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: 2026-08-14 · 32 выпусков
Month-back snapshot: 2026-07-17 · 32 выпусков
2026-08-14
2026-07-17, closest to 2026-07-14
13.0% 13.8% 14.6% 15.4% 16.2% 17.0% 0.1 1.2 2.3 3.4 4.4 5.5 6.6 Modified duration, years Yield, % ОФЗ 26219 | 2026-07-17 | dur 0.16 | yield 14.69% | mat 2026-09-16 ОФЗ 26226 | 2026-07-17 | dur 0.21 | yield 14.80% | mat 2026-10-07 ОФЗ 26207 | 2026-07-17 | dur 0.51 | yield 13.95% | mat 2027-02-03 ОФЗ 26232 | 2026-07-17 | dur 1.11 | yield 14.76% | mat 2027-10-06 ОФЗ 26212 | 2026-07-17 | dur 1.35 | yield 14.80% | mat 2028-01-19 ОФЗ 26236 | 2026-07-17 | dur 1.64 | yield 14.86% | mat 2028-05-17 ОФЗ 26237 | 2026-07-17 | dur 2.28 | yield 15.11% | mat 2029-03-14 ОФЗ 26224 | 2026-07-17 | dur 2.42 | yield 15.10% | mat 2029-05-23 ОФЗ 26242 | 2026-07-17 | dur 2.55 | yield 15.15% | mat 2029-08-29 ОФЗ 26228 | 2026-07-17 | dur 3.01 | yield 15.32% | mat 2030-04-10 ОФЗ 26251 | 2026-07-17 | dur 3.17 | yield 15.52% | mat 2030-08-28 ОФЗ 26235 | 2026-07-17 | dur 3.70 | yield 15.64% | mat 2031-03-12 ОФЗ 26239 | 2026-07-17 | dur 3.84 | yield 15.72% | mat 2031-07-23 ОФЗ 26218 | 2026-07-17 | dur 3.81 | yield 15.78% | mat 2031-09-17 ОФЗ 26249 | 2026-07-17 | dur 4.00 | yield 15.97% | mat 2032-06-16 ОФЗ 26241 | 2026-07-17 | dur 4.29 | yield 16.07% | mat 2032-11-17 ОФЗ 26221 | 2026-07-17 | dur 4.59 | yield 16.14% | mat 2033-03-23 ОФЗ 26252 | 2026-07-17 | dur 4.38 | yield 16.26% | mat 2033-10-12 ОФЗ 26244 | 2026-07-17 | dur 4.60 | yield 16.35% | mat 2034-03-15 ОФЗ 26225 | 2026-07-17 | dur 5.08 | yield 16.42% | mat 2034-05-10 ОФЗ 26233 | 2026-07-17 | dur 5.64 | yield 16.39% | mat 2035-07-18 ОФЗ 26245 | 2026-07-17 | dur 4.93 | yield 16.60% | mat 2035-09-26 ОФЗ 26246 | 2026-07-17 | dur 5.03 | yield 16.60% | mat 2036-03-12 ОФЗ 26240 | 2026-07-17 | dur 5.74 | yield 16.49% | mat 2036-07-30 ОФЗ 26250 | 2026-07-17 | dur 5.27 | yield 16.68% | mat 2037-06-10 ОФЗ 26243 | 2026-07-17 | dur 5.64 | yield 16.68% | mat 2038-05-19 ОФЗ 26253 | 2026-07-17 | dur 5.38 | yield 16.67% | mat 2038-10-06 ОФЗ 26230 | 2026-07-17 | dur 6.05 | yield 16.57% | mat 2039-03-16 ОФЗ 26247 | 2026-07-17 | dur 5.52 | yield 16.65% | mat 2039-05-11 ОФЗ 26248 | 2026-07-17 | dur 5.63 | yield 16.63% | mat 2040-05-16 ОФЗ 26254 | 2026-07-17 | dur 5.59 | yield 16.67% | mat 2040-10-03 ОФЗ 26238 | 2026-07-17 | dur 6.44 | yield 16.28% | mat 2041-05-15 ОФЗ 26219 | dur 0.08 | yield 14.48% | mat 2026-09-16 ОФЗ 26226 | dur 0.14 | yield 14.56% | mat 2026-10-07 ОФЗ 26207 | dur 0.44 | yield 13.29% | mat 2027-02-03 ОФЗ 26232 | dur 1.05 | yield 13.48% | mat 2027-10-06 ОФЗ 26212 | dur 1.29 | yield 13.85% | mat 2028-01-19 ОФЗ 26236 | dur 1.58 | yield 14.34% | mat 2028-05-17 ОФЗ 26237 | dur 2.23 | yield 14.65% | mat 2029-03-14 ОФЗ 26224 | dur 2.37 | yield 14.56% | mat 2029-05-23 ОФЗ 26242 | dur 2.51 | yield 14.68% | mat 2029-08-29 ОФЗ 26228 | dur 2.97 | yield 14.97% | mat 2030-04-10 ОФЗ 26251 | dur 3.13 | yield 15.05% | mat 2030-08-28 ОФЗ 26235 | dur 3.66 | yield 15.11% | mat 2031-03-12 ОФЗ 26239 | dur 3.83 | yield 15.14% | mat 2031-07-23 ОФЗ 26218 | dur 3.79 | yield 15.17% | mat 2031-09-17 ОФЗ 26249 | dur 3.99 | yield 15.57% | mat 2032-06-16 ОФЗ 26241 | dur 4.28 | yield 15.51% | mat 2032-11-17 ОФЗ 26221 | dur 4.59 | yield 15.50% | mat 2033-03-23 ОФЗ 26252 | dur 4.39 | yield 15.83% | mat 2033-10-12 ОФЗ 26244 | dur 4.62 | yield 15.82% | mat 2034-03-15 ОФЗ 26225 | dur 5.11 | yield 15.68% | mat 2034-05-10 ОФЗ 26233 | dur 5.78 | yield 15.38% | mat 2035-07-18 ОФЗ 26245 | dur 4.99 | yield 15.90% | mat 2035-09-26 ОФЗ 26246 | dur 5.10 | yield 15.90% | mat 2036-03-12 ОФЗ 26240 | dur 5.90 | yield 15.56% | mat 2036-07-30 ОФЗ 26250 | dur 5.37 | yield 15.92% | mat 2037-06-10 ОФЗ 26243 | dur 5.76 | yield 15.90% | mat 2038-05-19 ОФЗ 26253 | dur 5.50 | yield 15.89% | mat 2038-10-06 ОФЗ 26230 | dur 6.23 | yield 15.60% | mat 2039-03-16 ОФЗ 26247 | dur 5.65 | yield 15.88% | mat 2039-05-11 ОФЗ 26248 | dur 5.78 | yield 15.81% | mat 2040-05-16 ОФЗ 26254 | dur 5.74 | yield 15.90% | mat 2040-10-03 ОФЗ 26238 | dur 6.63 | yield 15.50% | mat 2041-05-15

Curve Constituents

Ticker Name Maturity Years Coupon Price Yield Mod. duration
SU26219RMFS4 ОФЗ 26219 2026-09-16 0.09 7.75% 99.453 14.48% 0.08
SU26226RMFS9 ОФЗ 26226 2026-10-07 0.15 7.95% 99.197 14.56% 0.14
SU26207RMFS9 ОФЗ 26207 2027-02-03 0.47 8.15% 97.862 13.29% 0.44
SU26232RMFS7 ОФЗ 26232 2027-10-06 1.14 6.00% 92.763 13.48% 1.05
SU26212RMFS9 ОФЗ 26212 2028-01-19 1.43 7.05% 91.865 13.85% 1.29
SU26236RMFS8 ОФЗ 26236 2028-05-17 1.76 5.70% 87.752 14.34% 1.58
SU26237RMFS6 ОФЗ 26237 2029-03-14 2.58 6.70% 84.416 14.65% 2.23
SU26224RMFS4 ОФЗ 26224 2029-05-23 2.77 6.90% 84.104 14.56% 2.37
SU26242RMFS6 ОФЗ 26242 2029-08-29 3.04 9.00% 87.817 14.68% 2.51
SU26228RMFS5 ОФЗ 26228 2030-04-10 3.66 7.65% 81.400 14.97% 2.97
SU26251RMFS7 ОФЗ 26251 2030-08-28 4.04 9.50% 85.206 15.05% 3.13
SU26235RMFS0 ОФЗ 26235 2031-03-12 4.58 5.90% 71.858 15.11% 3.66
SU26239RMFS2 ОФЗ 26239 2031-07-23 4.94 6.90% 73.742 15.14% 3.83
SU26218RMFS6 ОФЗ 26218 2031-09-17 5.09 8.50% 78.734 15.17% 3.79
SU26249RMFS1 ОФЗ 26249 2032-06-16 5.84 11.00% 85.120 15.57% 3.99
SU26241RMFS8 ОФЗ 26241 2032-11-17 6.26 9.50% 78.599 15.51% 4.28
SU26221RMFS0 ОФЗ 26221 2033-03-23 6.61 7.70% 70.626 15.50% 4.59
SU26252RMFS5 ОФЗ 26252 2033-10-12 7.16 12.50% 88.799 15.83% 4.39
SU26244RMFS2 ОФЗ 26244 2034-03-15 7.58 11.25% 82.756 15.82% 4.62
SU26225RMFS1 ОФЗ 26225 2034-05-10 7.74 7.25% 65.203 15.68% 5.11
SU26233RMFS5 ОФЗ 26233 2035-07-18 8.93 6.10% 57.929 15.38% 5.78
SU26245RMFS9 ОФЗ 26245 2035-09-26 9.12 12.00% 84.746 15.90% 4.99
SU26246RMFS7 ОФЗ 26246 2036-03-12 9.58 12.00% 84.562 15.90% 5.10
SU26240RMFS0 ОФЗ 26240 2036-07-30 9.96 7.00% 59.759 15.56% 5.90
SU26250RMFS9 ОФЗ 26250 2037-06-10 10.82 12.00% 83.457 15.92% 5.37
SU26243RMFS4 ОФЗ 26243 2038-05-19 11.76 9.80% 71.292 15.90% 5.76
SU26253RMFS3 ОФЗ 26253 2038-10-06 12.15 13.00% 88.179 15.89% 5.50
SU26230RMFS1 ОФЗ 26230 2039-03-16 12.59 7.70% 59.634 15.60% 6.23
SU26247RMFS5 ОФЗ 26247 2039-05-11 12.74 12.25% 83.859 15.88% 5.65
SU26248RMFS3 ОФЗ 26248 2040-05-16 13.76 12.25% 83.913 15.81% 5.78
SU26254RMFS1 ОФЗ 26254 2040-10-03 14.14 13.00% 87.709 15.90% 5.74
SU26238RMFS4 ОФЗ 26238 2041-05-15 14.75 7.10% 54.359 15.50% 6.63