Corporate bonds indices

09/13/19

Indicator name Last value Change: Historically max. value Historically min. value
per day from month srtart from year srtart
Index KASE_BMC 100.7987 0.1182 0.1293 101.1374 98.8675
Indicator KASE_BMY 10.64 0.02 0.11 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 13.09.19

The list conforms to code order
Issuer Code Yi Pi BRi Ni Qi
1 Development Bank of Kazakhstan JSC BRKZb9 9.9853 101.1664 0.7123 1,000.00 20,236,240
2 Central Asian Electric Power Corporation JSC CAEPb2 10.9722 79.1977 1.0000 100.00 39,548,500
3 Central Asian Electric Power Corporation JSC CAEPb1 13.7487 76.0894 1.0000 100.00 75,764,213
4 Bank CenterCredit JSC CCBNb26 12.2362 92.1315 0.6163 100.00 233,884,522
5 Bank CenterCredit JSC CCBNb20 12.4790 78.8015 1.0000 100.00 27,526,870
6 Kaspi Bank JSC CSBNb10 11.9891 90.7853 1.0000 100.00 18,105,830
7 Kaspi Bank JSC CSBNb17 10.9825 96.4406 1.0000 100.00 75,648,140
8 Kaspi Bank JSC CSBNb12 9.9821 92.6928 1.0000 100.00 9,293,041
9 Kaspi Bank JSC CSBNb15 8.9741 103.8589 1.0000 100.00 102,133,235
10 Kaspi Bank JSC CSBNb16 8.9781 102.8985 1.0000 100.00 96,013,932
11 Kaspi Bank JSC CSBNb18 10.1932 102.1451 1.0000 100.00 121,142,979
12 Eurasian Bank JSC EUBNb5 11.4797 84.1643 1.0000 100.00 69,510,932
13 Eurasian Bank JSC EUBNb8 12.4794 82.5296 1.0000 100.00 123,386,399
14 Eurasian Bank JSC EUBNb11 6.9962 100.2627 1.0000 100.00 100,251,449
15 Eurasian Bank JSC EUBNb13 13.9789 84.2030 1.0000 100.00 20,983,923
16 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb5 12.0833 102.3557 1.0000 1,000.00 9,537,784
17 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb4 13.4966 99.8780 1.0000 1,000.00 7,708,206
18 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb3 13.2443 101.0803 1.0000 1,000.00 9,694,344
19 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb6 12.4875 100.9376 0.9426 1,000.00 15,293,382
20 Halyk Savings Bank of Kazakhstan JSC HSBKb18 9.4745 92.0409 0.3413 10,000.00 4,223,372
21 KazAgroFinance JSC KAFIb6 12.7380 104.1214 1.0000 1,000.00 8,334,600
22 KazAgroFinance JSC KAFIb7 10.5438 104.7645 1.0000 1,000.00 12,575,628
23 KazAgroFinance JSC KAFIb8 10.9948 99.8786 1.0000 1,000.00 9,374,503
24 Kcell JSC KCELb1 10.4914 101.2007 0.6545 1,000.00 22,023,597
25 Kazakhstan utility systems LLP KSYSb1 14.4907 100.6615 1.0000 1,000.00 862,414
26 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb23 9.4948 98.6789 1.0000 1.00 5,552,165,947
27 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb25 9.4935 99.1703 1.0000 1.00 8,580,675,331
28 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb27 9.0634 108.1965 0.5130 1.00 28,100,874,543
29 PAVLODARENERGO JSC PDENb2 10.7321 79.0907 1.0000 100.00 15,195,129
30 RG Brands JSC RGBRb7 9.9938 98.1053 1.0000 1.00 58,129,840
31 Subsidiary Bank Sberbank of Russia JSC SBERb9 9.9927 96.4531 0.5022 1.00 28,703,985,800
32 Sovereign Wealth Fund "Samruk-Kazyna" JSC SKKZb11 8.9647 108.5320 1.0000 1,000.00 11,250,149
33 Sovereign Wealth Fund "Samruk-Kazyna" JSC SKKZb23 9.4928 97.1219 0.4652 1.00 30,983,567,255

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 13.09.19

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
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
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

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