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: 2026-06-26 · 32 выпусков
Month-back snapshot: 2026-05-29 · 32 выпусков
2026-06-26
2026-05-29, closest to 2026-05-26
12.5% 13.3% 14.1% 14.9% 15.7% 16.5% 0.2 1.3 2.5 3.6 4.7 5.8 7.0 Modified duration, years Yield, % ОФЗ 26219 | 2026-05-29 | dur 0.28 | yield 13.22% | mat 2026-09-16 ОФЗ 26226 | 2026-05-29 | dur 0.34 | yield 13.19% | mat 2026-10-07 ОФЗ 26207 | 2026-05-29 | dur 0.64 | yield 13.13% | mat 2027-02-03 ОФЗ 26232 | 2026-05-29 | dur 1.24 | yield 13.29% | mat 2027-10-06 ОФЗ 26212 | 2026-05-29 | dur 1.48 | yield 13.22% | mat 2028-01-19 ОФЗ 26236 | 2026-05-29 | dur 1.76 | yield 13.36% | mat 2028-05-17 ОФЗ 26237 | 2026-05-29 | dur 2.41 | yield 13.50% | mat 2029-03-14 ОФЗ 26224 | 2026-05-29 | dur 2.55 | yield 13.47% | mat 2029-05-23 ОФЗ 26242 | 2026-05-29 | dur 2.68 | yield 13.50% | mat 2029-08-29 ОФЗ 26228 | 2026-05-29 | dur 3.14 | yield 13.93% | mat 2030-04-10 ОФЗ 26251 | 2026-05-29 | dur 3.29 | yield 14.06% | mat 2030-08-28 ОФЗ 26235 | 2026-05-29 | dur 3.84 | yield 14.22% | mat 2031-03-12 ОФЗ 26239 | 2026-05-29 | dur 3.98 | yield 14.12% | mat 2031-07-23 ОФЗ 26218 | 2026-05-29 | dur 3.95 | yield 14.27% | mat 2031-09-17 ОФЗ 26249 | 2026-05-29 | dur 4.14 | yield 14.36% | mat 2032-06-16 ОФЗ 26241 | 2026-05-29 | dur 4.45 | yield 14.36% | mat 2032-11-17 ОФЗ 26221 | 2026-05-29 | dur 4.77 | yield 14.44% | mat 2033-03-23 ОФЗ 26252 | 2026-05-29 | dur 4.55 | yield 14.67% | mat 2033-10-12 ОФЗ 26244 | 2026-05-29 | dur 4.80 | yield 14.67% | mat 2034-03-15 ОФЗ 26225 | 2026-05-29 | dur 5.29 | yield 14.71% | mat 2034-05-10 ОФЗ 26233 | 2026-05-29 | dur 5.91 | yield 14.63% | mat 2035-07-18 ОФЗ 26245 | 2026-05-29 | dur 5.18 | yield 14.82% | mat 2035-09-26 ОФЗ 26246 | 2026-05-29 | dur 5.30 | yield 14.82% | mat 2036-03-12 ОФЗ 26240 | 2026-05-29 | dur 6.03 | yield 14.78% | mat 2036-07-30 ОФЗ 26250 | 2026-05-29 | dur 5.57 | yield 14.81% | mat 2037-06-10 ОФЗ 26243 | 2026-05-29 | dur 6.00 | yield 14.82% | mat 2038-05-19 ОФЗ 26253 | 2026-05-29 | dur 5.73 | yield 14.82% | mat 2038-10-06 ОФЗ 26230 | 2026-05-29 | dur 6.46 | yield 14.78% | mat 2039-03-16 ОФЗ 26247 | 2026-05-29 | dur 5.89 | yield 14.83% | mat 2039-05-11 ОФЗ 26248 | 2026-05-29 | dur 6.04 | yield 14.79% | mat 2040-05-16 ОФЗ 26254 | 2026-05-29 | dur 6.01 | yield 14.82% | mat 2040-10-03 ОФЗ 26238 | 2026-05-29 | dur 6.95 | yield 14.47% | mat 2041-05-15 ОФЗ 26219 | dur 0.21 | yield 13.82% | mat 2026-09-16 ОФЗ 26226 | dur 0.26 | yield 13.63% | mat 2026-10-07 ОФЗ 26207 | dur 0.57 | yield 13.46% | mat 2027-02-03 ОФЗ 26232 | dur 1.17 | yield 13.56% | mat 2027-10-06 ОФЗ 26212 | dur 1.41 | yield 13.74% | mat 2028-01-19 ОФЗ 26236 | dur 1.69 | yield 14.30% | mat 2028-05-17 ОФЗ 26237 | dur 2.33 | yield 14.39% | mat 2029-03-14 ОФЗ 26224 | dur 2.48 | yield 14.45% | mat 2029-05-23 ОФЗ 26242 | dur 2.61 | yield 14.41% | mat 2029-08-29 ОФЗ 26228 | dur 3.07 | yield 14.62% | mat 2030-04-10 ОФЗ 26251 | dur 3.22 | yield 14.84% | mat 2030-08-28 ОФЗ 26235 | dur 3.76 | yield 14.95% | mat 2031-03-12 ОФЗ 26239 | dur 3.90 | yield 14.96% | mat 2031-07-23 ОФЗ 26218 | dur 3.87 | yield 15.02% | mat 2031-09-17 ОФЗ 26249 | dur 4.07 | yield 15.22% | mat 2032-06-16 ОФЗ 26241 | dur 4.35 | yield 15.43% | mat 2032-11-17 ОФЗ 26221 | dur 4.65 | yield 15.62% | mat 2033-03-23 ОФЗ 26252 | dur 4.46 | yield 15.56% | mat 2033-10-12 ОФЗ 26244 | dur 4.69 | yield 15.58% | mat 2034-03-15 ОФЗ 26225 | dur 5.16 | yield 15.78% | mat 2034-05-10 ОФЗ 26233 | dur 5.73 | yield 15.85% | mat 2035-07-18 ОФЗ 26245 | dur 5.03 | yield 15.92% | mat 2035-09-26 ОФЗ 26246 | dur 5.13 | yield 15.92% | mat 2036-03-12 ОФЗ 26240 | dur 5.83 | yield 16.00% | mat 2036-07-30 ОФЗ 26250 | dur 5.38 | yield 16.05% | mat 2037-06-10 ОФЗ 26243 | dur 5.76 | yield 16.04% | mat 2038-05-19 ОФЗ 26253 | dur 5.49 | yield 16.05% | mat 2038-10-06 ОФЗ 26230 | dur 6.20 | yield 15.94% | mat 2039-03-16 ОФЗ 26247 | dur 5.64 | yield 16.03% | mat 2039-05-11 ОФЗ 26248 | dur 5.76 | yield 16.01% | mat 2040-05-16 ОФЗ 26254 | dur 5.74 | yield 16.02% | mat 2040-10-03 ОФЗ 26238 | dur 6.56 | yield 15.87% | mat 2041-05-15

Curve Constituents

Ticker Name Maturity Years Coupon Price Yield Mod. duration
SU26219RMFS4 ОФЗ 26219 2026-09-16 0.23 7.75% 98.772 13.82% 0.21
SU26226RMFS9 ОФЗ 26226 2026-10-07 0.28 7.95% 98.515 13.63% 0.26
SU26207RMFS9 ОФЗ 26207 2027-02-03 0.61 8.15% 97.116 13.46% 0.57
SU26232RMFS7 ОФЗ 26232 2027-10-06 1.28 6.00% 91.798 13.56% 1.17
SU26212RMFS9 ОФЗ 26212 2028-01-19 1.57 7.05% 91.509 13.74% 1.41
SU26236RMFS8 ОФЗ 26236 2028-05-17 1.89 5.70% 86.989 14.30% 1.69
SU26237RMFS6 ОФЗ 26237 2029-03-14 2.72 6.70% 84.129 14.39% 2.33
SU26224RMFS4 ОФЗ 26224 2029-05-23 2.91 6.90% 83.792 14.45% 2.48
SU26242RMFS6 ОФЗ 26242 2029-08-29 3.18 9.00% 88.052 14.41% 2.61
SU26228RMFS5 ОФЗ 26228 2030-04-10 3.79 7.65% 81.596 14.62% 3.07
SU26251RMFS7 ОФЗ 26251 2030-08-28 4.17 9.50% 85.823 14.84% 3.22
SU26235RMFS0 ОФЗ 26235 2031-03-12 4.71 5.90% 71.825 14.95% 3.76
SU26239RMFS2 ОФЗ 26239 2031-07-23 5.07 6.90% 73.537 14.96% 3.90
SU26218RMFS6 ОФЗ 26218 2031-09-17 5.23 8.50% 78.791 15.02% 3.87
SU26249RMFS1 ОФЗ 26249 2032-06-16 5.97 11.00% 85.901 15.22% 4.07
SU26241RMFS8 ОФЗ 26241 2032-11-17 6.40 9.50% 79.086 15.43% 4.35
SU26221RMFS0 ОФЗ 26221 2033-03-23 6.74 7.70% 70.221 15.62% 4.65
SU26252RMFS5 ОФЗ 26252 2033-10-12 7.30 12.50% 89.191 15.56% 4.46
SU26244RMFS2 ОФЗ 26244 2034-03-15 7.72 11.25% 83.081 15.58% 4.69
SU26225RMFS1 ОФЗ 26225 2034-05-10 7.87 7.25% 64.472 15.78% 5.16
SU26233RMFS5 ОФЗ 26233 2035-07-18 9.06 6.10% 56.010 15.85% 5.73
SU26245RMFS9 ОФЗ 26245 2035-09-26 9.25 12.00% 84.340 15.92% 5.03
SU26246RMFS7 ОФЗ 26246 2036-03-12 9.71 12.00% 83.778 15.92% 5.13
SU26240RMFS0 ОФЗ 26240 2036-07-30 10.09 7.00% 58.051 16.00% 5.83
SU26250RMFS9 ОФЗ 26250 2037-06-10 10.96 12.00% 82.671 16.05% 5.38
SU26243RMFS4 ОФЗ 26243 2038-05-19 11.90 9.80% 70.359 16.04% 5.76
SU26253RMFS3 ОФЗ 26253 2038-10-06 12.28 13.00% 87.276 16.05% 5.49
SU26230RMFS1 ОФЗ 26230 2039-03-16 12.72 7.70% 58.181 15.94% 6.20
SU26247RMFS5 ОФЗ 26247 2039-05-11 12.87 12.25% 83.058 16.03% 5.64
SU26248RMFS3 ОФЗ 26248 2040-05-16 13.89 12.25% 82.684 16.01% 5.76
SU26254RMFS1 ОФЗ 26254 2040-10-03 14.27 13.00% 86.886 16.02% 5.74
SU26238RMFS4 ОФЗ 26238 2041-05-15 14.89 7.10% 53.197 15.87% 6.56