Corporate bonds indices

08/16/18

Indicator name Last value Change: Historically max. value Historically min. value
per day from month srtart from year srtart
Index KASE_BMC 100.8088 0.0662 0.1305 100.9436 99.8323
Indicator KASE_BMY 10.30 0.02 0.05 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 16.08.18

The list conforms to code order
Issuer Code Yi Pi BRi Ni Qi
1 Subsidiary Bank Alfa-Bank JSC ALBNb3 6.9962 99.9861 1.0000 1,000.00 3,006,000
2 Development Bank of Kazakhstan JSC BRKZb9 9.4804 103.1960 0.7236 1,000.00 20,000,000
3 Subsidiary Organization VTB Bank (Kazakhstan) JSC BVTBb2 11.2460 97.0743 0.7236 100.00 200,000,000
4 Central Asian Electric Power Corporation JSC CAEPb2 11.4677 74.4557 1.0000 100.00 50,000,000
5 Central Asian Electric Power Corporation JSC CAEPb1 5.3732 102.8377 1.0000 100.00 99,877,000
6 Bank CenterCredit JSC CCBNb20 14.4749 74.7836 1.0000 100.00 35,000,000
7 Kaspi Bank JSC CSBNb18 10.1921 102.4628 0.2449 100.00 590,983,679
8 Kaspi Bank JSC CSBNb8 9.9945 98.4315 1.0000 100.00 59,700,000
9 Kaspi Bank JSC CSBNb10 11.9841 88.2945 1.0000 100.00 99,578,510
10 Kaspi Bank JSC CSBNb15 8.9697 104.4829 0.2954 100.00 489,961,360
11 Kaspi Bank JSC CSBNb16 8.9735 103.5017 0.3113 100.00 464,906,433
12 Kaspi Bank JSC CSBNb9 9.9945 98.4315 1.0000 100.00 53,974,500
13 Kaspi Bank JSC CSBNb12 9.9775 96.8566 1.0000 100.00 50,000,000
14 Central-Asian power-energy company JSC CTECb1 13.0386 99.7801 0.9032 100.00 160,229,039
15 Eurasian Bank JSC EUBNb13 13.9745 81.4270 1.0000 100.00 24,950,000
16 Eurasian Bank JSC EUBNb11 6.9908 101.3295 1.0000 100.00 99,950,000
17 Eurasian Bank JSC EUBNb5 12.7756 84.3145 1.0000 100.00 81,188,900
18 Eurasian Bank JSC EUBNb7 9.7453 99.5124 1.0000 100.00 14,593,000
19 Eurasian Bank JSC EUBNb8 12.4749 83.5476 0.9664 100.00 149,745,500
20 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb4 12.9920 99.4101 1.0000 1,000.00 5,000,000
21 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb3 12.7394 103.5388 1.0000 1,000.00 10,000,000
22 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb2 11.9950 98.7174 1.0000 1,000.00 6,768,502
23 Halyk Savings Bank of Kazakhstan JSC HSBKb18 9.4700 90.7788 0.1447 10,000.00 10,000,000
24 KazAgroFinance JSC KAFIb6 12.9833 105.2206 1.0000 1,000.00 8,000,000
25 Kazakhstan utility systems LLP KSYSb1 13.9859 102.1424 1.0000 1,000.00 856,744
26 KazTransGaz Aimak JSC KTGAb1 10.1955 98.9074 1.0000 1,000.00 12,395,272
27 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb21 9.4956 100.1802 1.0000 1.00 10,000,000,000
28 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb27 9.4096 106.6780 1.0000 1.00 14,400,000,000
29 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb23 9.4897 96.1900 1.0000 1.00 6,507,000,000
30 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb25 9.4883 98.2373 1.0000 1.00 10,000,000,000
31 AsiaCredit Bank JSC LARIb2 13.1618 95.4223 1.0000 1.00 8,978,000,000
32 AsiaCredit Bank JSC LARIb3 6.9874 101.9976 1.0000 1.00 6,130,000,000
33 National company Food contract corporation JSC PRKRb5 10.4957 98.9004 0.4347 1,000.00 33,289,325
34 RG Brands JSC RGBRb7 10.9887 94.0642 1.0000 1.00 56,700,000
35 Subsidiary Bank Sberbank of Russia JSC SBERb9 9.9876 96.3846 0.4856 1.00 29,800,000,000
36 Subsidiary Bank Sberbank of Russia JSC SBERb8 9.9969 99.4277 1.0000 1.00 50,010
37 Subsidiary Bank Sberbank of Russia JSC TXBNb6 10.2475 98.7198 0.7391 1.00 19,581,196,380
38 Subsidiary Bank Sberbank of Russia JSC TXBNb5 11.9926 96.3332 1.0000 1.00 4,682,860,000
39 Sovereign Wealth Fund "Samruk-Kazyna" JSC SKKZb23 9.4876 94.2672 0.1930 1.00 74,993,598,000
40 Samruk-Energy JSC SNRGb2 11.4800 104.8159 0.7236 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 16.08.18

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
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
06/20/18KASE removed bonds KZP05Y05E054 (KZ2C00002111, CSBNb14) of "Kaspi Bank" JSC from representative list for bond market indices of KASE_BM* series due to maturity
06/13/18On June 13, 2018 KASE removed bonds KZ2C0Y01F525 (KZ2C00003937) of "Mangistau Distribution Electricity Network Company" JSC from representative list for bond market indices of KASE_BM* series due to maturity
06/06/18On June 06, 2018, KASE removed bonds KZP03Y10B469 (KZ2C00001436, CSBNb7) of "Kaspi Bank" JSC from representative list for bond market indices of KASE_BM* series due to maturity
05/30/18KASE HAS CHANGED REPRESENTATIVE LIST OF KASE_BM* SERIES INDICES

Archive
Start
End
Output to:
Username:
Password:
Loading
Loading