Corporate bonds indices

06/27/19

Indicator name Last value Change: Historically max. value Historically min. value
per day from month srtart from year srtart
Index KASE_BMC 100.5293 0.0025 0.1594 101.1374 98.8675
Indicator KASE_BMY 10.67 0.02 0.19 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 27.06.19

The list conforms to code order
Issuer Code Yi Pi BRi Ni Qi
1 Development Bank of Kazakhstan JSC BRKZb9 9.9843 101.2645 0.7481 1,000.00 20,000,000
2 Subsidiary Organization VTB Bank (Kazakhstan) JSC BVTBb2 10.4093 99.8598 0.7481 100.00 200,000,000
3 Central Asian Electric Power Corporation JSC CAEPb1 13.7486 75.1914 1.0000 100.00 99,795,590
4 Central Asian Electric Power Corporation JSC CAEPb2 10.9713 78.6675 1.0000 100.00 50,000,000
5 Bank CenterCredit JSC CCBNb26 12.2353 91.5431 0.5884 100.00 254,286,707
6 Bank CenterCredit JSC CCBNb20 12.4781 77.9906 1.0000 100.00 35,000,000
7 Kaspi Bank JSC CSBNb18 10.1930 102.2348 0.2532 100.00 590,983,679
8 Kaspi Bank JSC CSBNb15 8.9732 103.9863 0.3054 100.00 489,961,360
9 Kaspi Bank JSC CSBNb12 9.9812 92.0192 1.0000 100.00 50,000,000
10 Kaspi Bank JSC CSBNb16 8.9772 103.0218 0.3218 100.00 464,906,433
11 Kaspi Bank JSC CSBNb17 10.7396 96.9561 0.3802 100.00 393,574,154
12 Kaspi Bank JSC CSBNb10 11.9881 89.8673 1.0000 100.00 99,578,510
13 Kaspi Bank JSC CSBNb8 11.8508 99.9486 1.0000 100.00 59,700,000
14 Kaspi Bank JSC CSBNb9 11.8508 99.9486 1.0000 100.00 53,974,500
15 Eurasian Bank JSC EUBNb5 11.4789 85.1116 1.0000 100.00 81,188,900
16 Eurasian Bank JSC EUBNb11 6.9952 100.4824 1.0000 100.00 99,950,000
17 Eurasian Bank JSC EUBNb13 13.9780 83.6713 1.0000 100.00 24,950,000
18 Eurasian Bank JSC EUBNb8 12.4785 81.8348 0.9992 100.00 149,745,500
19 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb3 13.2434 101.4277 1.0000 1,000.00 10,000,000
20 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb5 12.0825 102.5181 1.0000 1,000.00 9,652,450
21 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb6 12.4865 101.0599 0.9533 1,000.00 15,695,800
22 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb4 12.9960 99.8093 1.0000 1,000.00 8,000,000
23 Halyk Savings Bank of Kazakhstan JSC HSBKb18 9.4736 91.8001 0.1496 10,000.00 10,000,000
24 KazAgroFinance JSC KAFIb8 10.9940 99.7206 1.0000 1,000.00 9,389,000
25 KazAgroFinance JSC KAFIb7 10.9786 103.4361 1.0000 1,000.00 12,000,000
26 KazAgroFinance JSC KAFIb6 12.7371 104.4830 1.0000 1,000.00 8,000,000
27 Kcell JSC KCELb1 10.4904 101.3988 0.6878 1,000.00 21,754,000
28 Kazakhstan utility systems LLP KSYSb1 14.4898 100.7012 1.0000 1,000.00 856,744
29 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb27 9.0626 108.3644 0.7713 1.00 19,400,000,000
30 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb23 9.4940 98.1829 1.0000 1.00 6,507,000,000
31 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb25 9.4925 98.9896 1.0000 1.00 10,000,000,000
32 PAVLODARENERGO JSC PDENb2 10.7311 78.1592 1.0000 100.00 19,350,000
33 RG Brands JSC RGBRb7 9.9928 97.6558 1.0000 1.00 59,304,000
34 Subsidiary Bank Sberbank of Russia JSC TXBNb5 9.9963 99.3966 1.0000 1.00 4,685,460,010
35 Subsidiary Bank Sberbank of Russia JSC SBERb9 9.9918 95.7590 0.5021 1.00 29,800,000,000
36 Sovereign Wealth Fund "Samruk-Kazyna" JSC SKKZb11 9.4641 105.7507 0.5985 1,000.00 25,000,000
37 Sovereign Wealth Fund "Samruk-Kazyna" JSC SKKZb23 9.4917 96.5531 0.1995 1.00 74,993,598,000
38 Samruk-Energy JSC SNRGb2 11.0395 105.0694 1.0000 1,000.00 3,127,502

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 27.06.19

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
05/30/19FIVE BONDS WILL BE INCLUDED IN KASE_BM* SERIES INDEXES' UNIVERSE AS OF JUNE 1
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

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