OFZ · RU000A1028D5

OFZ-PK 29017

RU000A1028D5

Floater

16.21%

yield under the scenario (implied)

Price 97.22% 994 ₽ with accrued interest

Coupon 14.07% RUONIA

Maturity 25.08.2032 term 5.8 y

Duration 5.8 y coupon tracks the rate

Daily turnover 35.2 mn ₽ 30-day average

Credit risk Government bond sovereign

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

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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 baseRUONIA · 14.04%

Current coupon rate14.07%

Premium over the base0 bp

Simple margin+48 bp

How the coupon is calculated. Coupon rate = the arithmetic average of RUONIA rates over the current coupon period, shifted back by 7 days (a lag). Paid quarterly. The rate floats: the final value for the period is known only by its end.

Coupon scenario Flat · Implied

Peersthe OFZ curve and issues with a similar maturity

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Government debtMinistry of Finance debt on the exchange and redemptions by year

Government debt on the exchange

Circulating39.74 tn ₽ 83 issues

Of which in foreign currency3.96 tn ₽ 25 issues · CNY, EUR, USD

Due within a year5%

Cost of rouble debt10.87% market 15.37%

Government debt maturities by year

2026155.1 bn

20271.8 tn

20282.1 tn

20292.7 tn

20302.6 tn

20312.4 tn

20322.9 tn

20332.8 tn

in roublesin FX, at the Bank of Russia rate

From 2034 onwards — another 22.3 tn ₽.

Historywhat the bond returned in the past

Issue parametersterms, buying now, yields and spreads

Terms

Coupon14.07% a year · RUONIA · 4 payments/yr

Coupon, ₽—

Par1 000 ₽

Maturity25.08.2032 · 5.8 y

Issue

Listing level1

Issue size350.61 bn ₽

Lot1 units

Buying now

Order book97.22 / 97.42%spread 0.203% (≈3 bp of yield)

Cost of entry≈ 104 ₽ per 100,000 ₽ · quote 27.10 20:00

Accrued interest, ₽21.54

Trades today75 · turnover 32.4 mn ₽

Yields

After-tax yield13.95% / 13.61% at 15%

- with the long-term holding relief (3+ years)14.00%

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).