Corporate bonds indices

05/22/19

Indicator name Last value Change: Historically max. value Historically min. value
per day from month srtart from year srtart
Index KASE_BMC 100.3616 0.0030 0.0978 101.1374 98.8675
Indicator KASE_BMY 10.49 0 0.05 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 22.05.19

The list conforms to code order
Issuer Code Yi Pi BRi Ni Qi
1 Development Bank of Kazakhstan JSC BRKZb9 9.9836 101.3284 0.5282 1,000.00 20,265,800
2 Subsidiary Organization VTB Bank (Kazakhstan) JSC BVTBb2 9.2480 99.6958 0.5368 100.00 199,385,000
3 Central Asian Electric Power Corporation JSC CAEPb1 13.2373 75.8880 1.0000 100.00 75,721,600
4 Central Asian Electric Power Corporation JSC CAEPb2 10.9706 78.2097 1.0000 100.00 39,101,300
5 Bank CenterCredit JSC CCBNb26 12.2346 91.0937 0.4576 100.00 233,884,522
6 Bank CenterCredit JSC CCBNb20 13.2602 79.1022 1.0000 100.00 27,683,985
7 Kaspi Bank JSC CSBNb8 10.1066 99.4663 1.0000 100.00 9,151,152
8 Kaspi Bank JSC CSBNb10 11.9873 89.0911 1.0000 100.00 13,670,983
9 Kaspi Bank JSC CSBNb12 9.9804 91.6908 1.0000 100.00 7,065,281
10 Kaspi Bank JSC CSBNb16 8.9765 103.1077 1.0000 100.00 73,878,879
11 Kaspi Bank JSC CSBNb17 10.9809 96.1060 1.0000 100.00 58,104,344
12 Kaspi Bank JSC CSBNb18 10.1928 102.2540 1.0000 100.00 93,135,590
13 Kaspi Bank JSC CSBNb15 8.9725 104.0755 1.0000 100.00 78,591,201
14 Kaspi Bank JSC CSBNb9 10.1066 99.4663 1.0000 100.00 8,273,515
15 Eurasian Bank JSC EUBNb11 6.9944 100.6363 1.0000 100.00 100,588,581
16 Eurasian Bank JSC EUBNb5 11.4781 84.6247 1.0000 100.00 68,699,855
17 Eurasian Bank JSC EUBNb13 13.9773 83.1885 1.0000 100.00 20,753,734
18 Eurasian Bank JSC EUBNb8 12.4778 81.2920 0.8794 100.00 121,718,833
19 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb4 12.9953 99.7687 1.0000 1,000.00 7,981,480
20 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb3 13.2426 101.6940 1.0000 1,000.00 10,169,720
21 Halyk Savings Bank of Kazakhstan JSC HSBKb18 9.4729 91.6008 0.3131 10,000.00 3,418,709
22 KazAgroFinance JSC KAFIb6 13.2363 103.7000 1.0000 1,000.00 8,296,192
23 Kazakhstan utility systems LLP KSYSb1 15.0033 99.9635 1.0000 1,000.00 863,664
24 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb23 9.4932 97.7953 1.0000 1.00 5,833,903,439
25 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb25 9.4917 98.8247 1.0000 1.00 9,060,270,452
26 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb27 9.0620 108.4685 0.5548 1.00 19,292,920,499
27 PAVLODARENERGO JSC PDENb2 11.7309 73.6716 1.0000 100.00 14,254,274
28 RG Brands JSC RGBRb7 9.9920 97.2487 1.0000 1.00 57,668,692
29 Subsidiary Bank Sberbank of Russia JSC SBERb9 9.9909 95.2069 0.3773 1.00 28,369,153,000
30 Subsidiary Bank Sberbank of Russia JSC TXBNb5 9.9959 98.7715 1.0000 1.00 4,627,454,015
31 Sovereign Wealth Fund "Samruk-Kazyna" JSC SKKZb23 9.4909 96.1035 0.4327 1.00 24,735,668,071
32 Sovereign Wealth Fund "Samruk-Kazyna" JSC SKKZb11 8.7477 110.1429 1.0000 1,000.00 9,451,426
33 Samruk-Energy JSC SNRGb2 11.7330 103.3733 1.0000 1,000.00 3,233,090

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 22.05.19

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
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
02/28/19BONDS KZ2C00002319 (SKKZb11) OF SOVEREIGN WEALTH FUND "SAMRUK-KAZYN" WILL BE INCLUDED IN KASE_BM* SERIES INDEXES' UNIVERSE AS OF MARCH 1
02/11/19KASE removed bonds KZ2C00002517 (HCBNb2) of Subsidiary Bank "Home Credit and Finance Bank" from representative list for bond market indices of KASE_BM* series due to their maturity

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