Corporate · RU000A10ATW2

Baltic Leasing BO-P15

RU000A10ATW2

Fixed Amortisation

86.17%

yield to maturity

Price 79.77% 602 ₽ with accrued interest

Coupon 23.70% 12×/yr

Maturity 13.02.2028 term 1.3 y

Duration 0.6 y price −0.3% per +1 pp of rate

Daily turnover 16.2 mn ₽ 30-day average

Credit risk ruAA- Expert RA · low

Price and yieldhow the bond has traded

Bond price, % of par

Incomewhat your investment will earn and when payments arrive

Yield calculator

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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, ₽	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 Low issuer rating AA- · Expert RA

Default probability ≈ 0.07% per year, by issuer rating

Risk-adjusted yield 86.09% −8 bp for expected losses

Issuer debt on the exchange 68.89 bn ₽ 16 issues

Due within a year 59% of exchange debt, maturities and puts

Cost of debt 17.79% market 75.75%

Issuer debt maturities by year

202611.9 bn

202728.8 bn

202824.7 bn

20293.4 bn

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

FairValue score

Stress riskhigh 100/100

yield 86.2% - above the market norm+35

price 79.8% of par - the market prices repayment below par+25

price over the month -14.3%+20

price range over the month 9.0% - unstable quote+15

issuer's balance sheet weakened over the year: Altman Z″ -1.1+5

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Compare with another bond

Whether to swap Baltic Leasing BO-P15 for another issue - we compare yield (including after tax), credit risk, duration and liquidity

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Baltic Leasing BO-P15 and peers: yield × term

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Historywhat the bond returned in the past

Issue parametersterms, buying now, yields and spreads

Terms

Coupon23.70% a year · 12 payments/yr

Coupon, ₽14.61

Par750 ₽

Maturity13.02.2028 · 1.3 y

Issue

Listing level2

Issue size4.5 bn ₽

Lot1 units

Buying now

Order book79.75 / 79.77%spread 0.02% (≈4 bp of yield)

Cost of entry≈ 13 ₽ per 100,000 ₽ · quote 27.10 20:00

Accrued interest, ₽3.40 as of 28.10.2026

Trades today1170 · turnover 17.2 mn ₽

Yields

Current yield29.71%

Simple yield34.94%

After-tax yield74.49% / 72.70% at 15%

Spreads and valuation

Spreadsnot shown

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).