Corporate bonds indices

05/22/18

Indicator name Last value Change: Historically max. value Historically min. value
per day from month srtart from year srtart
Index KASE_BMC 100.6361 0.0165 0.0831 100.7424 99.8323
Indicator KASE_BMY 10.15 0 0.04 10.46 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 22.05.18

The list conforms to code order
Issuer Code Yi Pi BRi Ni Qi
1 Subsidiary Bank Alfa-Bank JSC ALBNb3 6.9954 99.9966 1.0000 1,000.00 3,006,000
2 Development Bank of Kazakhstan JSC BRKZb9 9.4797 103.3423 0.6446 1,000.00 20,000,000
3 Subsidiary Organization VTB Bank (Kazakhstan) JSC BVTBb2 11.9923 95.7927 0.6446 100.00 200,000,000
4 Central Asian Electric Power Corporation JSC CAEPb1 5.3724 102.9308 1.0000 100.00 99,877,000
5 Central Asian Electric Power Corporation JSC CAEPb2 11.4670 74.0314 1.0000 100.00 50,000,000
6 Bank CenterCredit JSC CCBNb20 14.4692 74.2457 1.0000 100.00 35,000,000
7 Bank CenterCredit JSC CCBNb19 11.4966 99.9291 1.0000 100.00 60,000,000
8 Kaspi Bank JSC CSBNb14 10.9974 99.7514 1.0000 100.00 16,000,000
9 Kaspi Bank JSC CSBNb10 11.9834 90.5193 1.0000 100.00 99,578,510
10 Kaspi Bank JSC CSBNb12 9.9768 96.7416 1.0000 100.00 50,000,000
11 Kaspi Bank JSC CSBNb15 8.9690 104.5788 0.2631 100.00 489,961,360
12 Kaspi Bank JSC CSBNb16 8.9728 103.5946 0.2773 100.00 464,906,433
13 Kaspi Bank JSC CSBNb18 10.1920 102.5025 0.2182 100.00 590,983,679
14 Kaspi Bank JSC CSBNb9 10.0198 99.6531 1.0000 100.00 53,974,500
15 Kaspi Bank JSC CSBNb8 10.0198 99.6531 1.0000 100.00 59,700,000
16 Kaspi Bank JSC CSBNb7 11.4960 99.9408 1.0000 100.00 39,240,100
17 Central-Asian power-energy company JSC CTECb1 12.0000 100.2389 0.8046 100.00 160,229,039
18 Eurasian Bank JSC EUBNb11 6.9900 101.4887 1.0000 100.00 99,950,000
19 Eurasian Bank JSC EUBNb13 14.9740 77.7592 1.0000 100.00 24,950,000
20 Eurasian Bank JSC EUBNb5 12.6748 84.2547 1.0000 100.00 81,188,900
21 Eurasian Bank JSC EUBNb7 9.7445 99.3210 1.0000 100.00 14,593,000
22 Eurasian Bank JSC EUBNb8 12.4742 83.1634 0.8610 100.00 149,745,500
23 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb2 11.9943 98.2942 1.0000 1,000.00 6,768,502
24 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb3 13.9887 101.7150 1.0000 1,000.00 10,000,000
25 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb4 12.9912 99.3574 1.0000 1,000.00 5,000,000
26 Halyk Savings Bank of Kazakhstan JSC HSBKb18 9.4692 90.6112 0.1289 10,000.00 10,000,000
27 KazAgroFinance JSC KAFIb6 12.9826 105.4960 1.0000 1,000.00 8,000,000
28 KazAgroFinance JSC KAFIb3 8.5333 97.9703 0.7601 1,000.00 16,962,500
29 KazAgroFinance JSC KAFIb4 8.2896 100.9776 1.0000 1,000.00 3,950,000
30 KazAgroFinance JSC KAFIb5 8.2827 100.7271 0.7167 1,000.00 17,990,000
31 Kazkommertsbank JSC KKGBb8 12.8846 95.6149 1.0000 100,000.00 35,299
32 Kazkommertsbank JSC KKGBb11 7.6050 103.4564 0.1369 1,000.00 94,176,511
33 Kazkommertsbank JSC KKGBb7 12.9955 97.7987 1.0000 100,000.00 100,000
34 Kazkommertsbank JSC KKGBb10 7.0516 101.7538 0.2153 1,000.00 59,889,163
35 Kazakhstan utility systems LLP KSYSb1 13.9852 102.2694 1.0000 1,000.00 856,744
36 KazTransGaz Aimak JSC KTGAb1 10.1948 98.4613 1.0000 1,000.00 12,395,272
37 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb23 9.4889 95.8271 1.0000 1.00 6,507,000,000
38 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb25 9.4875 98.0747 1.0000 1.00 10,000,000,000
39 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb24 9.9967 99.6342 1.0000 1.00 7,920,499,999
40 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb21 9.4949 100.2649 1.0000 1.00 10,000,000,000
41 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb27 9.4090 106.7688 0.8953 1.00 14,400,000,000
42 AsiaCredit Bank JSC LARIb2 11.3772 96.4298 1.0000 1.00 8,978,000,000
43 AsiaCredit Bank JSC LARIb3 6.9865 102.1525 1.0000 1.00 6,130,000,000
44 Mangistau Distribution Electricity Network Company JSC MREKb10 12.7473 100.1079 1.0000 1,000.00 1,500,000
45 National company Food contract corporation JSC PRKRb5 10.4950 98.4140 0.3873 1,000.00 33,289,325
46 RG Brands JSC RGBRb7 10.9879 93.5740 1.0000 1.00 56,700,000
47 Subsidiary Bank Sberbank of Russia JSC SBERb8 9.7063 98.9308 1.0000 1.00 10
48 Subsidiary Bank Sberbank of Russia JSC TXBNb6 10.2470 98.1848 0.6584 1.00 19,581,196,380
49 Subsidiary Bank Sberbank of Russia JSC TXBNb5 11.9918 95.7647 1.0000 1.00 4,682,860,000
50 Subsidiary Bank Sberbank of Russia JSC SBERb9 9.9551 96.1238 0.4326 1.00 29,800,000,000
51 Sovereign Wealth Fund "Samruk-Kazyna" JSC SKKZb23 9.9868 92.8665 0.1719 1.00 74,993,598,000
52 Samruk-Energy JSC SNRGb2 11.2383 105.7848 0.6446 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 22.05.18

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
02/28/18KASE WILL CHANGE REPRESENTATIVE LIST OF INDEXES OF SERIES KASE_BM* AS OF MARCH 1, 2018
02/07/18On February 7, 2018, KASE removed bonds KZP04Y05E057 (KZ2C00001972, CSBNb13) of Kaspi Bank from representative list for bond market indices of KASE_BM* series due to maturity
01/26/18KASE suspends calculation of KASE_BA* series due to the absence of representative selection as of January 26, 2018

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