Corporate bonds indices

07/22/19

Indicator name Last value Change: Historically max. value Historically min. value
per day from month srtart from year srtart
Index KASE_BMC 100.6357 0.0058 0.1050 101.1374 98.8675
Indicator KASE_BMY 10.67 0 0.02 11.28 10.06
Index KASE_BAC 100.6335 0.0046 0.1005 100.7007 100.1593
Indicator KASE_BAY 10.64 1.52 0.51 12.17 10.64

Notice: the indicator last value means its value, calculated by results of the past trading day, per day – the dirrence between this value and the value of the past trading day, the change from the month and year start means the difference between these values and the last value at the end of the previous month and year accordingly. At pointing the cursor to the indcator value will display the date of this value. Details of the Methodlogy of KASE Indices Calculation is available here

Corporate bonds "clean" prices index - KASE_BMC



Corporate bonds yield index calculation - KASE_BMY



Representative list of corporate bonds indices KASE_BM* as of 22.07.19

The list conforms to code order
Issuer Code Yi Pi BRi Ni Qi
1 Development Bank of Kazakhstan JSC BRKZb9 9.9847 101.2274 0.5147 1,000.00 20,247,460
2 Central Asian Electric Power Corporation JSC CAEPb1 13.7487 75.4801 1.0000 100.00 75,244,478
3 Central Asian Electric Power Corporation JSC CAEPb2 10.9716 78.8374 1.0000 100.00 39,394,700
4 Bank CenterCredit JSC CCBNb26 12.2356 91.7301 0.4455 100.00 233,884,522
5 Bank CenterCredit JSC CCBNb20 12.4783 78.2516 1.0000 100.00 27,362,265
6 Kaspi Bank JSC CSBNb10 11.9884 90.1782 1.0000 100.00 18,232,520
7 Kaspi Bank JSC CSBNb16 8.9775 102.9953 1.0000 100.00 97,320,416
8 Kaspi Bank JSC CSBNb12 9.9815 92.1552 1.0000 100.00 9,360,507
9 Kaspi Bank JSC CSBNb17 10.7398 97.0183 1.0000 100.00 76,620,107
10 Kaspi Bank JSC CSBNb15 8.9735 103.9586 1.0000 100.00 103,524,858
11 Kaspi Bank JSC CSBNb18 10.1930 102.2023 0.8488 100.00 122,763,024
12 Eurasian Bank JSC EUBNb5 11.4792 85.3112 1.0000 100.00 69,217,434
13 Eurasian Bank JSC EUBNb8 12.4788 82.0572 0.8487 100.00 122,782,775
14 Eurasian Bank JSC EUBNb11 6.9954 100.4078 1.0000 100.00 100,378,186
15 Eurasian Bank JSC EUBNb13 13.9783 83.8534 1.0000 100.00 20,910,046
16 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb5 12.0828 102.4576 1.0000 1,000.00 9,651,911
17 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb4 13.2479 99.7816 1.0000 1,000.00 7,788,319
18 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb3 13.4965 101.1069 1.0000 1,000.00 9,868,918
19 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb6 12.4869 101.0122 0.6735 1,000.00 15,472,995
20 Halyk Savings Bank of Kazakhstan JSC HSBKb18 9.4739 91.8753 0.2436 10,000.00 4,278,214
21 KazAgroFinance JSC KAFIb6 12.7374 104.3560 1.0000 1,000.00 8,351,264
22 KazAgroFinance JSC KAFIb7 10.5436 104.8909 0.8277 1,000.00 12,589,200
23 KazAgroFinance JSC KAFIb8 10.9941 99.7668 1.0000 1,000.00 9,365,837
24 Kcell JSC KCELb1 10.4907 101.3492 0.4727 1,000.00 22,045,351
25 Kazakhstan utility systems LLP KSYSb1 14.4901 100.6779 1.0000 1,000.00 862,600
26 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb27 9.0629 108.3049 0.4959 1.00 21,014,293,400
27 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb25 9.4928 99.0617 1.0000 1.00 9,904,110,000
28 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb23 9.4942 98.3418 1.0000 1.00 6,396,179,283
29 PAVLODARENERGO JSC PDENb2 10.7313 78.3047 1.0000 100.00 15,143,987
30 RG Brands JSC RGBRb7 9.9932 97.8017 1.0000 1.00 57,976,539
31 Subsidiary Bank Sberbank of Russia JSC SBERb9 9.9921 95.9827 0.3646 1.00 28,584,040,800
32 Subsidiary Bank Sberbank of Russia JSC TXBNb5 9.9972 99.6490 1.0000 1.00 4,665,682,683
33 Sovereign Wealth Fund "Samruk-Kazyna" JSC SKKZb11 9.4643 105.7285 0.9117 1,000.00 11,429,930
34 Sovereign Wealth Fund "Samruk-Kazyna" JSC SKKZb23 9.4920 96.7360 0.3324 1.00 31,352,213,723
35 Samruk-Energy JSC SNRGb2 11.0397 104.9868 1.0000 1,000.00 3,284,168

Yi – weighted average yield of bonds of I denomination on deals, made during the past trading day on corporate bonds in % APR;
Pi – a quoted price per bond of i denomination by results of the past trading day on corporate bonds in percentage from one corporate bond face value;
BRi – коэффициент, ограничивающий долю влияния ценовых параметров облигаций на значение индекса;
Ni – a face value per corporate bond of i denomination in KZT;
Qi – number of placed corporate bonds of i denomination.

Corporate bonds "clean" prices index - KASE_BAC



Corporate bonds yield index calculation - KASE_BAY



Representative list of corporate bonds indices KASE_BA* as of 22.07.19

The list conforms to code order
Issuer Code Yi Pi BRi Ni Qi
1 ASYL-INVEST JSC ASYLb1 9.1928 99.2859 1.0000 100.00 9,678,500
2 Batys tranzit JSC BTTRb1 13.9905 94.1941 0.0918 100.00 188,223,500
3 Freedom Finance JSC FFINb1 8.3816 102.9074 0.5782 1,000.00 2,989,138
4 Credit association ORDA credit LLP ORDKb2 10.6161 99.9709 1.0000 1,000.00 1,336,555

Yi – weighted average yield of bonds of I denomination on deals, made during the past trading day on corporate bonds in % APR;
Pi – a quoted price per bond of i denomination by results of the past trading day on corporate bonds in percentage from one corporate bond face value;
BRi – коэффициент, ограничивающий долю влияния ценовых параметров облигаций на значение индекса;
Ni – a face value per corporate bond of i denomination in KZT;
Qi – number of placed corporate bonds of i denomination.



Latest news about KASE_B* indices

DateNews title
07/16/19On July 16, 2019, KASE removed bonds KZ2C00002715 (BVTBb2) of Subsidiary Organization VTB Bank (Kazakhstan) from representative list for bond market indices of KASE_BM* series due to maturity
07/01/19KASE removed bonds KZ2C00001428 (CSBNb8) и KZ2C00001410 (CSBNb9) of Kaspi Bank from representative list for bond market indices of KASE_BM* series as of July 1 due to their maturity
05/30/19FIVE BONDS WILL BE INCLUDED IN KASE_BM* SERIES INDEXES' UNIVERSE AS OF JUNE 1
04/23/19KASE removed bonds KZ2C00001766 (LARIb2) and KZ2C00002418 (LARIb3) of AsiaCredit Bank from representative list for bond market indices of KASE_BM* series due to market maker’s absence as of April 23
04/16/19KASE removes Tsesnabank bonds KZ2C00002905 (TSBNb26) from universe of KASE_BM* series indices due to absence from circulation

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