Corporate bonds indices

11/15/19

Indicator name Last value Change: Historically max. value Historically min. value
per day from month srtart from year srtart
Index KASE_BMC 101.1700 0.3278 0.5639 101.1700 98.8675
Indicator KASE_BMY 10.51 0.10 0.20 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 15.11.19

The list conforms to code order
Issuer Code Yi Pi BRi Ni Qi
1 Development Bank of Kazakhstan JSC BRKZb9 9.9860 101.1194 0.6250 1,000.00 20,226,260
2 Central Asian Electric Power Corporation JSC CAEPb2 10.9729 79.6608 1.0000 100.00 39,754,200
3 Central Asian Electric Power Corporation JSC CAEPb1 12.9798 78.8404 1.0000 100.00 76,455,298
4 Bank CenterCredit JSC CCBNb26 12.6199 91.8539 0.5405 100.00 233,884,522
5 Bank CenterCredit JSC CCBNb20 12.4826 81.6461 1.0000 100.00 27,745,270
6 Kaspi Bank JSC CSBNb17 10.9832 96.5834 1.0000 100.00 70,115,041
7 Kaspi Bank JSC CSBNb15 8.9748 103.7524 1.0000 100.00 94,569,821
8 Kaspi Bank JSC CSBNb12 9.9829 92.9970 1.0000 100.00 8,638,264
9 Kaspi Bank JSC CSBNb16 8.9788 102.7956 1.0000 100.00 88,905,628
10 Kaspi Bank JSC CSBNb18 10.1934 102.1036 1.0000 100.00 112,232,700
11 Kaspi Bank JSC CSBNb10 11.9899 91.5572 1.0000 100.00 16,908,936
12 Eurasian Bank JSC EUBNb11 6.9971 100.0997 1.0000 100.00 100,100,625
13 Eurasian Bank JSC EUBNb5 11.4805 84.6979 1.0000 100.00 68,622,726
14 Eurasian Bank JSC EUBNb13 13.9796 84.6706 1.0000 100.00 21,086,393
15 Eurasian Bank JSC EUBNb8 12.4801 81.5911 1.0000 100.00 121,888,045
16 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb3 12.3000 101.3284 1.0000 1,000.00 10,147,300
17 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb5 12.0840 102.2713 1.0000 1,000.00 9,873,848
18 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb6 12.4882 100.8884 0.7983 1,000.00 15,836,952
19 Halyk Savings Bank of Kazakhstan JSC HSBKb18 9.4752 92.2643 0.3230 10,000.00 3,913,704
20 KazAgroFinance JSC KAFIb6 12.7386 103.8790 1.0000 1,000.00 8,316,272
21 KazAgroFinance JSC KAFIb7 10.9802 103.2128 1.0000 1,000.00 12,561,324
22 Kcell JSC KCELb1 10.4921 101.0497 0.5748 1,000.00 21,992,185
23 Kazakhstan utility systems LLP KSYSb1 14.5645 100.4748 1.0000 1,000.00 861,656
24 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb23 9.4957 99.0736 1.0000 1.00 5,163,516,563
25 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb27 8.0998 114.0219 0.4860 1.00 26,012,509,789
26 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb25 9.4942 99.3206 1.0000 1.00 7,961,012,717
27 PAVLODARENERGO JSC PDENb2 10.7320 79.4260 1.0000 100.00 15,347,453
28 RG Brands JSC RGBRb7 9.9946 98.5002 1.0000 1.00 58,337,167
29 Subsidiary Bank Sberbank of Russia JSC SBERb9 9.9936 97.0881 0.4377 1.00 28,880,521,000
30 Sovereign Wealth Fund "Samruk-Kazyna" JSC SKKZb11 8.9653 108.3894 1.0000 1,000.00 10,524,929
31 Sovereign Wealth Fund "Samruk-Kazyna" JSC SKKZb23 9.4935 97.5718 0.4418 1.00 28,612,110,269

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 15.11.19

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
10/28/19From October 28 KASE removes bonds KZ2C00004471 (KAFIb8) of KazAgroFinance from KASE_BM* series indices' universe due to expiration
10/16/19On October 16, 2019, KASE removed bonds KZ2C00004042 (HCBNb4) of Subsidiary Bank "Home Credit and Finance Bank" from representative list for bond market indices of KASE_BM* series due to maturity
08/29/19FROM SEPTEMBER 1 KASE_BM* SERIES INDEXES' UNIVERSE WILL FEATURE 33 BONDS
08/26/19As of August 26 KASE removes bonds KZ2C00000453 (TXBNb5) of Subsidiary Bank Sberbank of Russia from KASE_BM* series indices' universe due to expiration

Archive
Start
End
Output to:
Username:
Password:
Loading
Loading