RUSS-INVEST IK OAO During yesterday's trading session proceeded dynamics of Monday, and issues of corporate bonds decreased in price by 25 bps. Interest to the market remained low and turns hardly exceeded 5 billion rubles. Loans with duration of higher than 2 years appeared outsiders and lost 50-60 bps. Oil&gas sectors (-0,4%) and transport (-0,55%) became cheaper advancing rates. ¾ of the turn in the former fell on Novatek BO-2 which lost 0,4%. Another liquid loan Gazprom Capital 5 decreased by 0,5%. Upon transport branch pressure was put by the bond Utairfinance BO-11 (-0,8%). Better than the market looked retail and development (+0,3% and +0,2% respectively). X-5 Finance BO-3 added 0,7%, AIZK 30 - 0,35%.
In the market of internal national debt the distant section of OFZ curve corrected issues with duration of over 5 years added on the average 0,2%. Not bad on the lowered volumes looked shorter bonds with duration of 2 to 5 years.
Growing dynamics was shown by eurobonds of oil&gas and telecommunication sectors (+0,2% and
+0,15% respectively). Vympelcom 19 rose in price by 1,6%, and Vympelcom 22 - by 0,6%.
Key indicatorsSource: Bloomberg
27.08.2014 1
INVESTMENT COMPANY IC RUSS-INVESTFixed income daily
BBB-
888· BBB· BBB· BBB· BBB BBB· BBB-
888· BBB-
888· BBB BBB·
B'"B"B·
BBB· BBB· BBB-
888· BBB-
888· BBB BBB· BBB· BBB· BBB· BBB·
B'B""B-
888· BBB-
888· BBB· BBB· BBB- BBB-
'-'1
'-'1
BBB-
888· BBB-
888· BBB· BBB· BBB· BBB· BBB· BBB-
888·
27.08.2014
Source: B/oomberg 2
INVESTMENT COMPANY IC RUSS-INVESTFixed income daily
AK8ARS.S07/ H /ZZ ALFARU 80'1/18/lS ALFARU.S 5/804/2.6/16
ABHFIN S 1 /2 06/10/17
ALFARU 6.'1 02/ZZ/17
ALFARU 7 7/8 09/2.5/17
8,75
8,00 13. 07.2022
8,00 1 8.03.2015
8,63
5,50 10.06.2017
6,30 22 .o:t 2017
7 ,88
,.
55
2e2
lB
23
10<1,90
92,50
102,50
96,02
100,3 1
99,15
106,8 0
72 2
308
144
577
4 29
-0,05
-0,3 5
-3,03
-1,14
600
600
350
300
u so u so
EU R
u so
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
7,50 26. 09.2019 25
7,75 56
5,9 7
6,70 11.03.2015 9
6,02
8,00
7,7 3 16.12.2015 l"
90
100,50
100,40
99,90
101,50
9 8,65
566
567
354
557
1059
1200
-0,2 5
-3,69
-0,84
+0,32
-0,90
-0,17
-3,5 1
-6,86
-7 ,63
750 u so
U50
750 u so
u so •·
U50 B·
RUSB 10 'J /4 04/10/18
RUSB 111/2 01/17/24
STPETE 7.63 07/25/17
STPETE 1110/'lA /18
STPETE 10 3/4 04/22/19
FEIBNK 911/14/16
11,50
7 ,63
11,00 2<1.10.2018
10,75 22 . 04.2 019
9,00
38
137
5"0
99 ,75 953
86,00 1<1 57
100,75
963
902
350
200
lOl
100
u so
u so
U50
VOSEXP lZOS /29/19
Vl'B 5.0109/29/15
VìB 6.465 03/04/15
VìBO 04/24/ lS Vl'B 5 11/17/15
VìB4 07/20/15
12,00 2 9.05.2019 88
5,01 2 7
6,<1 7
2,03 2<1. 0<1.2015 5 2
5,00 17. 11.2 015 77
4,00
96,75 113<1
99,75<18 9
101,66
98,96 3<1 2
100,64
99,10
l25 u so
u so
CHF
VTB 4 1/2 10/'10/1"> VTB 41/40Z/15/16
Vl'B3.1512/16/16
VìB 6 04/1Z/17
VTB 6 7/805/29/18
VìB 6.315 02/22/18
<1,50 30.10.2015 58
<1, 25 15. 0 2.2 016 167
3,15
6,00 12 . 0<1.2017<10
6,88 88
6,32
99,2 3 210
100,87 336
98,10
102,15<11<1
103,54 <1<1 3
102,05
2 000
2 000
'000
CNY EU R
u so
U50
VTB 2.9 OS /ZS /1 8
VìB 6.55110/13/20
Vl'B 6.9510/17/22
2,90 2 5.05.2018 266
6,55
6,95
96,00 394
101,9 2 <1 23
96,90
300 CHF USO
VTB 61/406/'10/'H
VEBBNK3 3/402/17/16
VEBBNK 5A5 11/22/17
6,25 30. 06.2035 30.06 2 015 119
3,75 169
5,<15
100,85 330
98,40 <185
99,90
l 000
500
u so
VEBBNK 5 'J/8 OZ/1'J/17
VEBBNK 4.2Z411/Z1/18
VEBBNK 'J.O'J 5 OZ/Z1/18
5,38 13.01.2017 164
<1, 2 2 BO
3,04
10<1,50 254
95,48 389
95,0 6
750 u so
VEBBNK 6.90Z07/09/20
VEBBNK 6.0Z5 07/05/22
VEBBNK 5.94Z 11/Z1/2'J VEBBNK 4.0'!. ZOZ/Z1/2'J VEBBNK 6.8 11/ZZ/Z5
VEBBNK5 1/805/Z7/16
GiPBRU 61/41Z/15/14
GPBRU 61/2 09/2'!./15
GiPBRU 'J 'J/8 08/05/15
GiPBRU 8.617 1Z/15/15
GPBRU 7.'!.5 05/08/16
GiPBRU 4 02/24/16
GiPBRU 7 7/8 07/25/16
GPBKSW Z 'J/8 1Z/09/16
GiPBRU 4 1/4 01/'J0/17
GiPBRU 5 5/805/17/17
GPBRU 5 'J/411/21/18
GiPBRU '!..98410/'J0/18
GiPBRU 71/405/0'J/19
GPBRU 4.9609/05/19
GiPBRU 61/207/17/ZO GiPBRU 7.496 1Z/'l'i'./2'!. GPBRU 5 1/8 05/H/Z4
FCFIN 81/211/15/19
C RBKMO 8 1 /4 08/05/14
CRBKM 07.7 OZ/01/18
C RBKM 08.7 11/H/18
MBRDRU 7.9'!. O'J/10/16
NM05RM 8 'J/410/21/15
NMOSRM 7 1/404/25 /18
NMOSRM 1004/26/19
NM05RM 10 1Z/17/19
6,90 09. 07.2020 129
6,03
5,94
<1,03 21.01.202 3 173
6,80 B1
5,13 2 7.05.2016
6,25 15.12.2014 10<1
6,50 21
3,38 05.08.2015
8,62 15.12.2015 105
7 ,35 248
<1,00 2<1.0 2.2 016
7 ,88 25. 07.2016 1<16
2 ,38 99
<1,25 3001.2017
5,63 17.05.2017 76
5,75 BO
3,98 3010.2 018 59
7 ,25 03. 05.2019 6 2
6,50 17.0 7.2020
7 ,50 2 B.12.202 3 117
5,13 2 54
8,50 15.11.2 019
8,25 05. 08.2014
7,70
8,70 13.11.2018 72
7 ,93 10.03.2016 8
8,75 49
7,25 2 5.04.201 8
10,00 26. 0<1.2019 54
10,00 106
6,<18
11,01
4,64
6,10
5,64
6,66
5,04
6,<11
5,75
7,08
B ,13
6,04
8,21
7 ,7B
11,<11
6,06
8,<16
10,6 2
10,34
104,50<109
95,00 <167
94,05
90,72 452
101,00
99,90
101,29 1<16
102,88 335
99,03
9 7 ,9 2 37
10<1,8 9 368
96,5 2 3<12
95,20 9 2
95,91
99,96 463
96,69 513
96,09
103,35<178
96,6 2 <100
9 7,2 5
9 7,7 0 660
96,33 583
101,19
99,75 651
91,13 99 2
102,90
96,2 5 712
97,75 903
98,63
-1,13
-0,0 6
+0,11
+0,86
+0,02
+0,09
-0,00
+0,09
+0,08
-0,11
+0,18
-0,13
+0,23
-0,13
-0,94
1600 l 000
400 l 000 l 000
15 000
120
20 000
200 l 000 l 000
l 000
500
750
400
750
250
200
soo
300
u so
EU R USO
u so u so
RU B USO
RU B CHF
CNY
u so
EU R
u so
u so u so
u so u so
u so u so
u so u so
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
RCCF 7 'J/405/'!.1/16
RCCF H1 /2 06/21/18
RSHB 'J 1/808/17/15
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
7,75 31.0 5.2016
13,50 21.06.2018
3,13
128
53
llO
350
3,37
7 ,B9
8,38
10,6<1
10,30
13,00
16,04
<1,74
106,75
105,65
100,2 5
98,25
101,00
92,00
92,90
9 8,51
310
726
1<171
470
-2 ,80
-3,84
-5,27
+2,5<1
+0,60
200
200
100
600
325
350
150
u so u so
u so u so
u so u so
RSHB '!..6 02/04/16
RSHBO 11/Z'J/ 16
3,60 0<1.0 2.2 016
9,90 23. 11.2016
6,83
83
95,68
-0,6 9 l 000
20 000
RU B
RSHB87. O'J/17/16
RSHB 8 5/802/17/17
8,70
8,63 17.01 .2017
16 11,50
12,11
96,55
93,46 201
+0,18
+0,18
32 000
RUB RU B
RSHB 6.Z99 05/15/17
R5HB S .Z98 1Z/27/17
RSHB 7 'J/405/29/18
RSHB 5.107/25/18
RSHB 7 7/802/07/18
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'!.
SBERRU 5 1 /2 02/26/ 24
TATFON 1104/28/17
AKBHC 10 'J/4 09/18/1S
6,30 15.05.2017
5,30
7,7 5 2 9.05.201 8
5,10
7,88
6,00 03.06.2021
8,50
3,50
5,50 07.0 7.2 015
3,10
7,00
5,<10 2<1.03.2017
2,07
<1,9 5
7,<1 0 0<1.03.2 018
5,18 28. 06.2 019
5,72
6,13 07 .0 1.2022
5,13
5,25
5,50 2 6.0 2.2 02<1
11,00
10,75
74
116
1 45
" "'
152
"
3
ll7
l58
57
l77
6,66
5,87
5,86
5,86
12,7 2
8,46
8,70
<1,<11
2,<1 9
3,09
10,05
<1,51
3,<19
<1,35
12,7 1
5,36
5,73
5,93
6,35
6,9 3
7,50
10,71
5,9B
99,12
106,2<1 <1<19
97,3 7<1<12
87 ,79
96,05 779
98,75 6<13
99,80
102,50 22 0
100,01
96,3 6
102,13 356
96,64 3<13
101,38
85,3<1 3<17
99,25 366
99,92
101,13 379
92,30 <110
89,13
9 2,50 590
100,63 975
10<1,75
-0,06
+0,05
-0,9<1
-0,01
+1,63
+0,70
-0,13
-0,37
-0,22
-0,12
+3,.19
+1,33
+2,13
+5,04
-3,22
-0,18
-2 ,12
+2,22
+3,06
+7,64
-0,4 2
-1,8 6
-0,06
12 50
1300 l 000
800
500
1500
410
1250
250
550 l 000
1500
'000 l 000
u so
u so u so u so u so
TI<Y U50
u so u so
AKBHC 14 06/06/18
TRA CAP 7.7407/18/17
HCFBRU9 'J/804/Z4/ZO
27.08.2014
1<1,00 06.06.2018
7,74 18. 07.2 017
9,38
"16
11,55
11,2 0
12,52
107,2 5 1023
91,69
91,00
Source: B/oomberg
-0,34
-2,68
200 u so
3
INVESTMENT COMPANY IC RUSS-INVEST
Fixed income daily
Bl B• BB• BB•
Bo3
Ba3
Ba3
Bl
Bo3
Ba3
Ba3
Bo3
Ba3
Ba3
Ba3
Ba3
Bo3
Ba3
""
B"a'a'3
Baa3
Bol
Ba3
Bl
Bl
BB BB BB•
BB
BB BB
BB
BB BB BB
BB
BB
BB B•
B • B•
B • B• CCC+
BB BBB BBB-
BB• BB• BBS
BBS
BB•
BBB BBB BBB
BBS
BBS BBB BBB BBB BB• BB• BB• BB • BB• BB•
..
B •
B•
BBS-
27.08.2014
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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