Corporate · RU000A10AZF4

KLVZ KRISTALL 001P-03

RU000A10AZF4

Floater Amortisation Past technical default

—

the yield is not a market one

Price 85.30% 858 ₽ with accrued interest

Coupon 21.00% Key rate

Maturity 12.02.2028 term 1.3 y

Duration 0.8 y coupon tracks the rate

Daily turnover 42.9 k ₽ 30-day average

Credit risk BB- NCR · 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

The yield on this bond is not a market one — the price is not a market one (a deep discount/distress or a stale quote). The calculation below uses the market price and is for reference only: the yield in it is the same artefact number that the card above does not display.

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—

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 rate21.00%

Premium over the base+700 bp

Simple margin—

How the coupon is calculated. Coupon rate = the CBR key rate on the coupon fixing date + a margin of +700 bp. Reset monthly; the coupon is known at the start of each period.

Coupon scenario Flat · Implied

Credit quality and peersissuer credit risk and similar bonds

Similar issues

Other issuers' bonds with a floating coupon, close in maturity and rating

YeniseiAgroSoyuz BO 001P-01

matures 01.2029 · BB

19.75%

Credit risk

High

issuer rating BB- · NCR

Default probability≈ 5.50% a year

Issuer debt on the exchange842.7 mn ₽ 4 issues

Due within a year0%

Cost of debt24.65% market 52.35%

The issuer has had a technical default - a payment was late and was made afterwards. MOEX applies this flag to every issue of such an issuer, so it refers to its payment discipline rather than to this particular bond. Formally the issue is outstanding; look at the issuer's overall debt burden.

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Whether to swap KLVZ KRISTALL 001P-03 for another issue - we compare yield (including after tax), credit risk, duration and liquidity

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KLVZ KRISTALL 001P-03 and peers: yield × term

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Historywhat the bond returned in the past

Issue parametersterms, buying now, yields and spreads

Terms

Coupon21.00% a year · Key rate · 12 payments/yr

Coupon, ₽—

Par1 000 ₽

Maturity12.02.2028 · 1.3 y

Issue

Listing level3

Issue size42.7 mn ₽

Lot1 units

Buying now

Order book83.00 / 85.30%spread 2.3% (≈282 bp of yield)

Cost of entry≈ 1 367 ₽ per 100,000 ₽ · quote 27.10 20:00

Accrued interest, ₽4.60

Trades today3 · turnover 20.5 k ₽

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).