Corporate bonds indices

12/14/18

Indicator name Last value Change: Historically max. value Historically min. value
per day from month srtart from year srtart
Index KASE_BMC 99.2479 0.0223 0.0478 101.1374 99.0913
Indicator KASE_BMY 11.02 0.09 0.10 11.11 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 14.12.18

The list conforms to code order
Issuer Code Yi Pi BRi Ni Qi
1 Development Bank of Kazakhstan JSC BRKZb9 10.2399 100.7433 0.6731 1,000.00 20,239,560
2 Subsidiary Organization VTB Bank (Kazakhstan) JSC BVTBb2 11.2469 98.0966 0.6947 100.00 196,108,200
3 Central Asian Electric Power Corporation JSC CAEPb1 13.2364 74.4186 1.0000 100.00 74,216,783
4 Central Asian Electric Power Corporation JSC CAEPb2 10.9690 77.2848 1.0000 100.00 38,624,800
5 Bank CenterCredit JSC CCBNb26 11.4828 92.0040 0.5825 100.00 233,884,522
6 Bank CenterCredit JSC CCBNb20 14.4762 74.2581 1.0000 100.00 25,973,710
7 Kaspi Bank JSC CSBNb18 10.1925 102.3718 0.9675 100.00 140,803,596
8 Kaspi Bank JSC CSBNb15 8.9710 104.2936 1.0000 100.00 118,932,300
9 Kaspi Bank JSC CSBNb9 9.9963 99.0128 1.0000 100.00 12,434,401
10 Kaspi Bank JSC CSBNb8 9.9963 99.0128 1.0000 100.00 13,753,415
11 Kaspi Bank JSC CSBNb16 8.9750 103.3187 1.0000 100.00 111,795,475
12 Kaspi Bank JSC CSBNb10 11.9857 89.4775 1.0000 100.00 20,725,080
13 Kaspi Bank JSC CSBNb12 9.9789 93.0226 1.0000 100.00 10,822,362
14 Kaspi Bank JSC CSBNb17 10.9793 95.8033 1.0000 100.00 54,488,451
15 Eurasian Bank JSC EUBNb5 11.4766 83.5981 1.0000 100.00 67,842,987
16 Eurasian Bank JSC EUBNb8 12.4762 80.1017 1.0000 100.00 119,888,643
17 Eurasian Bank JSC EUBNb7 9.7470 99.8504 1.0000 100.00 14,568,936
18 Eurasian Bank JSC EUBNb13 13.9758 82.2558 1.0000 100.00 19,362,572
19 Eurasian Bank JSC EUBNb11 6.9925 101.0037 1.0000 100.00 100,964,692
20 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb4 12.2436 100.1688 1.0000 1,000.00 7,012,215
21 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb3 12.7500 102.9239 1.0000 1,000.00 10,163,550
22 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb2 11.4967 99.6168 1.0000 1,000.00 6,740,717
23 Halyk Savings Bank of Kazakhstan JSC HSBKb18 9.4714 91.1769 0.2816 10,000.00 4,837,551
24 KazAgroFinance JSC KAFIb6 12.9848 104.7765 1.0000 1,000.00 8,384,048
25 Kazakhstan utility systems LLP KSYSb1 13.9874 101.8880 1.0000 1,000.00 873,023
26 KazTransGaz Aimak JSC KTGAb1 12.1074 99.7157 1.0000 1,000.00 12,349,639
27 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb21 9.4973 100.0140 1.0000 1.00 10,001,830,000
28 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb25 9.4899 98.5071 1.0000 1.00 9,849,460,000
29 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb27 10.0499 102.6239 0.6783 1.00 20,083,559,000
30 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb23 9.4914 96.9467 1.0000 1.00 6,306,428,232
31 AsiaCredit Bank JSC LARIb3 6.9890 101.6838 1.0000 1.00 6,234,007,710
32 AsiaCredit Bank JSC LARIb2 21.3257 92.6550 1.0000 1.00 8,299,661,638
33 PAVLODARENERGO JSC PDENb2 11.7302 75.8139 1.0000 100.00 14,664,823
34 RG Brands JSC RGBRb7 10.9903 95.0706 1.0000 1.00 53,881,386
35 Subsidiary Bank Sberbank of Russia JSC TXBNb5 11.9942 96.7371 1.0000 1.00 4,181,978,936
36 Subsidiary Bank Sberbank of Russia JSC TXBNb6 9.7484 99.8586 0.7545 1.00 18,055,134,943
37 Subsidiary Bank Sberbank of Russia JSC SBERb9 9.9892 94.9893 0.5212 1.00 26,138,394,008
38 Sovereign Wealth Fund "Samruk-Kazyna" JSC SKKZb23 10.4892 93.5788 0.2816 1.00 48,375,507,886
39 Samruk-Energy JSC SNRGb2 11.4814 104.4473 0.6521 1,000.00 20,892,100
40 Tsesnabank JSC TSBNb26 10.9938 94.9251 1.0000 1.00 4,745,170,000
41 Tsesnabank JSC TSBNb27 10.9896 94.4121 0.9621 1.00 14,159,160,000

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 14.12.18

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
12/11/18KASE removed bonds KZ2C0Y07E152 (KZ2C00001691, PRKRb5) of National Company Food Contract Corporation from representative list for bond market indices of KASE_BM* series due to their maturity
11/30/18BONDS OF FOUR ISSUES WILL BE INCLUDED IN KASE_BM* SERIES INDEXES' UNIVERSE AS OF DECEMBER 1
11/05/18KASE removed bonds KZP02Y05C980 (KZ2C00002434, ALBNb3) of Subsidiary Bank Alfa-Bank from representative list for bond market indices of KASE_BM* series due to maturity
10/01/18/REPEAT/ Amendments to the Methodology for Calculating Stock Market Indicators to come into effect on October 1, 2018
09/24/18KASE removed bonds KZP03Y05E018 (KZ2C00002145, SBERb8) of Subsidiary Bank Sberbank of Russia from representative list for bond market indices of KASE_BM* series due to maturity
09/17/18/REPEAT/ Amendments to the Methodology for Calculating Stock Market Indicators to come into effect on October 1, 2018
09/12/18KASE and Bloomberg conducted round table meeting "Bloomberg Day on KASE"
08/29/18KASE INCLUDED BONDS KZ2C0Y10F369 (KZ2C00003739, PDENb2) OF PAVLODARENERGO IN REPRESENTATIVE LIST FOR CALCULATION OF INDICES OF KASE_BM* SERIES
08/23/18On August 23, KASE removed bonds KZ2C0Y10D307 (KZ2C00001477, CTECb1) of Central Asian Power-Energy Company from representative list for bonds market indices of KASE_BM* series due to market maker’s absence

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