Corporate bonds indices

10/19/18

Indicator name Last value Change: Historically max. value Historically min. value
per day from month srtart from year srtart
Index KASE_BMC 99.3956 0.0952 0.3318 101.1374 99.1805
Indicator KASE_BMY 10.70 0.05 0.15 10.70 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 19.10.18

The list conforms to code order
Issuer Code Yi Pi BRi Ni Qi
1 Subsidiary Bank Alfa-Bank JSC ALBNb3 6.9971 99.9955 1.0000 1,000.00 3,005,717
2 Development Bank of Kazakhstan JSC BRKZb9 8.6421 105.6438 0.4986 1,000.00 20,927,480
3 Subsidiary Organization VTB Bank (Kazakhstan) JSC BVTBb2 10.8742 97.9700 0.5329 100.00 195,825,800
4 Central Asian Electric Power Corporation JSC CAEPb2 10.9685 76.9668 1.0000 100.00 38,413,250
5 Central Asian Electric Power Corporation JSC CAEPb1 13.2361 73.9514 1.0000 100.00 73,640,011
6 Bank CenterCredit JSC CCBNb20 14.4758 75.5517 1.0000 100.00 26,372,395
7 Kaspi Bank JSC CSBNb18 10.1924 102.3889 0.7851 100.00 132,912,623
8 Kaspi Bank JSC CSBNb12 9.9783 92.8515 1.0000 100.00 10,188,190
9 Kaspi Bank JSC CSBNb10 11.9851 89.0375 1.0000 100.00 19,429,937
10 Kaspi Bank JSC CSBNb15 8.9705 104.3588 0.9289 100.00 112,334,671
11 Kaspi Bank JSC CSBNb9 9.9956 98.7913 1.0000 100.00 11,699,469
12 Kaspi Bank JSC CSBNb8 9.9956 98.7913 1.0000 100.00 12,940,524
13 Kaspi Bank JSC CSBNb16 8.9745 103.3816 0.9882 100.00 105,591,475
14 Eurasian Bank JSC EUBNb11 6.9920 101.1125 1.0000 100.00 101,114,418
15 Eurasian Bank JSC EUBNb5 12.3096 80.6058 1.0000 100.00 67,491,927
16 Eurasian Bank JSC EUBNb13 13.9753 81.9376 1.0000 100.00 19,097,803
17 Eurasian Bank JSC EUBNb7 9.7464 99.7162 1.0000 100.00 14,543,384
18 Eurasian Bank JSC EUBNb8 12.4714 79.7412 0.8300 100.00 125,722,878
19 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb4 12.2430 100.2319 1.0000 1,000.00 4,969,035
20 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb3 14.2500 100.9988 1.0000 1,000.00 10,249,350
21 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb2 11.4959 99.3755 1.0000 1,000.00 6,719,241
22 Halyk Savings Bank of Kazakhstan JSC HSBKb18 9.4709 91.0336 0.2576 10,000.00 4,050,969
23 KazAgroFinance JSC KAFIb6 12.9843 104.9445 1.0000 1,000.00 8,400,440
24 Kazakhstan utility systems LLP KSYSb1 13.9869 102.0136 1.0000 1,000.00 874,217
25 KazTransGaz Aimak JSC KTGAb1 12.1068 99.1385 0.8513 1,000.00 12,256,780
26 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb23 9.4908 96.6856 1.0000 1.00 5,373,668,302
27 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb21 9.4965 100.0601 1.0000 1.00 8,559,202,328
28 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb27 9.5420 105.7371 0.5744 1.00 18,165,810,851
29 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb25 9.4894 98.3981 1.0000 1.00 8,411,007,359
30 AsiaCredit Bank JSC LARIb3 6.9884 101.8058 1.0000 1.00 6,244,183,510
31 AsiaCredit Bank JSC LARIb2 17.6877 93.4879 1.0000 1.00 8,558,863,464
32 PAVLODARENERGO JSC PDENb2 11.7299 75.5758 1.0000 100.00 3,773,620
33 National company Food contract corporation JSC PRKRb5 10.4969 99.5532 0.3154 1,000.00 33,083,830
34 RG Brands JSC RGBRb7 10.9897 94.6954 1.0000 1.00 53,598,567
35 Subsidiary Bank Sberbank of Russia JSC TXBNb5 11.9936 96.1991 1.0000 1.00 3,492,554,447
36 Subsidiary Bank Sberbank of Russia JSC TXBNb6 9.7497 99.5076 0.6901 1.00 15,120,153,123
37 Subsidiary Bank Sberbank of Russia JSC SBERb9 9.9886 94.6795 0.4765 1.00 21,896,981,270
38 Sovereign Wealth Fund "Samruk-Kazyna" JSC SKKZb23 10.4886 93.1792 0.2576 1.00 40,509,688,840
39 Samruk-Energy JSC SNRGb2 11.7488 103.7438 0.5064 1,000.00 20,606,160

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 19.10.18

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
10/01/18/REPEAT/ Amendments to the Methodology for Calculating Stock Market Indicators to come into effect on October 1, 2018
09/24/18KASE removed bonds KZP03Y05E018 (KZ2C00002145, SBERb8) of Sberbank of Russia from representative list for bond market indices of KASE_BM* series due to maturity
09/17/18/REPEAT/ Amendments to the Methodology for Calculating Stock Market Indicators to come into effect on October 1, 2018
09/12/18KASE and Bloomberg conducted round table meeting "Bloomberg Day on KASE"
08/29/18KASE INCLUDED BONDS KZ2C0Y10F369 (KZ2C00003739, PDENb2) OF PAVLODARENERGO IN REPRESENTATIVE LIST FOR CALCULATION OF INDICES OF KASE_BM* SERIES
08/23/18On August 23, KASE removed bonds KZ2C0Y10D307 (KZ2C00001477, CTECb1) of Central Asian Power-Energy Company from representative list for bonds market indices of KASE_BM* series due to market maker’s absence
08/17/18Amendments to the Methodology for Calculating Stock Market Indicators will come into effect since October 1, 2018,
07/25/18KASE removed bonds KZ2C0Y05E503 (KZ2C00002178, KZIKb24) of Mortgage Organization Kazakhstan Mortgage Company from representative list for bonds market indices of KASE_BM* series due to maturity
06/26/18KASE removed bonds KZP12Y10B650 (KZ2C00000552, CCBNb19) of Bank CenterCredit from representative list for bond market indices of KASE_BM* series due to maturity

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