Corporate · RU000A10EPU6
AUTOASSISTANS 001P-01
RU000A10EPU6
27.20%
yield to maturity
fair-74 bp
Price
100.37%
1 007 ₽ with accrued interest
Coupon
24.50%
12×/yr
Maturity
11.03.2029
term 2.4 y
Duration
1.8 y
price −1.4% per +1 pp of rate
Premium over OFZ
+1245 bp
over OFZ 14.74% at 1.82 yr
Credit risk
BB+
NCR · high
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
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If rates change: duration, convexity, stress
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Stress on the rate
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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).
Expected income and buffer · for the year
Over the key rate+1320 bp
Roll-down (year)+0.57%
Expected income+27.77%
Safety buffer+1944 bp
Cash flows
| Date | Coupon, ₽ | Principal, ₽ | Total, ₽ |
|---|
Coupon payments and principal repayment by date for one bond. On the chart, each bar is a year's total: the coupon is paid 12 times a year, and the bar adds up all of that year's payments.
Issuer credit qualitycredit risk and the issuer's debt on the exchange
Credit risk
High
issuer rating BB+ · NCR
Default probability
≈ 2%
per year, by issuer rating
Issuer debt on the exchange
392.9 mn ₽
2 issues
Due within a year
4%
of exchange debt, maturities and puts
Cost of debt
24.44%
market 27.42%
Risk-adjusted yield
25.39%
without the adjustment — 27.20%: expected default losses reduce the yield by 181 bp (1 bp = 0.01 pp)
The probability of default is 2% a year: the historical average for this rating. In a default, holders recover 30% of face value on average.
What the spread over OFZ is made of
Expected loss 181 bp
Exit cost 0 bp
Risk premium 1064 bp
FairValue score
Attractiveness score50/100
How the score is built
Cheap vs norm
61
weight 15%
Cheap vs group
36
weight 15%
Safety buffer
82
weight 25%
Liquidity
48
weight 25%
Credit quality
13
weight 20%
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History and alternativewhat the bond returned in the past and a comparison with a deposit
A bond or a deposit?
This bond
27.2%
the rate is fixed for 2.4 y
Deposit
13.1%
top-10 banks, decade 2 of October 2026
Liquidity fund
13.6%
floats with the CBR key rate
The yield is 14.1 pp above the deposit rate, and that difference is payment for the issuer's credit risk: a deposit is insured by the DIA (up to 1.4m ₽), a liquidity fund invests in short risk-free instruments, and a bond can default. The issue's credit assessment is in the credit risk traffic light above.
A pre-tax comparison. Bond coupons are taxed at 13% personal income tax — see the “After-tax yield” row in the bond parameters (≈ 23.3%). Deposit interest is taxed above a tax-free allowance; a liquidity fund qualifies for the long-term holding relief after 3 years.
Issue parametersterms, buying now, yields and spreads
Terms
Coupon24.50% a year · 12 payments/yr
Coupon, ₽20.14
Par1 000 ₽
Maturity11.03.2029 · 2.4 y
Issue
Listing level3
Issue size376.3 mn ₽
Lot1 units
Buying now
Order book100.35 / 100.37%spread 0.02% (≈1 bp of yield)
Cost of entry≈ 10 ₽ per 100,000 ₽ · quote 27.10 20:00
Accrued interest, ₽3.35 as of 28.10.2026
Average daily turnover2.4 mn ₽
Trades today127 · turnover 1.8 mn ₽
Yields
Current yield24.41%
Simple yield24.18%
After-tax yield23.26% / 22.67% at 15%
Spreads and valuation
Z-spread over OFZ+1226 bp
Spread over swaps (I)+1279 bp
Z-spread over swaps+1269 bp
Peer assessmentFair -74 bp
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).