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: 2026-07-24 · 32 выпусков
Month-back snapshot: 2026-06-26 · 32 выпусков
2026-07-24
2026-06-26, closest to 2026-06-24
12.5% 13.3% 14.1% 14.9% 15.7% 16.5% 0.1 1.2 2.3 3.4 4.5 5.6 6.6 Modified duration, years Yield, % ОФЗ 26219 | 2026-06-26 | dur 0.21 | yield 13.82% | mat 2026-09-16 ОФЗ 26226 | 2026-06-26 | dur 0.26 | yield 13.63% | mat 2026-10-07 ОФЗ 26207 | 2026-06-26 | dur 0.57 | yield 13.46% | mat 2027-02-03 ОФЗ 26232 | 2026-06-26 | dur 1.17 | yield 13.56% | mat 2027-10-06 ОФЗ 26212 | 2026-06-26 | dur 1.41 | yield 13.74% | mat 2028-01-19 ОФЗ 26236 | 2026-06-26 | dur 1.69 | yield 14.30% | mat 2028-05-17 ОФЗ 26237 | 2026-06-26 | dur 2.33 | yield 14.39% | mat 2029-03-14 ОФЗ 26224 | 2026-06-26 | dur 2.48 | yield 14.45% | mat 2029-05-23 ОФЗ 26242 | 2026-06-26 | dur 2.61 | yield 14.41% | mat 2029-08-29 ОФЗ 26228 | 2026-06-26 | dur 3.07 | yield 14.62% | mat 2030-04-10 ОФЗ 26251 | 2026-06-26 | dur 3.22 | yield 14.84% | mat 2030-08-28 ОФЗ 26235 | 2026-06-26 | dur 3.76 | yield 14.95% | mat 2031-03-12 ОФЗ 26239 | 2026-06-26 | dur 3.90 | yield 14.96% | mat 2031-07-23 ОФЗ 26218 | 2026-06-26 | dur 3.87 | yield 15.02% | mat 2031-09-17 ОФЗ 26249 | 2026-06-26 | dur 4.07 | yield 15.22% | mat 2032-06-16 ОФЗ 26241 | 2026-06-26 | dur 4.35 | yield 15.43% | mat 2032-11-17 ОФЗ 26221 | 2026-06-26 | dur 4.65 | yield 15.62% | mat 2033-03-23 ОФЗ 26252 | 2026-06-26 | dur 4.46 | yield 15.56% | mat 2033-10-12 ОФЗ 26244 | 2026-06-26 | dur 4.69 | yield 15.58% | mat 2034-03-15 ОФЗ 26225 | 2026-06-26 | dur 5.16 | yield 15.78% | mat 2034-05-10 ОФЗ 26233 | 2026-06-26 | dur 5.73 | yield 15.85% | mat 2035-07-18 ОФЗ 26245 | 2026-06-26 | dur 5.03 | yield 15.92% | mat 2035-09-26 ОФЗ 26246 | 2026-06-26 | dur 5.13 | yield 15.92% | mat 2036-03-12 ОФЗ 26240 | 2026-06-26 | dur 5.83 | yield 16.00% | mat 2036-07-30 ОФЗ 26250 | 2026-06-26 | dur 5.38 | yield 16.05% | mat 2037-06-10 ОФЗ 26243 | 2026-06-26 | dur 5.76 | yield 16.04% | mat 2038-05-19 ОФЗ 26253 | 2026-06-26 | dur 5.49 | yield 16.05% | mat 2038-10-06 ОФЗ 26230 | 2026-06-26 | dur 6.20 | yield 15.94% | mat 2039-03-16 ОФЗ 26247 | 2026-06-26 | dur 5.64 | yield 16.03% | mat 2039-05-11 ОФЗ 26248 | 2026-06-26 | dur 5.76 | yield 16.01% | mat 2040-05-16 ОФЗ 26254 | 2026-06-26 | dur 5.74 | yield 16.02% | mat 2040-10-03 ОФЗ 26238 | 2026-06-26 | dur 6.56 | yield 15.87% | mat 2041-05-15 ОФЗ 26219 | dur 0.14 | yield 13.76% | mat 2026-09-16 ОФЗ 26226 | dur 0.19 | yield 13.84% | mat 2026-10-07 ОФЗ 26207 | dur 0.50 | yield 13.23% | mat 2027-02-03 ОФЗ 26232 | dur 1.10 | yield 14.06% | mat 2027-10-06 ОФЗ 26212 | dur 1.34 | yield 14.47% | mat 2028-01-19 ОФЗ 26236 | dur 1.62 | yield 14.60% | mat 2028-05-17 ОФЗ 26237 | dur 2.27 | yield 14.80% | mat 2029-03-14 ОФЗ 26224 | dur 2.41 | yield 14.70% | mat 2029-05-23 ОФЗ 26242 | dur 2.55 | yield 14.74% | mat 2029-08-29 ОФЗ 26228 | dur 3.01 | yield 14.89% | mat 2030-04-10 ОФЗ 26251 | dur 3.18 | yield 14.84% | mat 2030-08-28 ОФЗ 26235 | dur 3.70 | yield 15.02% | mat 2031-03-12 ОФЗ 26239 | dur 3.87 | yield 14.98% | mat 2031-07-23 ОФЗ 26218 | dur 3.83 | yield 15.13% | mat 2031-09-17 ОФЗ 26249 | dur 4.04 | yield 15.08% | mat 2032-06-16 ОФЗ 26241 | dur 4.32 | yield 15.29% | mat 2032-11-17 ОФЗ 26221 | dur 4.63 | yield 15.36% | mat 2033-03-23 ОФЗ 26252 | dur 4.42 | yield 15.61% | mat 2033-10-12 ОФЗ 26244 | dur 4.66 | yield 15.62% | mat 2034-03-15 ОФЗ 26225 | dur 5.14 | yield 15.59% | mat 2034-05-10 ОФЗ 26233 | dur 5.79 | yield 15.53% | mat 2035-07-18 ОФЗ 26245 | dur 5.03 | yield 15.73% | mat 2035-09-26 ОФЗ 26246 | dur 5.14 | yield 15.69% | mat 2036-03-12 ОФЗ 26240 | dur 5.86 | yield 15.61% | mat 2036-07-30 ОФЗ 26250 | dur 5.41 | yield 15.71% | mat 2037-06-10 ОФЗ 26243 | dur 5.80 | yield 15.72% | mat 2038-05-19 ОФЗ 26253 | dur 5.54 | yield 15.73% | mat 2038-10-06 ОФЗ 26230 | dur 6.24 | yield 15.65% | mat 2039-03-16 ОФЗ 26247 | dur 5.69 | yield 15.70% | mat 2039-05-11 ОФЗ 26248 | dur 5.82 | yield 15.67% | mat 2040-05-16 ОФЗ 26254 | dur 5.79 | yield 15.73% | mat 2040-10-03 ОФЗ 26238 | dur 6.64 | yield 15.50% | mat 2041-05-15

Curve Constituents

Ticker Name Maturity Years Coupon Price Yield Mod. duration
SU26219RMFS4 ОФЗ 26219 2026-09-16 0.15 7.75% 99.139 13.76% 0.14
SU26226RMFS9 ОФЗ 26226 2026-10-07 0.21 7.95% 98.912 13.84% 0.19
SU26207RMFS9 ОФЗ 26207 2027-02-03 0.53 8.15% 97.427 13.23% 0.50
SU26232RMFS7 ОФЗ 26232 2027-10-06 1.20 6.00% 91.584 14.06% 1.10
SU26212RMFS9 ОФЗ 26212 2028-01-19 1.49 7.05% 91.047 14.47% 1.34
SU26236RMFS8 ОФЗ 26236 2028-05-17 1.82 5.70% 86.842 14.60% 1.62
SU26237RMFS6 ОФЗ 26237 2029-03-14 2.64 6.70% 83.657 14.80% 2.27
SU26224RMFS4 ОФЗ 26224 2029-05-23 2.83 6.90% 83.048 14.70% 2.41
SU26242RMFS6 ОФЗ 26242 2029-08-29 3.10 9.00% 86.723 14.74% 2.55
SU26228RMFS5 ОФЗ 26228 2030-04-10 3.71 7.65% 80.981 14.89% 3.01
SU26251RMFS7 ОФЗ 26251 2030-08-28 4.10 9.50% 84.625 14.84% 3.18
SU26235RMFS0 ОФЗ 26235 2031-03-12 4.63 5.90% 70.855 15.02% 3.70
SU26239RMFS2 ОФЗ 26239 2031-07-23 5.00 6.90% 73.124 14.98% 3.87
SU26218RMFS6 ОФЗ 26218 2031-09-17 5.15 8.50% 77.108 15.13% 3.83
SU26249RMFS1 ОФЗ 26249 2032-06-16 5.90 11.00% 84.007 15.08% 4.04
SU26241RMFS8 ОФЗ 26241 2032-11-17 6.32 9.50% 77.629 15.29% 4.32
SU26221RMFS0 ОФЗ 26221 2033-03-23 6.66 7.70% 69.131 15.36% 4.63
SU26252RMFS5 ОФЗ 26252 2033-10-12 7.22 12.50% 87.579 15.61% 4.42
SU26244RMFS2 ОФЗ 26244 2034-03-15 7.64 11.25% 81.241 15.62% 4.66
SU26225RMFS1 ОФЗ 26225 2034-05-10 7.80 7.25% 63.667 15.59% 5.14
SU26233RMFS5 ОФЗ 26233 2035-07-18 8.98 6.10% 55.537 15.53% 5.79
SU26245RMFS9 ОФЗ 26245 2035-09-26 9.18 12.00% 82.842 15.73% 5.03
SU26246RMFS7 ОФЗ 26246 2036-03-12 9.63 12.00% 82.440 15.69% 5.14
SU26240RMFS0 ОФЗ 26240 2036-07-30 10.02 7.00% 57.467 15.61% 5.86
SU26250RMFS9 ОФЗ 26250 2037-06-10 10.88 12.00% 81.290 15.71% 5.41
SU26243RMFS4 ОФЗ 26243 2038-05-19 11.82 9.80% 68.995 15.72% 5.80
SU26253RMFS3 ОФЗ 26253 2038-10-06 12.20 13.00% 85.919 15.73% 5.54
SU26230RMFS1 ОФЗ 26230 2039-03-16 12.64 7.70% 57.138 15.65% 6.24
SU26247RMFS5 ОФЗ 26247 2039-05-11 12.80 12.25% 81.648 15.70% 5.69
SU26248RMFS3 ОФЗ 26248 2040-05-16 13.81 12.25% 81.444 15.67% 5.82
SU26254RMFS1 ОФЗ 26254 2040-10-03 14.20 13.00% 85.286 15.73% 5.79
SU26238RMFS4 ОФЗ 26238 2041-05-15 14.81 7.10% 52.321 15.50% 6.64