ОФЗ 26228

Yield to maturity

• Denomination: 1000 ₽
• Price % of denomination: 78.45 %
• NKD: 17.82 ₽
• Yield to maturity: 14.79%
• Coupon yield: 7.65%
• Profitability coupon from current price: 9.75%
• Current yield on coupons with reinvestment: 9.99%
• Coupon: 38.15 ₽
• Coupon once of year: 2.01

Credit rating

• Credit rating Эксперт:
  ruAAA

Grade

• Quality: 10/10
  BQ = (R(ROE) + R(NetDebt/Equity) + R(Earnings variability)) / 3
• Liquidity index: 10/10
  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 = (1.59 - 0.8852) / (1.13 - 0.8852)