Issuer credit qualitycredit risk and the issuer's debt on the exchange
Credit risk
Low
issuer rating AAA · ACRA
Default probability
≈ 0.02%
per year, by issuer rating
Issuer debt on the exchange
445.5 bn ₽
14 issues
Due within a year
28%
of exchange debt, maturities and puts
Cost of debt
15.45%
market 15.31%
Group, IFRS
| 2025, actual | 2026, forecast | |
|---|---|---|
| Revenue | 664 | 770 |
| EBITDA | 220 | 260 |
| Net profit | 114 | 150 |
| Net debt / EBITDA | — | 2.8× |
RUB bn. The forecast is a FairValue estimate, not the issuer's reporting. Full financials are on the HYDR share page
Issuer debt maturities by year
202660.5 bn
202765.0 bn
2028155.0 bn
2029150.0 bn
203015.0 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
Coupon16.75% a year · Key rate · 12 payments/yr
Coupon, ₽—
Par1 000 ₽
Maturity09.12.2026 · 0.1 y
Issue
Listing level2
Issue size20.5 bn ₽
Lot1 units
Buying now
Order book100.17 / 100.23%spread 0.06% (≈52 bp of yield)
Cost of entry≈ 30 ₽ per 100,000 ₽ · quote 27.10 20:00
Accrued interest, ₽8.26
Trades today105 · turnover 18.3 mn ₽
Yields
After-tax yield12.67% / 12.13% 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).