RUSS-INVEST IK OAO
Following the results of yesterday's trading session in the market of ruble corporate debt was observed moderate descending dynamics, and average falling of quotations made 10-15 bps. 2/3 of the turn was concentrated in short loans with duration of less than 1 year which appeared outsiders of Tuesday, and fell in price by 0,5%. On the increased volumes was shown ascending dynamics by loans with duration of 2 to 3 years which quotations added on average 2,1%.
Better than the market looked sectors of metals&mining and finance (+1,3% and +0,5% respectively). KIT Finance Capital 4 was grown in price by 5,5%, and SUEK Finance 5 - by 2,5%. Telecoms and oil&gas appeared outsiders of the last auction, whose loans fell on average by 0,65% and 0,5% respectively. Pressure upon the former was put by issues of AFK Sistema of series 3 (-
14,8%) and 4 (-4,4%). Bashneft 6 fell by 2,7%, and
Novatek BO-4 - by 1%.
In the market of internal national debt wasn't revealed uniform dynamics. On medium section of OFZ curve with duration of 2 to 5 years issues lost on average 0,5% whereas longer issues grew by similar size.
Domestic corporate eurobonds fell on Tuesday on average by 0,15%. Eurobonds of Gazprom and RSHB became cheaper advancing rates. Growth of quotations was shown by issues of VEB, and also branches of metals&mining and telecoms.
Source: Bloomberg
22.10.2014 1
INVESTMENT COMPANY IC RUSS-INVESTFixed income daily
BBB BBB· BBB· BBB· BBB· BBB BBB·
BBB
BBB· BBB BBB·
BBB
BBB· B'"B"B· BBB·
BBB·
BBB BBB· BBB
BBB· BBB BBB· BBB·
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BBB· BBB· BBB· BBB· BBB· BBB·
BBB
BBB·
22.10.2014
Source: B/oomberg 2
INVESTMENT COMPANY IC RUSS-INVESTFixed income daily
8,75 | 103,54 | |||||||
AK8ARS.S07/ H /ZZ | 8,00 | 13. 07.2022 | 82,88 | 947 | +1,23 | +0,15 | &00 | u so |
ALFARU 80'1/18/lS | 8,00 | 1 8.03.2015 | ,4, | 101,77 | 325 | 600 | u so | |
ALFARU.S 5/804/2.6/16 | 8,63 | 2 | 96,09 |
ABHFIN S 1 /2 06/10/17
ALFARU 6.'1 02/ZZ/17
ALFARU 7 7/8 09/2.5/17
ALFARU 7 1/Z 09/26/19
ALFARU 7 3/4 04/2.8/21
OKM OSC 5.96711/25/15
BKMOSC 6.699 03/11/15
BKMOSC 6.0205/10/17
RUSB.SOZ/14/15
RUSB 7.7'!. 12/16/15
RUSB 7.56112/01/16
RUSB91/407/11/17
5,50 10.06.2017
6,30 22 .o:t 2017
7 ,88
7,50 26. 09.2019
7,75
5,9 7
6,70 11.03.2015
6,02
8,00
7,7 3 16.12.2015
'"
'"
"
"38
1,9 0
0,69
99,90
99,00
104,2 5
98,70
101,24
100,00
99,80
96,12
90,06
81,50
98,50
604
532
633
572
17 33
17 93
EU R
u so
750 u so
USO
750 u so
u so •·
USO B·
RUSB 10 'J /4 04/10/18
RUSB 111/2 01/17/24
11,50
'8"5'
2 ,93
3,16
88,50
7 0,04
14 05
21 63
+12,41
350
200
u so
1,84
91,75
VìB 6.465 03/04/15
6,4 7
0,36
101,13
Vl'B3.1512/16/16
3,15
2 ,05
95,45
Vl'B 6.9510/17/22
6,95
6,21
96,05
VEBBNK 5A5 11/22/17
5,45
2 ,81
100,29
VEBBNK 'J.O'J 5 OZ/Z1/18
3,04
3,15
94,78
VEBBNK 5.94Z 11/Z1/2'J
5,94
6,90
94,88
VEBBNK 6.8 11/ZZ/Z5
6,80
7 ,72
99,0 5
463
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2 ,05
94,46
94,20 531
+2,00
+0,15
200
CHF
NMOSRM 7 1/404/25 /18
NMOSRM 1004/26/19
NM05RM 10 1Z/17/19
PROMBK 12 'J/4 05/27/15
PROMBK 111/4 07/08/16
PROMBK 8 1/2 04/25/17
PROMBK 12 1/2 01/'!.1/18
PROMBK 10.2 11/06/19
RENSEC 11 04/Z1/16
7,25 2 5.04.201 8
10,00 26. 04.2019
10,00
12 ,7 5 2 7.0 5.2015
11,2 5 08.0 7.2016
8,50
12,50 31.01.2 018
10,20 06. 11.2019
11,00
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20
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7&
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13,01
16,19
8,52
9,38
10,71
10,43
7,4 5
7,64
7 ,83
11,40
13,28
2,16
2,37
3,59
3,63
3,81
4,34
4 ,76
3,58
4,07
4,08
2 ,9 0
3,31
1 ,32
0,9 7
3,03
3,54
4,00
0,56
1 ,56
2 ,2 2
3,84
1,41
93,20
100,73 450
95,13 585
95,2 5 496
100,50 572
95,13
94,81 597
99,70
9 2 ,63
102,19
97,67
86,71
90,13 1579
100,2 1 82 2
93,75 826
97 ,50 935
98,3 1
103,00
105,65 714
101,50 70S
95,50 99 2
97,00
+0,10
+0,53
+4,95
+0,2 9
+1,16
+0,05
+0,06
+0,64
+1,14
+0,85
+0,0 7
+0,50
+0,40
+1 ,6 2
+4,95
+0,73
+0,74
+0,33
+0,33
+0,2 9
+1,3 2
+0,12
+1,7 3
+3,03
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'000
'000
,00
750
400
750
250
200
,00
60
,00
300
200
200
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325
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u so
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RCCF 7 'J/405/'!.1/16
RCCF H1 /2 06/21/18
RSHB 'J 1/808/17/15
7,75 31.0 5.2016
13,50 21.06.2018
3,13
2'9'7
14,99
22,14
8,05
1,48
2,76
0,81
90,00
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96,2 0
145 2
2103
807
350
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RSHB '!..6 02/04/16
RSHBO 11/Z'J/ 16
RSHB87. O'J/17/16
RSHB 8 5/802/17/17
RSHB 6.Z99 05/15/17
R5HB S .Z98 1Z/27/17
3,60 04 .0 2.2 016
9,90 23. 11.2016
8,70
8,63 17.01 .2017
6,30 15.05.2017
5,30
30
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9,47
12,55
12,79
5,98
5,74
1 ,25
1,33
2,11
2,34
2 ,91
93,09 622
95,6 2
92,55
100,75 517
9 8,74 470
+0,30
'000
20 000
32 000
12 50
1300
RU B RUB
RU B
u so
RSHB 7 'J/405/29/18
RSHB 5.107/25/18
RSHB 7 7/802/07/18
7,7 5 2 9.05.201 8
5,10
7,88
3& 6,10
93 5,92
13,28
3,13
3,42
2 ,88
105,2 5 495
97,25 471
86,93
'000 u so
RSHB 606/0'J/Z1
RSHB 8 1/Z 10/16/Z'J
5BERRU 'J 1/211/1Z/14
SBERRU 5.49907/07/15
SBERRU'!..109/14/1S
5BERRU 7 01/'J 1/16
SBERRU 5.4 O'J/24/17
5BERRU Z.065 OZ/Z8/17
5BERRU 4.95 OZ/07/17
SBERRU 7.4 O'J/04/18
5BERRU 5.1806/'l'i'./19
5BERRU S7. 17 06/16/Z1
SBERRU 6 1 /8 02/07/2Z SBERRU 5 1/8 10/29/2Z
5BERRU 5 1/4 05/Z'J/2'!.
6,00 03.06.2021
8,50
3,50
5,50 07.0 7.2 015
3,10
7,00
5,40 24.03.2017
2,07
4,9 5
7,4 0 04 .03.2 018
5,18 28. 06.2 019
5,72
6,13 07.01 .2022
5,13
5,25
40
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75
325
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'6 5
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11,58
9,10
4,61
3,29
4,69
11,2 5
4,89
5,26
4,83
13,09
5,80
6,21
6,21
6,82
7 ,03
1,52
6,39
0,05
0,69
0,89
1,21
2,29
2 ,29
2 ,16
2,97
4,14
5,4 9
5,91
6,40
6,7 3
92,00 1100
96,38 7 03
99,94
101,52 3[)<1
98,63 467
95,42
101,15 413
93,10 523
100,2 5
84,89 36<1
97,50 434
97,3 3
99,50 428
89,65 4 79
88,65
800
500
1500
410
1250
250
"o
l 000
1500
2 000
u so
u so u so
U"S"O
u so
SBERRU 5 1 /2 02/26/ 24
TATFON 1104/28/17
AKBHC 10 'J/4 09/18/1S AKBHC 14 06/06/18
TRA CAP 7.7407/18/17
HCFBRU9 'J/804/Z4/ZO
5,50 2 6.0 2.2 024
11,00
10,75
14,00 06.06.2018
7,74 18. 07.2 017
9,38
u s
43
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8,12
10,79
10,8 1
13,54
13,65
14,60
3,86
2 ,15
0,87
2,82
2 ,4 8
3,02
90,55 67 5
100,44 1002
99,9 3
101,2 5 1243
86,88 1279
86,07
'000 u so
200 u so
22.10.2014 Source: B/oomberg 3
INVESTMENT COMPANY IC RUSS-INVEST
Fixed income daily
DMEAIR 511/25/18
EDCLLI4 7/804/17/20
6,00 26.11.2018.
4, && 17.04.2020
32
175
7,47
3,59
4,& 2
S26
583
300
600
U5D USD
GUNVOR 5 7/805/21/18 5, && 21.05.201&
NORDLIS'l/805/07/18 6,3 8 07.1)5.2[)18
ALRSRU 8 7/8 11/17/ 14 S.,S.S. 17.11.2 014
ALRSRU 7 3/411/03/20 7,75 03.11.2020
AFKSRU 6.9505/17/19 6,95 17.05.2019
28 6,83
14 8,1)4
24
lO 7,17
24 14,80
3,19
3,12
0,06
4,77
3,73
568
94,95 691
100,63
102,80 546
74,59 1340
+1,23
,15
+0,16
-4,06
500 soo soo
1000
500
USD U5D U5D
uso
uso
Bo3
Ba3
Ba3
BORFIN 75/809/25/18 7,63 26.1)9.2018. VIP8 1/405 /H /16 8,25 23.1)5.2016
VIP 6.493 02/02/16 6,49 02.02.2016
153
30
101
8,31
5,21
4,44
3,44
1,47
1,2 3
97,75
104,55
102,50
706
47S
407
420
600
500
U5D Bl BB U5D BB
uso BB
VIP 6.25450l/Ol/17 6,25 01.1)3.2[)17
VIP902/B/18 9,00 13.1)2.2 018. VIP91/804/30/18 9,13 30.04.201& VIP 5.2 02/13/19 5,20 13.02.2019
VIP7.7480 2/02/21 7,75 02.1)2.2021
VIP 7.50401 Ol/01/22 7,50 01.1)3.2 022
VIP 5.95 02/13/B 5,95 13.02.2023
FESHRUSOS/02/18 8,00 02.1)5.2[)18
FESHRUSl/405/02/20 8,75 02.1)5.2 020
EVRAZSl/411/10/15 &,2 5 10.11.2015
EVRAZ91/ 204/24/18 9,50 24.1)4.2018
128
112
6
112
101
128
112
17
182
5,98
11,81
6,85
6,44
7,58
7,56
7,54
32,46
16,71
7,11
8,16
2,21
2,86
2,9&
3,&!i
5,01
5,72
6,49
2,74
4,04
0,99
3,0 7
100,60 524
93,31 51 + 0,06
107,00 573 + 0,9 4
95,40 507
100,79 584 + 0,29
99,70 565
90,31 549 + 0,49
50,75 3136 -17,14
72,00 1514
101,13 679
104,00 705
+0,02
-0,03
+0,94
-0,37
+0,04
+0,10
+0,35
-17,14
soo
12 ODI)
1000
600
1 ODO
1500
1000
sso
325
750
700
U5D
RUB uso uso
U5D
U5D uso U5D
U5D
uso
U5D
Bo3
Ba3
Ba3
Bo3
Ba3
Ba3
Ba3
BB BB BB BB
BB
BB
BB
B..•
EVRAZ 7 A 04/24/17 7,40 24.04.2017
182
7,78
2,33
99,15
700
600
uso
Ba3 B•
EVRAZ6/l404/27/18 6,75 27.1)4.2018
EVRAZ61/204/22/20 6,50 22.04.2020
KOKSRU7l/406/B/16 7,75 23.06.2016
MFTINR61/ 207/21/16 6,50 21.1)7.2 016
MFTINR 5 5/804/17/20 5,63 17.04.2020
MOBTEL8 5/806/22/20 &,63 22.06.202 0
MOBTEL5 05/lO/B 5,00 30.1)5.2023
NKNC:RU8 1/212/22/15 8,50 22.12.2 015
3
180
60
89
175
59
37
59
8,73
8,59
12,17
5,58
8,28
7,06
6,87
3,0 6
4,66
1,55
1,65
4,73
4,52
6,82
94,12 760
91,00 697
93,50 1168
101,50 506
&&,50 665
107,20 543
88,00 477
+1,11
,47
+ 0,66
. 85
-3,&0
-2,0!)
-1,68
8SO
1000
350
7SO
1000
7 50
soo
200
U5D uso uso
U5D uso uso
U5D
U5D
Bo3
Ba3
B"a"2
Baa3
Baa3
..
B•
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NLMKRU4.4502/19/18 4,45 19.02.201&
NLMKRU4.95 09/26/19 4,95 26.09.2019
GMKNRM 4'3/804/l0/18 4,3 8 31).1)4.2 018
GMKNRM 5.5510/ 28/20 5,55 28.11).2020
PGILLN 5 5/804/29/20 5,63 29.04.2020
RASPAD7l/404/27/17 7,75 27.1)4.2017
RURAIL 5.7l904/0/l17 5,74 03.1)4.2 017
RURAIL2.17702/26/18 2,1& 26.02.201&
RURAIL8.0l 4/02/19 &,30 02.04.2019
RURAIL2.7l02/26/21 2,73 26.1)2.2021
RURAIL'l.H4405/ 20/21 3,37 20.1)5.2 021
RURAIL5.704/05/22 5,70 05.04.2022
RURAIL4.60l/06/B 4,60 06.03.2023
RURAIL7.4870/l 25/ll 7,49 25.1)3.2031
HYDRRM 7 7/810/28/15 7,&& 28.10.2 015
C:HMFRU 61/407/26/16 6,25 26.07.2016
C:HMFRU 6.710/25/17 6,70 25.11).2017
C:HMFRU 109/24/17 1,00 24.1)9.2017
C:HMFRU4.45 Ol/19/18 4,45 19.03.2018
118
153
6
161
125
160
125
208
163
133
152
94
151
146
5,66
6,02
4,86
5,55
6,50
11),90
4,59
5,18
11,51
5, 60
4,39
5,77
4,98
7,19
11,50
4,58
5,37
4,29
6,03
3,09
4,40
3,2 3
5,06
4,67
2,23
2,31
3,20
3,74
5,75
5,90
6,15
6,91
9,75
0,95
1,67
2,69
0,91
3,18
96,3&
95,50
98,45
100,00
96,01
93,25
102,62
90,9&
90,07
85,0 3
94,31
99,58
97,40
102,78
96,91
10 2,77
103,63
100,07
95,20
457
450
371
381
486
1011
382
511
47
S24
374
381
413
479
406
440
819
492
+1,07
+ 0,14
+ 0,09
+ 0,38
. 57
+ 0,27
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+ 0,25
. 02
+ 0,04
+ 0,09
-1,69
-0,52
-0,30
+1,07
-0,67
-0,1)3
+0,06
-0,13
-0,16
+0,18
-0,19
+0,16
-0,81
+0,15
-1,69
-0,52
-0,30
+0,30
-0,51
-1,06
+0,47
+1,98
-1,0 2
+0,03
+1,89
+0,24
+1,96
+1,11
-0,43
-3,49
-0,10
+0,25
-1,35
800
5 00
7SO
l000
7 50
400
1500
52S
37500
lSO
l000
1400
500
6SO
20000
5 00
1ODO
475
600
uso uso
U5D
U5D uso U5D
U5D CH F R UB
CHF
EUR uso EUR
GBP
R UB uso U5D
U5D
uso
BB• BB• BBB
BBB
BB•
BBB BBB BBB
BBB
BBB BBB BBB BBB BB• BB• BB• BB• BB •
C:HMFRU 5.910/17/22
SIBUR '3.914 01/U/18
SINEK 7.7 08/0l/15
5,90 17.10.2022
3,91 31.1)1.2018
7,70 03.1)8.2015
175
99
102
6,72
6,73
4,23
6,4 2
3,0 6
0,76
94,97
91,85
102,61
471
S66
397
.oo
-0,05
+0,05
-0,50
+2,10
-1,19
750 l000
2SO
uso
U5D
U5D
Bol
BB•
TRUBRU 51/402/11/15 5,2 5 11.1)2.2 015
18 8,43
0,29
99,07
819
+ 0,10
-0,15
413
U5D ..
SC:FRU 5 /810/27/17
5,3& 27.10.2017
7,40
2,74
94,62
642
-3,60
800
uso
Ba3
TRUBRU7/l401/27/18 7,75 27.1)1.2018
TRUBRU 6 3/404/0l/20 6,75 03.04.2020
URKARM '3.72304/30/18 3,72 30.04.201&
PHORRU4.20402/H/18 4,2 0 13.1)2.2018
95
161
7,31
9,48
4,98
5,37
2,89
4,56
3,26
3,09
101,25
&&,60
96,00
96,52
626
788
383
. 11
-0,22
-0,72
+0,25
-2,37
+0,01
soo
500
650
soo
U5D Bl uso Bl uso
U5D
..
B•
BBB-
22.10.2014 Source: B/oomberg 4
INVESTMENT COMPANY IC RUSS-INVESTFixed income daily
Disclaimer. This report was prepared and provided for information purposes only under the condition it will not form the sole basis for any investment decision. It does not constitute an offer and should not be considered as an offer, or solicitation of an offer, to buy or sell any securities. The information and opinions contained in this report have been received from sources believed to be reliable. While every reasonable effort has been made to obtain accurate information and verify it, IC RUSS-INVEST or its affiliates makes no warranty, express or implied, as to the accuracy, completeness or correctness of the information and opinions contained herein. All such information, opinions and forecasts are subjected to further change without notice. The forward-looking statements in this report are subject to risks, uncertainties and other factors that could cause actual results to differ materially from those stated in such statements. Neither we nor any of our respective agents, employees or advisors intend or have any duty or obligation to supply, amend, update or revise any of the forward-looking statements contained in this report. IC RUSS-INVEST, its directors and employees may have a position in any of the securities mentioned in this report.
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