Ovanex Финанс

OFZ-PD: Duration vs Yield

Простая кривая по рублевым ОФЗ-ПД с фиксированным купоном. Флоатеры, линкеры, амортизируемые выпуски, валютные ОФЗ и структурные ноты исключены. Duration рассчитана приблизительно как modified duration по YTM MOEX.

Current snapshot: 2026-11-13 · 30 выпусков
Week-ago snapshot: 2026-11-06 · 30 выпусков
Month-ago snapshot: 2026-10-16 · 30 выпусков
YTD baseline: 2025-12-30 · 2025 year-end baseline · 30 выпусков
2026-11-13
2026-11-06, week ago
2026-10-16, one month ago
2025-12-30, 2025 year-end baseline
12.5% 13.5% 14.5% 15.5% 16.5% 17.5% 0.2 1.4 2.5 3.7 4.9 6.0 7.2 Modified duration, years Yield, % ОФЗ 26207 | 2025-12-30 | dur 1.00 | yield 13.26% | mat 2027-02-03 ОФЗ 26232 | 2025-12-30 | dur 1.58 | yield 14.31% | mat 2027-10-06 ОФЗ 26212 | 2025-12-30 | dur 1.81 | yield 14.15% | mat 2028-01-19 ОФЗ 26236 | 2025-12-30 | dur 2.10 | yield 14.01% | mat 2028-05-17 ОФЗ 26237 | 2025-12-30 | dur 2.70 | yield 14.28% | mat 2029-03-14 ОФЗ 26224 | 2025-12-30 | dur 2.84 | yield 14.20% | mat 2029-05-23 ОФЗ 26242 | 2025-12-30 | dur 2.94 | yield 14.26% | mat 2029-08-29 ОФЗ 26228 | 2025-12-30 | dur 3.41 | yield 13.63% | mat 2030-04-10 ОФЗ 26251 | 2025-12-30 | dur 3.51 | yield 14.78% | mat 2030-08-28 ОФЗ 26235 | 2025-12-30 | dur 4.10 | yield 14.07% | mat 2031-03-12 ОФЗ 26239 | 2025-12-30 | dur 4.20 | yield 14.45% | mat 2031-07-23 ОФЗ 26218 | 2025-12-30 | dur 4.16 | yield 14.34% | mat 2031-09-17 ОФЗ 26249 | 2025-12-30 | dur 4.30 | yield 14.89% | mat 2032-06-16 ОФЗ 26241 | 2025-12-30 | dur 4.63 | yield 14.40% | mat 2032-11-17 ОФЗ 26221 | 2025-12-30 | dur 4.95 | yield 14.46% | mat 2033-03-23 ОФЗ 26252 | 2025-12-30 | dur 4.67 | yield 14.91% | mat 2033-10-12 ОФЗ 26244 | 2025-12-30 | dur 4.96 | yield 14.34% | mat 2034-03-15 ОФЗ 26225 | 2025-12-30 | dur 5.48 | yield 14.34% | mat 2034-05-10 ОФЗ 26233 | 2025-12-30 | dur 6.07 | yield 14.37% | mat 2035-07-18 ОФЗ 26245 | 2025-12-30 | dur 5.29 | yield 14.79% | mat 2035-09-26 ОФЗ 26246 | 2025-12-30 | dur 5.41 | yield 14.66% | mat 2036-03-12 ОФЗ 26240 | 2025-12-30 | dur 6.22 | yield 14.22% | mat 2036-07-30 ОФЗ 26250 | 2025-12-30 | dur 5.67 | yield 14.76% | mat 2037-06-10 ОФЗ 26243 | 2025-12-30 | dur 6.11 | yield 14.61% | mat 2038-05-19 ОФЗ 26253 | 2025-12-30 | dur 5.82 | yield 14.67% | mat 2038-10-06 ОФЗ 26230 | 2025-12-30 | dur 6.65 | yield 14.16% | mat 2039-03-16 ОФЗ 26247 | 2025-12-30 | dur 6.00 | yield 14.57% | mat 2039-05-11 ОФЗ 26248 | 2025-12-30 | dur 6.17 | yield 14.41% | mat 2040-05-16 ОФЗ 26254 | 2025-12-30 | dur 6.12 | yield 14.56% | mat 2040-10-03 ОФЗ 26238 | 2025-12-30 | dur 7.17 | yield 13.80% | mat 2041-05-15 ОФЗ 26207 | 2026-11-06 | dur 0.23 | yield 13.81% | mat 2027-02-03 ОФЗ 26232 | 2026-11-06 | dur 0.84 | yield 13.79% | mat 2027-10-06 ОФЗ 26212 | 2026-11-06 | dur 1.09 | yield 14.25% | mat 2028-01-19 ОФЗ 26236 | 2026-11-06 | dur 1.38 | yield 14.78% | mat 2028-05-17 ОФЗ 26237 | 2026-11-06 | dur 2.04 | yield 14.97% | mat 2029-03-14 ОФЗ 26224 | 2026-11-06 | dur 2.19 | yield 14.97% | mat 2029-05-23 ОФЗ 26242 | 2026-11-06 | dur 2.34 | yield 15.04% | mat 2029-08-29 ОФЗ 26228 | 2026-11-06 | dur 2.81 | yield 15.42% | mat 2030-04-10 ОФЗ 26251 | 2026-11-06 | dur 2.98 | yield 15.56% | mat 2030-08-28 ОФЗ 26235 | 2026-11-06 | dur 3.51 | yield 15.65% | mat 2031-03-12 ОФЗ 26239 | 2026-11-06 | dur 3.67 | yield 15.43% | mat 2031-07-23 ОФЗ 26218 | 2026-11-06 | dur 3.66 | yield 15.63% | mat 2031-09-17 ОФЗ 26249 | 2026-11-06 | dur 3.85 | yield 16.00% | mat 2032-06-16 ОФЗ 26241 | 2026-11-06 | dur 4.15 | yield 15.93% | mat 2032-11-17 ОФЗ 26221 | 2026-11-06 | dur 4.47 | yield 16.00% | mat 2033-03-23 ОФЗ 26252 | 2026-11-06 | dur 4.27 | yield 16.43% | mat 2033-10-12 ОФЗ 26244 | 2026-11-06 | dur 4.50 | yield 16.48% | mat 2034-03-15 ОФЗ 26225 | 2026-11-06 | dur 4.94 | yield 16.39% | mat 2034-05-10 ОФЗ 26233 | 2026-11-06 | dur 5.60 | yield 16.07% | mat 2035-07-18 ОФЗ 26245 | 2026-11-06 | dur 4.85 | yield 16.75% | mat 2035-09-26 ОФЗ 26246 | 2026-11-06 | dur 4.96 | yield 16.74% | mat 2036-03-12 ОФЗ 26240 | 2026-11-06 | dur 5.73 | yield 16.17% | mat 2036-07-30 ОФЗ 26250 | 2026-11-06 | dur 5.20 | yield 16.73% | mat 2037-06-10 ОФЗ 26243 | 2026-11-06 | dur 5.56 | yield 16.74% | mat 2038-05-19 ОФЗ 26253 | 2026-11-06 | dur 5.33 | yield 16.76% | mat 2038-10-06 ОФЗ 26230 | 2026-11-06 | dur 6.07 | yield 16.39% | mat 2039-03-16 ОФЗ 26247 | 2026-11-06 | dur 5.46 | yield 16.71% | mat 2039-05-11 ОФЗ 26248 | 2026-11-06 | dur 5.57 | yield 16.69% | mat 2040-05-16 ОФЗ 26254 | 2026-11-06 | dur 5.56 | yield 16.73% | mat 2040-10-03 ОФЗ 26238 | 2026-11-06 | dur 6.40 | yield 16.22% | mat 2041-05-15 ОФЗ 26207 | 2026-10-16 | dur 0.28 | yield 12.95% | mat 2027-02-03 ОФЗ 26232 | 2026-10-16 | dur 0.90 | yield 13.28% | mat 2027-10-06 ОФЗ 26212 | 2026-10-16 | dur 1.14 | yield 14.02% | mat 2028-01-19 ОФЗ 26236 | 2026-10-16 | dur 1.43 | yield 14.65% | mat 2028-05-17 ОФЗ 26237 | 2026-10-16 | dur 2.09 | yield 14.86% | mat 2029-03-14 ОФЗ 26224 | 2026-10-16 | dur 2.23 | yield 14.91% | mat 2029-05-23 ОФЗ 26242 | 2026-10-16 | dur 2.39 | yield 14.96% | mat 2029-08-29 ОФЗ 26228 | 2026-10-16 | dur 2.85 | yield 15.40% | mat 2030-04-10 ОФЗ 26251 | 2026-10-16 | dur 3.02 | yield 15.65% | mat 2030-08-28 ОФЗ 26235 | 2026-10-16 | dur 3.55 | yield 15.63% | mat 2031-03-12 ОФЗ 26239 | 2026-10-16 | dur 3.70 | yield 15.60% | mat 2031-07-23 ОФЗ 26218 | 2026-10-16 | dur 3.69 | yield 15.73% | mat 2031-09-17 ОФЗ 26249 | 2026-10-16 | dur 3.88 | yield 16.10% | mat 2032-06-16 ОФЗ 26241 | 2026-10-16 | dur 4.16 | yield 16.09% | mat 2032-11-17 ОФЗ 26221 | 2026-10-16 | dur 4.50 | yield 16.04% | mat 2033-03-23 ОФЗ 26252 | 2026-10-16 | dur 4.28 | yield 16.57% | mat 2033-10-12 ОФЗ 26244 | 2026-10-16 | dur 4.51 | yield 16.56% | mat 2034-03-15 ОФЗ 26225 | 2026-10-16 | dur 4.97 | yield 16.43% | mat 2034-05-10 ОФЗ 26233 | 2026-10-16 | dur 5.63 | yield 15.98% | mat 2035-07-18 ОФЗ 26245 | 2026-10-16 | dur 4.88 | yield 16.68% | mat 2035-09-26 ОФЗ 26246 | 2026-10-16 | dur 4.98 | yield 16.66% | mat 2036-03-12 ОФЗ 26240 | 2026-10-16 | dur 5.73 | yield 16.28% | mat 2036-07-30 ОФЗ 26250 | 2026-10-16 | dur 5.22 | yield 16.68% | mat 2037-06-10 ОФЗ 26243 | 2026-10-16 | dur 5.59 | yield 16.66% | mat 2038-05-19 ОФЗ 26253 | 2026-10-16 | dur 5.35 | yield 16.68% | mat 2038-10-06 ОФЗ 26230 | 2026-10-16 | dur 6.07 | yield 16.47% | mat 2039-03-16 ОФЗ 26247 | 2026-10-16 | dur 5.47 | yield 16.69% | mat 2039-05-11 ОФЗ 26248 | 2026-10-16 | dur 5.59 | yield 16.64% | mat 2040-05-16 ОФЗ 26254 | 2026-10-16 | dur 5.58 | yield 16.68% | mat 2040-10-03 ОФЗ 26238 | 2026-10-16 | dur 6.39 | yield 16.27% | mat 2041-05-15 ОФЗ 26207 | dur 0.21 | yield 14.01% | mat 2027-02-03 ОФЗ 26232 | dur 0.83 | yield 13.50% | mat 2027-10-06 ОФЗ 26212 | dur 1.08 | yield 13.88% | mat 2028-01-19 ОФЗ 26236 | dur 1.36 | yield 14.58% | mat 2028-05-17 ОФЗ 26237 | dur 2.03 | yield 14.92% | mat 2029-03-14 ОФЗ 26224 | dur 2.17 | yield 14.93% | mat 2029-05-23 ОФЗ 26242 | dur 2.33 | yield 14.97% | mat 2029-08-29 ОФЗ 26228 | dur 2.80 | yield 15.35% | mat 2030-04-10 ОФЗ 26251 | dur 2.97 | yield 15.57% | mat 2030-08-28 ОФЗ 26235 | dur 3.49 | yield 15.70% | mat 2031-03-12 ОФЗ 26239 | dur 3.65 | yield 15.59% | mat 2031-07-23 ОФЗ 26218 | dur 3.64 | yield 15.76% | mat 2031-09-17 ОФЗ 26249 | dur 3.85 | yield 15.97% | mat 2032-06-16 ОФЗ 26241 | dur 4.14 | yield 15.83% | mat 2032-11-17 ОФЗ 26221 | dur 4.46 | yield 16.08% | mat 2033-03-23 ОФЗ 26252 | dur 4.27 | yield 16.39% | mat 2033-10-12 ОФЗ 26244 | dur 4.50 | yield 16.42% | mat 2034-03-15 ОФЗ 26225 | dur 4.98 | yield 16.39% | mat 2034-05-10 ОФЗ 26233 | dur 5.57 | yield 16.22% | mat 2035-07-18 ОФЗ 26245 | dur 4.84 | yield 16.76% | mat 2035-09-26 ОФЗ 26246 | dur 4.95 | yield 16.73% | mat 2036-03-12 ОФЗ 26240 | dur 5.71 | yield 16.27% | mat 2036-07-30 ОФЗ 26250 | dur 5.19 | yield 16.74% | mat 2037-06-10 ОФЗ 26243 | dur 5.56 | yield 16.71% | mat 2038-05-19 ОФЗ 26253 | dur 5.33 | yield 16.75% | mat 2038-10-06 ОФЗ 26230 | dur 6.07 | yield 16.39% | mat 2039-03-16 ОФЗ 26247 | dur 5.47 | yield 16.74% | mat 2039-05-11 ОФЗ 26248 | dur 5.57 | yield 16.69% | mat 2040-05-16 ОФЗ 26254 | dur 5.55 | yield 16.74% | mat 2040-10-03 ОФЗ 26238 | dur 6.39 | yield 16.23% | mat 2041-05-15

Curve Constituents

Ticker Name Maturity Years Coupon Price Yield Mod. duration
SU26207RMFS9 ОФЗ 26207 2027-02-03 0.23 8.15% 98.834 14.01% 0.21
SU26232RMFS7 ОФЗ 26232 2027-10-06 0.90 6.00% 94.117 13.50% 0.83
SU26212RMFS9 ОФЗ 26212 2028-01-19 1.18 7.05% 93.105 13.88% 1.08
SU26236RMFS8 ОФЗ 26236 2028-05-17 1.51 5.70% 88.839 14.58% 1.36
SU26237RMFS6 ОФЗ 26237 2029-03-14 2.33 6.70% 85.084 14.92% 2.03
SU26224RMFS4 ОФЗ 26224 2029-05-23 2.52 6.90% 84.488 14.93% 2.17
SU26242RMFS6 ОФЗ 26242 2029-08-29 2.79 9.00% 87.632 14.97% 2.33
SU26228RMFS5 ОФЗ 26228 2030-04-10 3.41 7.65% 81.384 15.35% 2.80
SU26251RMFS7 ОФЗ 26251 2030-08-28 3.79 9.50% 84.386 15.57% 2.97
SU26235RMFS0 ОФЗ 26235 2031-03-12 4.33 5.90% 71.440 15.70% 3.49
SU26239RMFS2 ОФЗ 26239 2031-07-23 4.69 6.90% 73.121 15.59% 3.65
SU26218RMFS6 ОФЗ 26218 2031-09-17 4.84 8.50% 77.590 15.76% 3.64
SU26249RMFS1 ОФЗ 26249 2032-06-16 5.59 11.00% 84.016 15.97% 3.85
SU26241RMFS8 ОФЗ 26241 2032-11-17 6.01 9.50% 77.784 15.83% 4.14
SU26221RMFS0 ОФЗ 26221 2033-03-23 6.36 7.70% 69.115 16.08% 4.46
SU26252RMFS5 ОФЗ 26252 2033-10-12 6.91 12.50% 86.594 16.39% 4.27
SU26244RMFS2 ОФЗ 26244 2034-03-15 7.34 11.25% 80.558 16.42% 4.50
SU26225RMFS1 ОФЗ 26225 2034-05-10 7.49 7.25% 63.386 16.39% 4.98
SU26233RMFS5 ОФЗ 26233 2035-07-18 8.68 6.10% 55.612 16.22% 5.57
SU26245RMFS9 ОФЗ 26245 2035-09-26 8.87 12.00% 80.962 16.76% 4.84
SU26246RMFS7 ОФЗ 26246 2036-03-12 9.33 12.00% 80.495 16.73% 4.95
SU26240RMFS0 ОФЗ 26240 2036-07-30 9.71 7.00% 57.609 16.27% 5.71
SU26250RMFS9 ОФЗ 26250 2037-06-10 10.57 12.00% 79.491 16.74% 5.19
SU26243RMFS4 ОФЗ 26243 2038-05-19 11.51 9.80% 67.583 16.71% 5.56
SU26253RMFS3 ОФЗ 26253 2038-10-06 11.90 13.00% 83.825 16.75% 5.33
SU26230RMFS1 ОФЗ 26230 2039-03-16 12.34 7.70% 56.723 16.39% 6.07
SU26247RMFS5 ОФЗ 26247 2039-05-11 12.49 12.25% 79.579 16.74% 5.47
SU26248RMFS3 ОФЗ 26248 2040-05-16 13.51 12.25% 79.277 16.69% 5.57
SU26254RMFS1 ОФЗ 26254 2040-10-03 13.89 13.00% 82.998 16.74% 5.55
SU26238RMFS4 ОФЗ 26238 2041-05-15 14.50 7.10% 51.665 16.23% 6.39