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: 2026-09-25 · 31 выпусков
Month-back snapshot: 2026-08-28 · 32 выпусков
2026-09-25
2026-08-28, closest to 2026-08-25
12.5% 13.4% 14.3% 15.2% 16.1% 17.0% 0.0 1.1 2.2 3.3 4.4 5.5 6.6 Modified duration, years Yield, % ОФЗ 26219 | 2026-08-28 | dur 0.05 | yield 13.68% | mat 2026-09-16 ОФЗ 26226 | 2026-08-28 | dur 0.10 | yield 13.78% | mat 2026-10-07 ОФЗ 26207 | 2026-08-28 | dur 0.41 | yield 13.51% | mat 2027-02-03 ОФЗ 26232 | 2026-08-28 | dur 1.02 | yield 13.62% | mat 2027-10-06 ОФЗ 26212 | 2026-08-28 | dur 1.26 | yield 13.92% | mat 2028-01-19 ОФЗ 26236 | 2026-08-28 | dur 1.54 | yield 14.46% | mat 2028-05-17 ОФЗ 26237 | 2026-08-28 | dur 2.20 | yield 14.64% | mat 2029-03-14 ОФЗ 26224 | 2026-08-28 | dur 2.34 | yield 14.51% | mat 2029-05-23 ОФЗ 26242 | 2026-08-28 | dur 2.48 | yield 14.67% | mat 2029-08-29 ОФЗ 26228 | 2026-08-28 | dur 2.94 | yield 14.98% | mat 2030-04-10 ОФЗ 26251 | 2026-08-28 | dur 3.12 | yield 15.14% | mat 2030-08-28 ОФЗ 26235 | 2026-08-28 | dur 3.64 | yield 15.15% | mat 2031-03-12 ОФЗ 26239 | 2026-08-28 | dur 3.80 | yield 15.18% | mat 2031-07-23 ОФЗ 26218 | 2026-08-28 | dur 3.76 | yield 15.35% | mat 2031-09-17 ОФЗ 26249 | 2026-08-28 | dur 3.96 | yield 15.65% | mat 2032-06-16 ОФЗ 26241 | 2026-08-28 | dur 4.26 | yield 15.63% | mat 2032-11-17 ОФЗ 26221 | 2026-08-28 | dur 4.56 | yield 15.63% | mat 2033-03-23 ОФЗ 26252 | 2026-08-28 | dur 4.36 | yield 15.99% | mat 2033-10-12 ОФЗ 26244 | 2026-08-28 | dur 4.59 | yield 16.03% | mat 2034-03-15 ОФЗ 26225 | 2026-08-28 | dur 5.07 | yield 15.94% | mat 2034-05-10 ОФЗ 26233 | 2026-08-28 | dur 5.73 | yield 15.68% | mat 2035-07-18 ОФЗ 26245 | 2026-08-28 | dur 4.96 | yield 16.11% | mat 2035-09-26 ОФЗ 26246 | 2026-08-28 | dur 5.07 | yield 16.10% | mat 2036-03-12 ОФЗ 26240 | 2026-08-28 | dur 5.85 | yield 15.77% | mat 2036-07-30 ОФЗ 26250 | 2026-08-28 | dur 5.33 | yield 16.13% | mat 2037-06-10 ОФЗ 26243 | 2026-08-28 | dur 5.71 | yield 16.12% | mat 2038-05-19 ОФЗ 26253 | 2026-08-28 | dur 5.45 | yield 16.12% | mat 2038-10-06 ОФЗ 26230 | 2026-08-28 | dur 6.16 | yield 15.90% | mat 2039-03-16 ОФЗ 26247 | 2026-08-28 | dur 5.59 | yield 16.14% | mat 2039-05-11 ОФЗ 26248 | 2026-08-28 | dur 5.72 | yield 16.08% | mat 2040-05-16 ОФЗ 26254 | 2026-08-28 | dur 5.69 | yield 16.13% | mat 2040-10-03 ОФЗ 26238 | 2026-08-28 | dur 6.56 | yield 15.73% | mat 2041-05-15 ОФЗ 26226 | dur 0.03 | yield 13.18% | mat 2026-10-07 ОФЗ 26207 | dur 0.34 | yield 13.01% | mat 2027-02-03 ОФЗ 26232 | dur 0.95 | yield 13.29% | mat 2027-10-06 ОФЗ 26212 | dur 1.19 | yield 13.97% | mat 2028-01-19 ОФЗ 26236 | dur 1.48 | yield 14.73% | mat 2028-05-17 ОФЗ 26237 | dur 2.14 | yield 14.83% | mat 2029-03-14 ОФЗ 26224 | dur 2.28 | yield 14.83% | mat 2029-05-23 ОФЗ 26242 | dur 2.43 | yield 14.80% | mat 2029-08-29 ОФЗ 26228 | dur 2.89 | yield 15.14% | mat 2030-04-10 ОФЗ 26251 | dur 3.06 | yield 15.36% | mat 2030-08-28 ОФЗ 26235 | dur 3.59 | yield 15.46% | mat 2031-03-12 ОФЗ 26239 | dur 3.75 | yield 15.27% | mat 2031-07-23 ОФЗ 26218 | dur 3.73 | yield 15.61% | mat 2031-09-17 ОФЗ 26249 | dur 3.91 | yield 16.08% | mat 2032-06-16 ОФЗ 26241 | dur 4.20 | yield 16.00% | mat 2032-11-17 ОФЗ 26221 | dur 4.54 | yield 15.96% | mat 2033-03-23 ОФЗ 26252 | dur 4.31 | yield 16.34% | mat 2033-10-12 ОФЗ 26244 | dur 4.55 | yield 16.37% | mat 2034-03-15 ОФЗ 26225 | dur 5.00 | yield 16.36% | mat 2034-05-10 ОФЗ 26233 | dur 5.65 | yield 16.08% | mat 2035-07-18 ОФЗ 26245 | dur 4.89 | yield 16.50% | mat 2035-09-26 ОФЗ 26246 | dur 5.02 | yield 16.49% | mat 2036-03-12 ОФЗ 26240 | dur 5.76 | yield 16.21% | mat 2036-07-30 ОФЗ 26250 | dur 5.25 | yield 16.50% | mat 2037-06-10 ОФЗ 26243 | dur 5.63 | yield 16.48% | mat 2038-05-19 ОФЗ 26253 | dur 5.37 | yield 16.50% | mat 2038-10-06 ОФЗ 26230 | dur 6.11 | yield 16.33% | mat 2039-03-16 ОФЗ 26247 | dur 5.52 | yield 16.47% | mat 2039-05-11 ОФЗ 26248 | dur 5.63 | yield 16.50% | mat 2040-05-16 ОФЗ 26254 | dur 5.60 | yield 16.52% | mat 2040-10-03 ОФЗ 26238 | dur 6.43 | yield 16.16% | mat 2041-05-15

Curve Constituents

Ticker Name Maturity Years Coupon Price Yield Mod. duration
SU26226RMFS9 ОФЗ 26226 2026-10-07 0.03 7.95% 99.829 13.18% 0.03
SU26207RMFS9 ОФЗ 26207 2027-02-03 0.36 8.15% 98.440 13.01% 0.34
SU26232RMFS7 ОФЗ 26232 2027-10-06 1.03 6.00% 93.529 13.29% 0.95
SU26212RMFS9 ОФЗ 26212 2028-01-19 1.32 7.05% 92.417 13.97% 1.19
SU26236RMFS8 ОФЗ 26236 2028-05-17 1.64 5.70% 87.921 14.73% 1.48
SU26237RMFS6 ОФЗ 26237 2029-03-14 2.47 6.70% 84.701 14.83% 2.14
SU26224RMFS4 ОФЗ 26224 2029-05-23 2.66 6.90% 84.150 14.83% 2.28
SU26242RMFS6 ОФЗ 26242 2029-08-29 2.93 9.00% 87.670 14.80% 2.43
SU26228RMFS5 ОФЗ 26228 2030-04-10 3.54 7.65% 81.374 15.14% 2.89
SU26251RMFS7 ОФЗ 26251 2030-08-28 3.92 9.50% 84.573 15.36% 3.06
SU26235RMFS0 ОФЗ 26235 2031-03-12 4.46 5.90% 71.468 15.46% 3.59
SU26239RMFS2 ОФЗ 26239 2031-07-23 4.82 6.90% 73.599 15.27% 3.75
SU26218RMFS6 ОФЗ 26218 2031-09-17 4.98 8.50% 77.740 15.61% 3.73
SU26249RMFS1 ОФЗ 26249 2032-06-16 5.73 11.00% 83.343 16.08% 3.91
SU26241RMFS8 ОФЗ 26241 2032-11-17 6.15 9.50% 77.210 16.00% 4.20
SU26221RMFS0 ОФЗ 26221 2033-03-23 6.49 7.70% 69.307 15.96% 4.54
SU26252RMFS5 ОФЗ 26252 2033-10-12 7.05 12.50% 86.610 16.34% 4.31
SU26244RMFS2 ОФЗ 26244 2034-03-15 7.47 11.25% 80.578 16.37% 4.55
SU26225RMFS1 ОФЗ 26225 2034-05-10 7.62 7.25% 63.311 16.36% 5.00
SU26233RMFS5 ОФЗ 26233 2035-07-18 8.81 6.10% 55.803 16.08% 5.65
SU26245RMFS9 ОФЗ 26245 2035-09-26 9.00 12.00% 82.006 16.50% 4.89
SU26246RMFS7 ОФЗ 26246 2036-03-12 9.46 12.00% 81.603 16.49% 5.02
SU26240RMFS0 ОФЗ 26240 2036-07-30 9.85 7.00% 57.607 16.21% 5.76
SU26250RMFS9 ОФЗ 26250 2037-06-10 10.71 12.00% 80.523 16.50% 5.25
SU26243RMFS4 ОФЗ 26243 2038-05-19 11.65 9.80% 68.374 16.48% 5.63
SU26253RMFS3 ОФЗ 26253 2038-10-06 12.03 13.00% 84.965 16.50% 5.37
SU26230RMFS1 ОФЗ 26230 2039-03-16 12.47 7.70% 56.889 16.33% 6.11
SU26247RMFS5 ОФЗ 26247 2039-05-11 12.62 12.25% 80.750 16.47% 5.52
SU26248RMFS3 ОФЗ 26248 2040-05-16 13.64 12.25% 80.424 16.50% 5.63
SU26254RMFS1 ОФЗ 26254 2040-10-03 14.02 13.00% 84.114 16.52% 5.60
SU26238RMFS4 ОФЗ 26238 2041-05-15 14.64 7.10% 51.872 16.16% 6.43