Corporate · RU000A10AFT7

ER-Telekom Holding PBO-02-07

RU000A10AFT7

Floater

19.58%

yield under the scenario (implied)

Price 100.30% 1 010 ₽ with accrued interest

Coupon 20.00% Key rate

Maturity 14.12.2026 term 0.1 y

Duration 0.1 y coupon tracks the rate

Daily turnover 128.2 k ₽ 30-day average

Credit risk ruA- Expert RA · 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

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 rate20.00%

Premium over the base+600 bp

Simple margin+367 bp

How the coupon is calculated. Coupon rate = the CBR key rate on the coupon fixing date + a margin of +600 bp. Reset monthly; the coupon is known at the start of each period.

Coupon scenario Flat · Implied

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

Credit risk

Low

issuer rating A- · Expert RA

Default probability≈ 0.25% a year

Issuer debt on the exchange44.7 bn ₽ 6 issues

Due within a year45%

Cost of debt16.51% market 16.32%

Issuer debt maturities by year

20261.2 bn

202719.0 bn

202824.5 bn

Issues with a put are assigned to the put date rather than to maturity.

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Compare with another bond

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Historywhat the bond returned in the past

Issue parametersterms, buying now, yields and spreads

Terms

Coupon20.00% a year · Key rate · 12 payments/yr

Coupon, ₽—

Par1 000 ₽

Maturity14.12.2026 · 0.1 y

Issue

Listing level2

Issue size1.2 bn ₽

Lot1 units

Buying now

Order book100.31 / 100.48%spread 0.17% (≈132 bp of yield)

Cost of entry≈ 85 ₽ per 100,000 ₽ · quote 27.10 20:00

Accrued interest, ₽7.12

Trades today59 · turnover 1.4 mn ₽

Yields

After-tax yield15.67% / 15.08% 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).