FX / eurobonds · RU000A10C0X3

En+Hydro 001PC-07

RU000A10C0X3 · the issuer's yield curve

Fixed

9.02%

yield to maturity

Price 99.73% 1 003 CNY with accrued interest

Coupon 8.25% 12×/yr

Maturity 29.06.2027 term 0.7 y

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

Premium over replacement bonds +221 bp OFZ in CNY

Credit risk ruAA- Expert RA · low

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

Investment amount, CNY Or quantity, units Broker fee, % Purchase price, % Yield to maturity, % Premium over replacement bonds, bp

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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, CNY	Principal, CNY	Total, CNY

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

Issuer debt on the exchange 140.06 bn ₽ 1 issue, plus 6 in foreign currency

Due within a year 88% of exchange debt, maturities and puts

Cost of rouble debt 19.00% average coupon of the issues

Issuer debt maturities by year

202620.3 bn

2027102.9 bn

202816.9 bn

in roublesin FX, at the Bank of Russia rate

Issues with a put are assigned to the put date rather than to maturity. All of the issuer's bonds are in the section “Issuer curve”.

Risk-adjusted yield

8.97%

without the adjustment — 9.02%: expected default losses reduce the yield by 5 bp (1 bp = 0.01 pp)

The probability of default is 0.07% a year: the historical average for this rating. In a default, holders recover 30% of face value on average.

What the spread over replacement bonds is made of

Expected loss 5 bp Exit cost 38 bp Risk premium 178 bp

Peersthe issuer's other bonds and similar bonds of other issuers

Issuer curve

3 issues. This bond is richer than its own curve (yield lower by 15 bp)

duration, years → ● this bond · yield, % ↑

Similar issues

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

METALLOINVEST 001P-02

matures 09.2027 · AA

8.14%

Cherkizovo Group BO-002P-01

Rusbond Fertilizers 001P-01

matures 07.2031 · AA-

8.97%

Metalloinvest 001P-12

Compare with another bond

Whether to swap En+Hydro 001PC-07 for another issue - we compare yield (including after tax), credit risk, duration and liquidity

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En+Hydro 001PC-07 and peers: yield × term

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Historywhat the bond returned in the past

Issue parametersterms, buying now, yields and spreads

Terms

Coupon8.25% a year · 12 payments/yr

Coupon, CNY6.78

Par1 000 CNY

Maturity29.06.2027 · 0.7 y

Issue

Listing level3

Issue size1.95 bn CNY

Lot1 units

Buying now

Order book99.50 / 100.00%spread 0.495% (≈76 bp of yield)

Cost of entry≈ 248 ₽ per 100,000 ₽ · quote 27.10 20:00

Accrued interest, CNY5.87 as of 28.10.2026

Average daily turnover3.5 mn ₽

Trades today15 · turnover 841.9 k ₽

Yields

Current yield8.27%

Simple yield8.63%

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).