Date: Fri, 29 Mar 2024 01:15:00 +0300 (MSK) Message-ID: <774674292.1053.1711664100959@3457bfd132cd> Subject: Exported From Confluence MIME-Version: 1.0 Content-Type: multipart/related; boundary="----=_Part_1052_274229836.1711664100933" ------=_Part_1052_274229836.1711664100933 Content-Type: text/html; charset=UTF-8 Content-Transfer-Encoding: quoted-printable Content-Location: file:///C:/exported.html
=D0=A1=D0=BE=D1=81=D1=82=D0=BE=D1= =8F=D0=BD=D0=B8=D0=B5 =D0=B2=D1=8B=D0=B1=D1=80=D0=B0=D0=BD=D0=BD=D1=8B=D1= =85 =D0=BF=D0=BE=D1=80=D1=82=D1=84=D0=B5=D0=BB=D0=B5=D0=B9:
=D0=9E=D1=82=D1=87=D0=B5=D1=82 = =D1=81=D0=BE=D0=B4=D0=B5=D1=80=D0=B6=D0=B8=D1=82 =D0=BF=D0=BE=D0=BB=D1=8F= span>
ROR |
=D0=92=D0=BD=D1=83=D1=82=D1=80=D0=B5=D0=BD=D0=BD=D1=8F=D1=8F =D0=BD=D0= =BE=D1=80=D0=BC=D0=B0 =D0=B4=D0=BE=D1=85=D0=BE=D0=B4=D0=BD=D0=BE=D1=81=D1= =82=D0=B8 =D0=BF=D0=BE=D1=80=D1=82=D1=84=D0=B5=D0=BB=D1=8F, =D1=80=D0=B0=D1= =81=D1=81=D1=87=D0=B8=D1=82=D0=B0=D0=BD=D0=BD=D0=B0=D1=8F =D0=B4=D0=BB=D1= =8F =D0=B2=D1=81=D0=B5=D1=85 =D0=BF=D0=BB=D0=B0=D1=82=D0=B5=D0=B6=D0=B5=D0= =B9 =D0=BF=D0=BE =D0=BD=D0=B5=D0=BC=D1=83. =D0=92 =D1=80=D0=B0=D1=81=D1=87=D0=B5=D1=82 =D0=B2=D0=BA=D0=BB=D1=8E=D1= =87=D0=B0=D1=8E=D1=82=D1=81=D1=8F =D0=BF=D0=BB=D0=B0=D1=82=D0=B5=D0=B6=D0= =B8 =D0=BE=D1=82=D0=BA=D1=80=D1=8B=D1=82=D0=B8=D1=8F =D0=B8 =D0=B7=D0=B0=D0= =BA=D1=80=D1=8B=D1=82=D0=B8=D1=8F =D0=BF=D0=BE=D0=B7=D0=B8=D1=86=D0=B8=D0= =B8 =D0=BD=D0=B0 =D0=B4=D0=B0=D1=82=D1=8B =D0=BD=D0=B0=D1=87=D0=B0=D0=BB=D0= =B0 =D0=B8 =D0=BE=D0=BA=D0=BE=D0=BD=D1=87=D0=B0=D0=BD=D0=B8=D1=8F =D0=BE=D1= =82=D1=87=D0=B5=D1=82=D0=B0 =D0=B3=D0=B4=D0=B5:
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Cashflow |
=D0=A1=D1=83=D0=BC=D0=BC=D0=B0 =D0=B2=D0=BD=D0=B5=D1=88=D0=BD=D0=B8=D1=
=85 =D0=BF=D0=BB=D0=B0=D1=82=D0=B5=D0=B6=D0=B5=D0=B9 =D0=BF=D0=BE=D1=80=D1=
=82=D1=84=D0=B5=D0=BB=D1=8F =D0=B7=D0=B0 =D0=BF=D0=B5=D1=80=D0=B8=D0=BE=D0=
=B4 =D0=BE=D1=82=D1=87=D0=B5=D1=82=D0=B0. =D0=A1=D1=83=D0=BC=D0=BC=D0=B0 =D0=BF=D0=BB=D0=B0=D1=82=D0=B5=D0=
=B6=D0=B5=D0=B9 =D0=BF=D1=80=D0=B8=D0=B2=D0=BE=D0=B4=D0=B8=D1=82=D1=81=D1=
=8F =D0=BA =D0=92=D0=B0=D0=BB=D1=8E=D1=82=D0=B5 =D0=BE=D1=82=D1=87=D0=B5=D1=
=82=D0=B0 =D1=81 =D0=B8=D1=81=D0=BF=D0=BE=D0=BB=D1=8C=
=D0=B7=D0=BE=D0=B2=D0=B0=D0=BD=D0=B8=D0=B5=D0=BC FX =D0=BA=D1=83=D1=80=D1=81=D0=BE=D0=B2 |
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P&L Coupon |
=D0=A1=D1=83=D0=BC=D0=BC=D0=B0 =D1=80=D0=B5=D0=B0=D0=BB=D0=B8=D0=B7=D0= =BE=D0=B2=D0=B0=D0=BD=D0=BD=D0=BE=D0=B3=D0=BE =D0=B8 =D0=BD=D0=B5=D1=80=D0= =B5=D0=B0=D0=BB=D0=B8=D0=B7=D0=BE=D0=B2=D0=B0=D0=BD=D0=BD=D0=BE=D0=B3=D0=BE= =D0=B4=D0=BE=D1=85=D0=BE=D0=B4=D0=B0 =D0=BF=D0=BE =D0=BA=D1=83=D0=BF=D0=BE= =D0=BD=D0=B0=D0=BC / =D0=B4=D0=B8=D0=B2=D0=B8=D0=B4=D0=B5=D0=BD=D0=B4=D0=B0= =D0=BC |
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P&L Total |
=D0=9F=D0=BE=D0=BB=D0=BD=D1=8B= =D0=B9 =D0=B4=D0=BE=D1=85=D0=BE=D0=B4 =D0=BF=D0=BE =D0=B2=D1=81=D0=B5=D0=BC= =D0=B8=D0=BD=D1=81=D1=82=D1=80=D1=83=D0=BC=D0=B5=D0=BD=D1=82=D0=B0=D0=BC = =D0=BF=D0=BE=D1=80=D1=82=D1=84=D0=B5=D0=BB=D1=8F =D0=B2 <= em>=D0=92=D0=B0=D0=BB=D1=8E=D1=82=D0=B5 =D0=BE=D1=82=D1=87=D0=B5=D1=82=D0= =B0. |
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YTM |
=D0=94=D0=BE=D1=85=D0=BE=D0=B4=D0=BD=D0=BE=D1=81=D1=82=D1=8C =D0=BA =D0= =BF=D0=BE=D0=B3=D0=B0=D1=88=D0=B5=D0=BD=D0=B8=D1=8E =D0=BF=D0=BE=D1=80=D1= =82=D1=84=D0=B5=D0=BB=D1=8F. =D0=A0=D0=B0=D1=81=D1=81=D1=87=D0=B8=D1=82=D1= =8B=D0=B2=D0=B0=D0=B5=D1=82=D1=81=D1=8F =D0=BA=D0=B0=D0=BA =D1=81=D1=80=D0= =B5=D0=B4=D0=BD=D0=B5=D0=B2=D0=B7=D0=B2=D0=B5=D1=88=D0=B5=D0=BD=D0=BD=D0=B0= =D1=8F YTM =D0=B2=D1=81=D0=B5=D1=85 =D0=B8=D0=BD=D1=81=D1=82=D1=80=D1=83=D0= =BC=D0=B5=D0=BD=D1=82=D0=BE=D0=B2 =D0=BF=D0=BE=D1=80=D1=82=D1=84=D0=B5=D0= =BB=D1=8F, =D0=B2=D0=B7=D0=B2=D0=B5=D1=88=D0=B5=D0=BD=D0=BD=D0=B0=D1=8F =D0= =BF=D0=BE =D1=81=D1=83=D0=BC=D0=BC=D0=B5 =D0=B2=D0=BB=D0=BE=D0=B6=D0=B5=D0= =BD=D0=B8=D1=8F. |
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CY |
=D0=A1=D1=80=D0=B5=D0=B4=D0=BD=
=D0=B5=D0=B2=D0=B7=D0=B2=D0=B5=D1=88=D0=B5=D0=BD=D0=BD=D0=B0=D1=8F =D1=82=
=D0=B5=D0=BA=D1=83=D1=89=D0=B0=D1=8F =D0=B4=D0=BE=D1=85=D0=BE=D0=B4=D0=BD=
=D0=BE=D1=81=D1=82=D1=8C =D0=B8=
=D0=BD=D1=81=D1=82=D1=80=D1=83=D0=BC=D0=B5=D0=BD=D1=82=D0=BE=D0=B2 =D0=BF=
=D0=BE=D1=80=D1=82=D1=84=D0=B5=D0=BB=D1=8F, =D0=B2=D0=B7=D0=B2=D0=B5=D1=88=
=D0=B5=D0=BD=D0=BD=D0=B0=D1=8F =D0=BF=D0=BE =D1=80=D1=8B=D0=BD=D0=BE=D1=87=
=D0=BD=D0=BE=D0=B9 =D1=81=D1=82=D0=BE=D0=B8=D0=BC=D0=BE=D1=81=D1=82=D0=B8 =
=D0=B8=D0=BD=D1=81=D1=82=D1=80=D1=83=D0=BC=D0=B5=D0=BD=D1=82=D0=BE=D0=B2 |
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CY Mod |
=D0=A1=D1=80=D0=B5=D0=B4=D0=BD= =D0=B5=D0=B2=D0=B7=D0=B2=D0=B5=D1=88=D0=B5=D0=BD=D0=BD=D0=B0=D1=8F =D0=BC= =D0=BE=D0=B4=D0=B8=D1=84=D0=B8=D1=86=D0=B8=D1=80=D0=BE=D0=B2=D0=B0=D0=BD=D0= =BD=D0=B0=D1=8F =D1=82=D0=B5=D0=BA=D1=83=D1=89=D0=B0=D1=8F =D0=B4=D0=BE=D1= =85=D0=BE=D0=B4=D0=BD=D0=BE=D1=81=D1=82=D1=8C =D0=B8=D0=BD=D1=81=D1=82=D1=80=D1=83=D0=BC=D0=B5=D0=BD=D1=82= =D0=BE=D0=B2 =D0=BF=D0=BE=D1=80=D1=82=D1=84=D0=B5=D0=BB=D1=8F, =D0=B2=D0=B7= =D0=B2=D0=B5=D1=88=D0=B5=D0=BD=D0=BD=D0=B0=D1=8F =D0=BF=D0=BE =D1=80=D1=8B= =D0=BD=D0=BE=D1=87=D0=BD=D0=BE=D0=B9 =D1=81=D1=82=D0=BE=D0=B8=D0=BC=D0=BE= =D1=81=D1=82=D0=B8 =D0=B8=D0=BD=D1=81=D1=82=D1=80=D1=83=D0=BC=D0=B5=D0=BD= =D1=82=D0=BE=D0=B2 =D0=BD=D0=B0 =D0=B4=D0=B0=D1=82=D1=83 =D0=BE=D0=BA=D0= =BE=D0=BD=D1=87=D0=B0=D0=BD=D0=B8=D1=8F =D0=BE=D1=82=D1=87=D0=B5=D1=82=D0= =B0. |
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Dur Mod |
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Dur |
= =D0=94=D1=8E=D1=80=D0=B0=D1=86=D0=B8=D1=8F =D0=BF=D0=BE=D1=80=D1=82=D1=84= =D0=B5=D0=BB=D1=8F. =D0=A0=D0=B0=D1=81=D1=81=D1=87=D0=B8=D1=82=D1=8B=D0=B2= =D0=B0=D0=B5=D1=82=D1=81=D1=8F =D0=BA=D0=B0=D0=BA =D1=81=D1=80=D0=B5=D0=B4= =D0=BD=D0=B5=D0=B2=D0=B7=D0=B2=D0=B5=D1=88=D0=B5=D0=BD=D0=BD=D0=B0=D1=8F = =D0=B4=D1=8E=D1=80=D0=B0=D1=86=D0=B8=D1=8F =D0=B2=D1=81=D0=B5=D1=85 =D0=B8= =D0=BD=D1=81=D1=82=D1=80=D1=83=D0=BC=D0=B5=D0=BD=D1=82=D0=BE=D0=B2 =D0=BF= =D0=BE=D1=80=D1=82=D1=84=D0=B5=D0=BB=D1=8F, =D0=B2=D0=B7=D0=B2=D0=B5=D1=88= =D0=B5=D0=BD=D0=BD=D0=B0=D1=8F =D0=BF=D0=BE =D1=80=D1=8B=D0=BD=D0=BE= =D1=87=D0=BD=D0=BE=D0=B9 =D1=81=D1=82=D0=BE=D0=B8=D0=BC=D0=BE=D1=81=D1=82= =D0=B8 =D0=B2=D1=81=D0=B5=D1=85 =D0=B8=D0=BD=D1=81=D1=82=D1=80=D1=83=D0=BC= =D0=B5=D0=BD=D1=82=D0=BE=D0=B2 =D0=BD=D0=B0 =D0=B4=D0=B0=D1=82=D1=83 =D0=BE= =D0=BA=D0=BE=D0=BD=D1=87=D0=B0=D0=BD=D0=B8=D1=8F =D0=BE=D1=82=D1=87=D0=B5= =D1=82=D0=B0. |
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Value Start |
=D0=A0=D1=8B=D0=BD=D0=BE=D1=87=D0=BD=D0=B0=D1=8F =D1=81=D1=82=D0=BE=D0=
=B8=D0=BC=D0=BE=D1=81=D1=82=D1=8C =D0=BF=D0=BE=D1=80=D1=82=D1=84=D0=B5=D0=
=BB=D1=8F =D0=BD=D0=B0 =D0=B4=D0=B0=D1=82=D1=83 =D0=BD=D0=B0=D1=87=D0=B0=D0=
=BB=D0=B0 =D0=BE=D1=82=D1=87=D0=B5=D1=82=D0=B0, =D1=80=D0=B0=D1=81=D1=81=D1=
=87=D0=B8=D1=82=D0=B0=D0=BD=D0=BD=D0=B0=D1=8F =D0=BF=D0=BE =D1=86=D0=B5=D0=
=BD=D0=B0=D0=BC =D0=9F=D0=BB=D0=BE=D1=89=D0=B0=D0=B4=D0=BA=D0=B8 =D0=BF=D0=
=B5=D1=80=D0=B5=D0=BE=D1=86=D0=B5=D0=BD=D0=BA=D0=B8, =D0=B2=D0=BA=D0=BB=D1=
=8E=D1=87=D0=B0=D1=8F =D0=9D=D0=9A=D0=94 (=D0=B4=D0=BB=D1=8F =D0=B4=D0=BE=
=D0=BB=D0=B3=D0=BE=D0=B2=D1=8B=D1=85 =D0=B8=D0=BD=D1=81=D1=82=D1=80=D1=83=
=D0=BC=D0=B5=D0=BD=D1=82=D0=BE=D0=B2).
=D0=94=D0=BB=D1=8F =D1=80=D0=B0=D1=81=D1=87=D0=B5=D1=82=D0=B0 =D0= =B8=D1=81=D0=BF=D0=BE=D0=BB=D1=8C=D0=B7=D1=83=D1=8E=D1=82=D1=81=D1=8F =D0= =B4=D0=B0=D0=BD=D0=BD=D1=8B=D0=B5 =D0=BD=D0=B0 =D0=BA=D0=BE=D0=BD=D0=B5=D1= =86 =D0=B4=D0=BD=D1=8F, =D0=BF=D1=80=D0=B5=D0=B4=D1=88=D0=B5=D1=81=D1=82=D0= =B2=D1=83=D1=8E=D1=89=D0=B5=D0=B3=D0=BE =D0=B4=D0=B0=D1=82=D0= =B5 =D0=BD=D0=B0=D1=87=D0=B0=D0=BB=D0=B0 =D0=BE=D1=82=D1=87=D0=B5=D1=82=D0= =B0. |
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Value End |
=D0=A0=D1=8B=D0=BD=D0=BE=D1=87=D0=BD=D0=B0=D1=8F =D1=81=D1=82=D0=BE=D0= =B8=D0=BC=D0=BE=D1=81=D1=82=D1=8C =D0=BF=D0=BE=D1=80=D1=82=D1=84=D0=B5=D0= =BB=D1=8F =D0=BD=D0=B0 =D0=B4=D0=B0=D1=82=D1=83 =D0=BE=D0=BA=D0=BE=D0=BD=D1= =87=D0=B0=D0=BD=D0=B8=D1=8F =D0=BE=D1=82=D1=87=D0=B5=D1=82=D0=B0, =D1=80=D0= =B0=D1=81=D1=81=D1=87=D0=B8=D1=82=D0=B0=D0=BD=D0=BD=D0=B0=D1=8F =D0=BF=D0= =BE =D1=86=D0=B5=D0=BD=D0=B0=D0=BC =D0=9F=D0=BB=D0=BE=D1=89=D0=B0=D0=B4=D0= =BA=D0=B8 =D0=BF=D0=B5=D1=80=D0=B5=D0=BE=D1=86=D0=B5=D0=BD=D0=BA=D0=B8, =D0= =B2=D0=BA=D0=BB=D1=8E=D1=87=D0=B0=D1=8F =D0=9D=D0=9A=D0=94 (=D0=B4=D0=BB=D1= =8F =D0=B4=D0=BE=D0=BB=D0=B3=D0=BE=D0=B2=D1=8B=D1=85 =D0=B8=D0=BD=D1=81=D1= =82=D1=80=D1=83=D0=BC=D0=B5=D0=BD=D1=82=D0=BE=D0=B2).
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Portfolio |
=D0=9D=D0=B0=D0=B7=D0=B2=D0=B0=D0=BD=D0=B8=D0=B5 =D0=BF=D0=BE=D1=80=D1= =82=D1=84=D0=B5=D0=BB=D1=8F (=D1=82=D0=BE=D1=80=D0=B3=D0=BE=D0=B2=D0=BE=D0= =B3=D0=BE =D1=81=D1=87=D0=B5=D1=82=D0=B0) =D0=9E=D1=82=D0=BE=D0=B1=D1=80=D0=B0=D0=B6=D0=B5=D0=BD=D0=B8=D0=B5 =D1= =81=D1=87=D0=B5=D1=82=D0=B0 =D0=BC=D0=BE=D0=B6=D0=B5=D1=82 =D0=B7=D0=B0=D0= =B2=D0=B8=D1=81=D0=B5=D1=82=D1=8C =D0=BE=D1=82 =D0=BF=D0=B0=D1=80=D0=B0=D0= =BC=D0=B5=D1=82=D1=80=D0=B0 =D0=BE=D1=82=D1=87=D0=B5=D1=82=D0=B0 = ;=D0=A0=D0=B0=D0=B7=D0=B4=D0=B5=D0=BB=D1=8C=D0=BD=D0=BE =D0=BF= =D0=BE =D1=81=D1=87=D0=B5=D1=82=D0=B0=D0=BC =E2=80= =94 =D0=B5=D1=81=D0=BB=D0=B8 =D0=BF=D0=B0=D1=80=D0=B0=D0=BC=D0=B5=D1=82=D1= =80 (=D1=84=D0=BB=D0=B0=D0=B3) =D0=BF=D1=80=D0=B8=D1=81=D1=83=D1=82=D1=81= =D1=82=D0=B2=D1=83=D0=B5=D1=82 =D0=B2 =D0=BE=D1=82=D1=87=D0=B5=D1=82=D0=B5 = =D0=B8 =D0=BD=D0=B5 =D0=B2=D0=BA=D0=BB=D1=8E=D1=87=D0=B5=D0=BD, =D0=B7=D0= =BD=D0=B0=D1=87=D0=B5=D0=BD=D0=B8=D0=B5 =D0=BF=D0=BE=D0=BB=D1=8F =D0=BF=D1= =83=D1=81=D1=82=D0=BE=D0=B5. |
||
BPV |
=D0=98=D0=B7=D0=BC=D0=B5=D0=BD=D0=B5=D0=BD=D0=B8=D0=B5 =D1=81=D1=82=D0= =BE=D0=B8=D0=BC=D0=BE=D1=81=D1=82=D0=B8 =D0=B8=D0=BD=D1=81=D1=82=D1=80=D1= =83=D0=BC=D0=B5=D0=BD=D1=82=D0=BE=D0=B2 =D0=BF=D0=BE=D1=80=D1=82=D1=84=D0= =B5=D0=BB=D1=8F =D0=BF=D1=80=D0=B8 =D0=B8=D0=B7=D0=BC=D0=B5=D0=BD=D0=B5=D0= =BD=D0=B8=D0=B8 =D0=B4=D0=BE=D1=85=D0=BE=D0=B4=D0=BD=D0=BE=D1=81=D1=82=D0= =B8 =D0=BD=D0=B0 =D0=BE=D0=B4=D0=B8=D0=BD =D0=B1=D0=B0=D0=B7=D0=B8=D1=81=D0= =BD=D1=8B=D0=B9 =D0=BF=D1=83=D0=BD=D0=BA=D1=82 =D0=B2=D0=B2=D0=B5=D1=80=D1= =85. |