Corporate bonds indices

02/22/18

Indicator name Last value Change: Historically max. value Historically min. value
per day from month srtart from year srtart
Index KASE_BMC 100.1512 0.0145 0.1965 100.4288 99.8323
Indicator KASE_BMY 10.16 0 0.19 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 22.02.18

The list conforms to code order
Issuer Code Yi Pi BRi Ni Qi
1 Subsidiary Bank Alfa-Bank JSC ALBNb3 6.9943 99.9894 1.0000 1,000.00 3,006,000
2 Development Bank of Kazakhstan JSC BRKZb9 9.4787 103.4907 1.0000 1,000.00 20,000,000
3 Subsidiary Organization VTB Bank (Kazakhstan) JSC BVTBb2 11.9911 94.9655 1.0000 100.00 200,000,000
4 Central Asian Electric Power Corporation JSC CAEPb1 5.3713 103.0449 1.0000 100.00 99,877,000
5 Bank CenterCredit JSC CCBNb20 12.4730 82.0597 1.0000 100.00 35,000,000
6 Bank CenterCredit JSC CCBNb19 11.4959 99.8033 1.0000 100.00 60,000,000
7 Kaspi Bank JSC CSBNb14 10.9959 99.0289 1.0000 100.00 16,000,000
8 Kaspi Bank JSC CSBNb12 9.9758 96.6303 1.0000 100.00 50,000,000
9 Kaspi Bank JSC CSBNb18 10.1918 102.5583 0.3568 100.00 590,983,679
10 Kaspi Bank JSC CSBNb16 8.9719 103.7327 0.4535 100.00 464,906,433
11 Kaspi Bank JSC CSBNb15 8.9680 104.7213 0.4303 100.00 489,961,360
12 Kaspi Bank JSC CSBNb10 11.9823 89.9200 1.0000 100.00 99,578,510
13 Kaspi Bank JSC CSBNb9 10.0135 99.5876 1.0000 100.00 53,974,500
14 Kaspi Bank JSC CSBNb8 10.0135 99.5876 1.0000 100.00 59,700,000
15 Kaspi Bank JSC CSBNb7 11.4962 99.6070 1.0000 100.00 39,240,100
16 Central-Asian power-energy company JSC CTECb1 12.9941 99.5968 1.0000 100.00 160,229,039
17 Eurasian Bank JSC EUBNb8 12.4733 82.6173 1.0000 100.00 149,745,500
18 Eurasian Bank JSC EUBNb11 6.9889 101.7070 1.0000 100.00 99,950,000
19 Eurasian Bank JSC EUBNb7 9.7433 99.0937 1.0000 100.00 14,593,000
20 Eurasian Bank JSC EUBNb13 16.0000 73.9079 1.0000 100.00 24,950,000
21 Eurasian Bank JSC EUBNb5 12.6739 83.7630 1.0000 100.00 81,188,900
22 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb2 11.9931 97.7726 1.0000 1,000.00 6,768,502
23 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb3 13.9877 101.8410 1.0000 1,000.00 10,000,000
24 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb4 13.3711 98.7022 1.0000 1,000.00 5,000,000
25 Halyk Savings Bank of Kazakhstan JSC HSBKb18 9.4683 90.3350 0.2109 10,000.00 10,000,000
26 KazAgroFinance JSC KAFIb6 13.0541 105.5440 1.0000 1,000.00 8,000,000
27 KazAgroFinance JSC KAFIb3 9.9758 92.4707 1.0000 1,000.00 16,962,500
28 KazAgroFinance JSC KAFIb4 8.3022 100.9355 1.0000 1,000.00 3,950,000
29 KazAgroFinance JSC KAFIb5 8.3029 100.6808 1.0000 1,000.00 17,990,000
30 Kazkommertsbank JSC KKGBb8 12.9922 95.6571 1.0000 100,000.00 35,299
31 Kazkommertsbank JSC KKGBb7 12.9943 96.6531 1.0000 100,000.00 100,000
32 Kazkommertsbank JSC KKGBb11 7.7282 103.2970 0.2239 1,000.00 94,176,511
33 Kazkommertsbank JSC KKGBb10 7.3875 101.5235 0.3521 1,000.00 59,889,163
34 KazTransGaz Aimak JSC KTGAb1 10.1936 97.8456 1.0000 1,000.00 12,395,272
35 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb21 9.9936 99.9782 1.0000 1.00 10,000,000,000
36 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb23 10.7379 93.0871 1.0000 1.00 6,507,000,000
37 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb24 9.9957 99.1721 1.0000 1.00 7,920,499,999
38 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb25 10.7365 95.3154 1.0000 1.00 10,000,000,000
39 AsiaCredit Bank JSC LARIb2 10.9911 96.1971 1.0000 1.00 8,978,000,000
40 AsiaCredit Bank JSC LARIb3 6.9854 102.3678 1.0000 1.00 6,130,000,000
41 Mangistau Distribution Electricity Network Company JSC MREKb10 13.4961 100.3863 1.0000 1,000.00 1,500,000
42 National company Food contract corporation JSC PRKRb5 10.4939 97.7209 0.6334 1,000.00 33,289,325
43 RG Brands JSC RGBRb7 10.9868 92.9045 1.0000 1.00 56,700,000
44 Subsidiary Bank Sberbank of Russia JSC TXBNb5 11.9907 95.3000 1.0000 1.00 4,682,860,000
45 Subsidiary Bank Sberbank of Russia JSC SBERb8 9.9949 98.0274 1.0000 1.00 10
46 Subsidiary Bank Sberbank of Russia JSC SBERb9 9.9857 96.6639 0.7076 1.00 29,800,000,000
47 Subsidiary Bank Sberbank of Russia JSC TXBNb6 10.2465 97.4412 1.0000 1.00 19,581,196,380
48 Sovereign Wealth Fund "Samruk-Kazyna" JSC SKKZb23 9.4964 93.2517 0.2812 1.00 74,993,598,000
49 Samruk-Energy JSC SNRGb2 11.4783 105.2018 1.0000 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 22.02.18

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
02/07/18On 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
01/09/18On January 8, 2018, KASE removed two offering of bonds from representative list for bonds market indices of KASE_BM* series due to market maker’s absence
12/27/17On December 27, 2017 KASE removed bonds KZP01Y05E368 (KZ2C00001907, AZHKb1) of Alatau Zharyk Company from KASE_BM* series indices' universe due to expiration
12/25/17On December 25, 2017 KASE removed bonds KZP02Y05E010 (KZ2C00001980, TXBNb7) of Subsidiary Bank Sberbank of Russia from KASE_BM* series indices' universe due to expiration
11/30/17KASE CHANGES UNIVERSE OF INDEXES OF SERIES KASE_BM*
11/22/17KASE ADDS INFORMATION ABOUT EXCHANGE MARKET INDICATORS TO OWN TELEGRAM CHANNEL
11/06/17On November 6, 2017 KASE removed bonds KZP01Y05E319 (KZ2C00001840, CACMb2) of Central Asia Cement from KASE_BM* series indices' universe due to expiration

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