ВЭБ1P-28

Yield to maturity

• Denomination: 1000 ₽
• Price % of denomination: 98.73 %
• NKD: 18.34 ₽
• Yield to maturity: 9.73%
• Coupon yield: 7.97%
• Profitability coupon from current price: 8.07%
• Current yield on coupons with reinvestment: 8.24%
• Coupon: 39.74 ₽
• Coupon once of year: 2.01

Credit rating

• Credit rating Акра:
  AAA(RU)

Grade

• Quality: 1.33/10
  BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3
• Liquidity index: -37.91/10
  Li = (Lbasei - min(Lbase)) / (max(Lbase) - (min(Lbase))
  Lbasei = (𝑉𝑖 / 𝑉)^2, where
  Li - final value of the liquidity index
  𝑉𝑖 - average daily trading volume for the i-th instrument for the previous 30 trading days
  𝑉 - average daily trading volume for all instruments for the previous 30 trading days
  Li = (0 - 0.8973) / (1.13 - 0.8973)