Corporate bonds indices

04/18/19

Indicator name Last value Change: Historically max. value Historically min. value
per day from month srtart from year srtart
Index KASE_BMC 100.4570 0.0274 0.1931 101.1374 98.8675
Indicator KASE_BMY 10.71 0.02 0.03 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 18.04.19

The list conforms to code order
Issuer Code Yi Pi BRi Ni Qi
1 Development Bank of Kazakhstan JSC BRKZb9 10.6479 99.5696 0.6112 1,000.00 20,000,000
2 Subsidiary Organization VTB Bank (Kazakhstan) JSC BVTBb2 10.9959 98.9230 0.6112 100.00 200,000,000
3 Central Asian Electric Power Corporation JSC CAEPb1 13.2370 75.3449 1.0000 100.00 99,795,590
4 Central Asian Electric Power Corporation JSC CAEPb2 10.9700 77.8680 1.0000 100.00 50,000,000
5 Bank CenterCredit JSC CCBNb26 11.4839 92.5272 0.4807 100.00 254,286,707
6 Bank CenterCredit JSC CCBNb20 12.4769 80.9737 1.0000 100.00 35,000,000
7 Kaspi Bank JSC CSBNb17 10.9803 96.0063 0.3106 100.00 393,574,200
8 Kaspi Bank JSC CSBNb10 11.9867 88.5233 1.0000 100.00 99,578,510
9 Kaspi Bank JSC CSBNb12 9.9798 91.4584 1.0000 100.00 50,000,000
10 Kaspi Bank JSC CSBNb15 8.9720 104.1614 0.2495 100.00 489,961,360
11 Kaspi Bank JSC CSBNb16 8.9760 103.1910 0.2629 100.00 464,906,433
12 Kaspi Bank JSC CSBNb8 10.0607 99.1179 1.0000 100.00 59,700,000
13 Kaspi Bank JSC CSBNb9 10.0607 99.1179 1.0000 100.00 53,974,500
14 Kaspi Bank JSC CSBNb18 10.1927 102.2911 0.2068 100.00 590,983,679
15 Eurasian Bank JSC EUBNb11 6.9937 100.7642 1.0000 100.00 99,950,000
16 Eurasian Bank JSC EUBNb8 12.4772 80.8548 0.8163 100.00 149,745,500
17 Eurasian Bank JSC EUBNb5 11.4776 84.2748 1.0000 100.00 81,188,900
18 Eurasian Bank JSC EUBNb13 13.9768 82.8524 1.0000 100.00 24,950,000
19 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb4 12.9948 99.6784 1.0000 1,000.00 8,000,000
20 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb3 13.2421 101.8701 1.0000 1,000.00 10,000,000
21 Halyk Savings Bank of Kazakhstan JSC HSBKb18 9.4724 91.4367 0.1222 10,000.00 10,000,000
22 KazAgroFinance JSC KAFIb6 13.2358 103.8350 1.0000 1,000.00 8,000,000
23 Kazakhstan utility systems LLP KSYSb1 13.9885 101.7344 1.0000 1,000.00 856,744
24 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb25 9.4911 98.7171 1.0000 1.00 10,000,000,000
25 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb23 9.4925 97.4916 1.0000 1.00 6,507,000,000
26 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb27 9.0616 108.5552 0.6301 1.00 19,400,000,000
27 AsiaCredit Bank JSC LARIb3 6.9901 101.4708 1.0000 1.00 6,130,000,000
28 AsiaCredit Bank JSC LARIb2 18.9960 96.2384 1.0000 1.00 7,885,585,000
29 PAVLODARENERGO JSC PDENb2 11.7307 76.3216 1.0000 100.00 19,350,000
30 RG Brands JSC RGBRb7 10.9915 95.7784 1.0000 1.00 56,700,000
31 Subsidiary Bank Sberbank of Russia JSC SBERb9 9.9035 95.7505 0.4102 1.00 29,800,000,000
32 Subsidiary Bank Sberbank of Russia JSC TXBNb5 11.9954 97.4257 1.0000 1.00 4,682,860,000
33 Sovereign Wealth Fund "Samruk-Kazyna" JSC SKKZb23 10.4904 94.3984 0.1630 1.00 74,993,598,000
34 Sovereign Wealth Fund "Samruk-Kazyna" JSC SKKZb11 8.7477 110.2691 0.4890 1,000.00 25,000,000
35 Samruk-Energy JSC SNRGb2 11.7324 103.5192 0.6112 1,000.00 20,000,000

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 18.04.19

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
04/16/19KASE 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
01/21/19KASE removes Eurasian Bank bonds KZ2C00001204 (EUBNb7) from representative list of KASE_BM* series indices reaching maturity date
12/26/18KASE removes bonds KZP01Y05E590 (KZ2C00002483, KTGAb1) of KazTransGaz Aimak from representative list of KASE_BM* series indices due to maturity
12/24/18KASE removes bonds of two issues from KASE_BM* series indices' universe due to maturity

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