All Moscow Exchange bonds in one table: yield, coupon, duration, premium over OFZ and rating-relative valuation.
| Bond | Type | Score | Yield YTM The calculated annual return if you buy at the current price, hold to maturity and reinvest the coupons at the same rate. More in the glossary | Coupon Coupon The regular payment an issuer makes to a bondholder - usually quarterly or semi-annually. It is quoted as a percentage of par, not of the purchase price. More in the glossary | Duration Duration Macaulay duration - the weighted average time until the issue's payments arrive, in years; that is what the tables show. Price sensitivity to rates is measured by modified duration = Macaulay / (1 + yield). More in the glossary | G-spread | I-spread | Assessment | Maturity | Price,% | Price, ₽ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
OFZ
fixed
|
61 | 16.57% after tax 14.4% buffer +369 bp |
12.00% 2×/yr |
5.3 y | — | — | — | 26.09.2035 in 8.9 y |
81.57 | 823 ₽ | Open the issue → | |
|
OFZ
fixed
|
61 | 16.35% after tax 14.2% buffer +417 bp |
12.50% 2×/yr |
4.7 y | — | — | — | 12.10.2033 in 7.0 y |
86.61 | 869 ₽ | Open the issue → | |
|
OFZ
fixed
|
60 | 16.58% after tax 14.4% buffer +315 bp |
13.00% 2×/yr |
6.2 y | — | — | — | 03.10.2040 in 13.9 y |
83.70 | 839 ₽ | Open the issue → | |
|
OFZ
fixed
|
61 | 16.48% after tax 14.2% buffer +330 bp |
12.25% 2×/yr |
5.9 y | — | — | — | 16.05.2040 in 13.6 y |
80.14 | 851 ₽ | Open the issue → | |
|
OFZ
floater
|
— | 13.96% margin +37 bp |
13.96% 4×/yr |
2.0 y | — | — | — | 18.10.2028 in 2.0 y |
99.37 | 996 ₽ | Open the issue → | |
|
OFZ
fixed
|
62 | 15.69% after tax 13.8% buffer +497 bp |
5.90% 2×/yr |
3.8 y | — | — | — | 12.03.2031 in 4.4 y |
71.25 | 719 ₽ | Open the issue → | |
|
OFZ
fixed
|
60 | 16.58% after tax 14.4% buffer +331 bp |
13.00% 2×/yr |
5.9 y | — | — | — | 06.10.2038 in 11.9 y |
84.49 | 847 ₽ | Open the issue → | |
|
OFZ
fixed
|
62 | 15.52% after tax 13.5% buffer +586 bp |
9.50% 2×/yr |
3.2 y | — | — | — | 28.08.2030 in 3.8 y |
84.45 | 859 ₽ | Open the issue → | |
|
OFZ
fixed
|
60 | 16.52% after tax 14.3% buffer +340 bp |
12.25% 2×/yr |
5.7 y | — | — | — | 11.05.2039 in 12.5 y |
80.44 | 856 ₽ | Open the issue → | |
|
OFZ
fixed
|
60 | 15.99% after tax 14.0% buffer +273 bp |
7.10% 2×/yr |
6.8 y | — | — | — | 15.05.2041 in 14.6 y |
52.31 | 552 ₽ | Open the issue → | |
|
OFZ
fixed
|
60 | 16.58% after tax 14.4% buffer +362 bp |
12.00% 2×/yr |
5.4 y | — | — | — | 12.03.2036 in 9.4 y |
81.12 | 823 ₽ | Open the issue → | |
|
OFZ
fixed
|
62 | 15.90% after tax 13.7% buffer +471 bp |
11.00% 2×/yr |
4.0 y | — | — | — | 16.06.2032 in 5.6 y |
84.04 | 878 ₽ | Open the issue → | |
|
OFZ
fixed
|
60 | 16.57% after tax 14.3% buffer +356 bp |
12.00% 2×/yr |
5.5 y | — | — | — | 10.06.2037 in 10.6 y |
80.10 | 842 ₽ | Open the issue → | |
|
FX
fixed
replacement
|
— | 9.46% | 5.63% 2×/yr |
9.4 y | — | — | — | 04.04.2042 in 15.4 y |
70.50 | 141 750 USD | Open the issue → | |
|
OFZ
fixed
|
— | 13.88% after tax 11.0% |
8.15% 2×/yr |
0.3 y | — | -21 bp | — | 03.02.2027 in 0.3 y |
98.62 | 1 005 ₽ | Open the issue → | |
|
OFZ
floater
|
— | 14.03% margin +5 bp |
14.03% 4×/yr |
0.9 y | — | — | — | 22.09.2027 in 0.9 y |
99.94 | 1 013 ₽ | Open the issue → | |
|
OFZ
floater
|
— | 14.28% margin +101 bp |
14.28% 4×/yr |
5.2 y | — | — | — | 11.09.2036 in 9.9 y |
94.85 | 967 ₽ | Open the issue → | |
|
OFZ
fixed
|
60 | 15.75% after tax 13.9% buffer +306 bp |
6.10% 2×/yr |
6.0 y | — | — | — | 18.07.2035 in 8.7 y |
56.86 | 584 ₽ | Open the issue → | |
|
OFZ
floater
|
— | 14.03% margin not calculated |
14.03% 4×/yr |
0.2 y | — | — | — | 23.12.2026 in 0.2 y |
100.00 | 1 013 ₽ | Open the issue → | |
|
OFZ
fixed
|
62 | 15.47% after tax 13.5% buffer +469 bp |
8.50% 2×/yr |
3.9 y | — | — | — | 17.09.2031 in 4.9 y |
78.26 | 791 ₽ | Open the issue → | |
|
Corp.
fixed
|
61 | 15.23% after tax 13.0% buffer +1267 bp |
14.85% 12×/yr |
1.4 y | +81 bp z -0.5 |
+84 bp | fair | 03.06.2028 in 1.6 y |
100.85 | 1 015 ₽ | Open the issue → | |
|
OFZ
fixed
|
61 | 16.42% after tax 14.3% buffer +400 bp |
11.25% 2×/yr |
4.9 y | — | — | — | 15.03.2034 in 7.4 y |
80.58 | 817 ₽ | Open the issue → | |
|
OFZ
fixed
|
69 | 14.50% after tax 12.4% buffer +1169 bp |
5.70% 2×/yr |
1.5 y | — | +11 bp | — | 17.05.2028 in 1.6 y |
88.74 | 913 ₽ | Open the issue → | |
|
OFZ
floater
|
— | 14.16% margin +119 bp |
14.16% 4×/yr |
15.8 y | — | — | — | 29.07.2042 in 15.8 y |
92.90 | 964 ₽ | Open the issue → | |
|
OFZ
fixed
|
60 | 15.97% after tax 14.1% buffer +302 bp |
7.00% 2×/yr |
6.2 y | — | — | — | 30.07.2036 in 9.8 y |
58.31 | 598 ₽ | Open the issue → | |
|
OFZ
fixed
|
60 | 16.47% after tax 14.3% buffer +329 bp |
9.80% 2×/yr |
5.9 y | — | — | — | 19.05.2038 in 11.6 y |
68.39 | 723 ₽ | Open the issue → | |
|
OFZ
fixed
|
60 | 16.14% after tax 14.2% buffer +282 bp |
7.70% 2×/yr |
6.7 y | — | — | — | 16.03.2039 in 12.4 y |
57.45 | 580 ₽ | Open the issue → | |
|
OFZ
floater
|
— | 15.63% margin not calculated |
15.63% 2×/yr |
0.3 y | — | — | — | 03.03.2027 in 0.3 y |
100.34 | 1 027 ₽ | Open the issue → | |
|
OFZ
fixed
|
63 | 15.29% after tax 13.4% buffer +607 bp |
7.65% 2×/yr |
3.0 y | — | — | — | 10.04.2030 in 3.5 y |
81.31 | 816 ₽ | Open the issue → | |
|
OFZ
fixed
|
63 | 14.86% after tax 12.9% buffer +715 bp |
9.00% 2×/yr |
2.5 y | — | — | — | 29.08.2029 in 2.8 y |
87.86 | 892 ₽ | Open the issue → | |
|
Corp.
linker
|
— | 1.94% real |
1.85% 2×/yr |
2.6 y | — | — | — | 16.06.2029 in 2.6 y |
99.79 | 1 072 ₽ | Open the issue → | |
|
Corp.
fixed
|
58 | 15.16% after tax 13.0% buffer +1120 bp |
14.20% 12×/yr |
1.6 y | +57 bp z -0.2 |
+76 bp | fair | 29.08.2028 in 1.8 y |
100.00 | 1 007 ₽ | Open the issue → | |
|
Corp.
fixed
amort.
|
— | 17.39% after tax 15.0% to the put |
15.80% 12×/yr |
0.8 y | +355 bp | — | — | 26.06.2035 in 8.7 y |
99.72 | 861 ₽ | Open the issue → | |
|
OFZ
floater
|
— | 14.21% margin +107 bp |
14.21% 4×/yr |
5.8 y | — | — | — | 22.10.2039 in 13.0 y |
93.94 | 942 ₽ | Open the issue → | |
|
OFZ
fixed
|
63 | 14.87% after tax 12.9% buffer +814 bp |
6.70% 2×/yr |
2.2 y | — | — | — | 14.03.2029 in 2.4 y |
85.01 | 858 ₽ | Open the issue → | |
|
Corp.
fixed
|
63 | 15.61% after tax 13.5% buffer +957 bp |
13.95% 12×/yr |
2.0 y | +76 bp z +0.9 |
+119 bp | fair | 11.02.2029 in 2.3 y |
98.76 | 989 ₽ | Open the issue → | |
|
OFZ
fixed
|
63 | 14.89% after tax 12.8% buffer +781 bp |
6.90% 2×/yr |
2.3 y | — | — | — | 23.05.2029 in 2.6 y |
84.39 | 873 ₽ | Open the issue → | |
|
Corp.
floater
|
— | Key rate margin +140 bp |
— | 2.3 y | — | — | — | 02.09.2029 in 2.8 y |
100.24 | 1 007 ₽ | Open the issue → | |
|
OFZ
fixed
|
60 | 15.91% after tax 13.8% buffer +439 bp |
9.50% 2×/yr |
4.3 y | — | — | — | 17.11.2032 in 6.1 y |
77.52 | 815 ₽ | Open the issue → | |
|
OFZ
fixed
|
72 | 14.05% after tax 12.0% buffer +1383 bp |
7.05% 2×/yr |
1.2 y | — | -33 bp | — | 19.01.2028 in 1.2 y |
92.80 | 947 ₽ | Open the issue → |
OF
SBER51
VEB.RF PB
SIBUR Holding 001
Gazprom Neft 005