Corporate bonds indices

11/17/17

Indicator name Last value Change: Historically max. value Historically min. value
per day from month srtart from year srtart
Index KASE_BMC 100.1508 0.1038 0.0107 100.3165 99.8323
Indicator KASE_BMY 10.16 0.08 0.01 10.37 10.06
Index KASE_BAC 100.4246 0.0023 0.0389 100.5718 100.2684
Indicator KASE_BAY 11.14 0 0 11.14 10.98

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 17.11.17

The list conforms to code order
Issuer Code Yi Pi BRi Ni Qi
1 Subsidiary Bank Alfa-Bank JSC ALBNb3 6.9929 100.0025 1.0000 1,000.00 3,006,000
2 Alatau Zharyk Company JSC AZHKb1 7.4970 100.0954 1.0000 1,000.00 2,543,515
3 Development Bank of Kazakhstan JSC BRKZb9 9.4776 103.6917 0.5962 1,000.00 20,000,000
4 Subsidiary Organization JSC VTB Bank (Kazakhstan) BVTBb2 12.0000 94.0896 0.5962 100.00 200,000,000
5 Central Asian Electric Energy Corporation JSC CAEPb1 5.3702 103.1782 1.0000 100.00 56,761,830
6 Bank CenterCredit JSC CCBNb20 13.2183 78.8595 1.0000 100.00 35,000,000
7 Bank CenterCredit JSC CCBNb19 11.7471 99.5442 1.0000 100.00 60,000,000
8 Kaspi Bank JSC CSBNb14 10.9947 98.3045 1.0000 100.00 16,000,000
9 Kaspi Bank JSC CSBNb12 9.9748 98.0747 1.0000 100.00 50,000,000
10 Kaspi Bank JSC CSBNb18 10.1915 102.6254 0.2018 100.00 590,983,679
11 Kaspi Bank JSC CSBNb13 10.9963 99.3330 1.0000 100.00 99,700,000
12 Kaspi Bank JSC CSBNb10 11.9813 89.8683 1.0000 100.00 99,578,500
13 Kaspi Bank JSC CSBNb15 8.9670 104.8432 0.2434 100.00 489,961,360
14 Kaspi Bank JSC CSBNb16 8.9708 103.8504 0.2565 100.00 464,906,433
15 Kaspi Bank JSC CSBNb9 9.9914 99.2610 1.0000 100.00 53,974,589
16 Kaspi Bank JSC CSBNb8 9.9914 99.2610 1.0000 100.00 59,700,000
17 Kaspi Bank JSC CSBNb7 11.4950 99.2075 1.0000 100.00 39,240,100
18 Central-Asian power-energy company JSC CTECb1 12.9928 99.5187 0.7442 100.00 160,229,039
19 Eurasian Bank JSC EUBNb11 6.9877 101.9414 1.0000 100.00 99,950,000
20 Eurasian Bank JSC EUBNb5 12.9729 82.1436 1.0000 100.00 81,188,900
21 Eurasian Bank JSC EUBNb7 11.9922 98.9027 1.0000 100.00 14,593,000
22 Eurasian Bank JSC EUBNb8 12.6723 81.3532 0.7963 100.00 149,745,500
23 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb3 14.5825 100.8442 1.0000 1,000.00 10,000,000
24 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb2 10.9919 98.2903 1.0000 1,000.00 6,768,502
25 Halyk Savings Bank of Kazakhstan JSC HSBKb18 8.7170 93.6994 0.1192 10,000.00 10,000,000
26 KazAgroFinance JSC KAFIb6 13.9807 103.0354 1.0000 1,000.00 8,000,000
27 KazAgroFinance JSC KAFIb3 8.4936 97.9522 0.7030 1,000.00 16,962,500
28 KazAgroFinance JSC KAFIb4 8.3021 100.9764 1.0000 1,000.00 3,950,000
29 KazAgroFinance JSC KAFIb5 8.3028 100.7268 0.6629 1,000.00 17,990,000
30 Kazkommertsbank JSC KKGBb10 7.3863 101.8072 0.1991 1,000.00 59,889,163
31 Kazkommertsbank JSC KKGBb11 7.7271 103.4799 0.1266 1,000.00 94,176,511
32 Kazkommertsbank JSC KKGBb8 12.9910 94.7857 1.0000 100,000.00 35,299
33 Kazkommertsbank JSC KKGBb7 12.9368 95.5329 1.0000 100,000.00 100,000
34 KazTransGaz Aimak JSC KTGAb1 8.4924 98.9550 0.9619 1,000.00 12,397,606
35 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb25 10.9854 94.3141 1.0000 1.00 10,000,000,000
36 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb24 9.9942 98.6753 1.0000 1.00 7,920,499,999
37 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb21 9.9924 99.9881 1.0000 1.00 10,000,000,000
38 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb23 10.9867 91.8426 1.0000 1.00 6,507,000,000
39 "AsiaCredit Bank" JSC LARIb2 10.9899 95.5399 1.0000 1.00 8,978,000,000
40 "AsiaCredit Bank" JSC LARIb3 6.9842 102.5872 1.0000 1.00 6,130,000,000
41 Mangistau Distribution Power Grid JSC MREKb10 13.4950 100.7753 1.0000 1,000.00 1,500,000
42 Mangistau Distribution Power Grid JSC MREKb7 5.9727 109.3861 1.0000 1.00 1,678,250,000
43 Mangistau Distribution Power Grid JSC MREKb8 11.5695 88.2661 1.0000 1.00 2,365,020,000
44 National company Food contract corporation JSC PRKRb5 12.5181 95.1048 0.3582 1,000.00 33,289,325
45 RG Brands JSC RGBRb7 10.9856 92.2223 1.0000 1.00 56,700,000
46 Subsidiary Bank Sberbank of Russia JSC TXBNb5 11.9895 94.5351 1.0000 1.00 4,682,860,000
47 Subsidiary Bank Sberbank of Russia JSC SBERb8 9.9935 97.1855 1.0000 1.00 10
48 Subsidiary Bank Sberbank of Russia JSC SBERb9 9.9846 96.3676 0.4002 1.00 29,800,000,000
49 Subsidiary Bank Sberbank of Russia JSC TXBNb7 7.9971 99.8146 1.0000 1.00 10,585,500,000
50 Subsidiary Bank Sberbank of Russia JSC TXBNb6 10.2457 96.6886 0.6090 1.00 19,581,196,380
51 Sovereign Wealth Fund "Samruk-Kazyna" JSC SKKZb23 9.4961 92.6476 0.1590 1.00 74,993,598,000

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 17.11.17

The list conforms to code order
Issuer Code Yi Pi BRi Ni Qi
1 ASYL-INVEST JSC ASYLb1 9.1920 99.1044 1.0000 100.00 9,678,500
2 Batys tranzit JSC BTTRb1 13.9897 93.3123 0.0918 100.00 188,223,500
3 Freedom Finance JSC FFINb1 8.4921 103.2848 0.5782 1,000.00 2,989,138
4 Credit association ORDA credit LLP ORDKb2 12.6482 99.8708 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
11/06/17On November 6, 2017 KASE removed bonds KZP01Y05E319 (KZ2C00001840, CACMb2) of Central Asia Cement from KASE_B* series indices' universe due to expiration
10/02/17FROM OCTOBER 2 KASE RELEASES NEW INDICATORS OF CORPORATE BOND MARKET
09/29/17AS OF OCTOBER 2 KASE STARTS RELEASING NEW INDICATORS OF CORPORATE BOND MARKET
09/29/17/REPEAT/ AS OF OCTOBER 2 KASE DISCONTINUES CALCULATION OF KASE_B* SERIES INDICATORS DUE TO SWITCHING TO RELEASE OF NEW BOND MARKET INDICATORS
09/25/17On September 25, 2017 KASE removed bonds KZP01Y07D853 (KZ2C00002202, SKKZb22) of Sovereign Wealth Fund Samuryk-Kazyna from KASE_B* series indices' universe due to expiration
09/15/17KASE DETERMINES KASE_BM* AND KASE_BA* SERIES INDEXES' UNIVERSES
09/14/17KASE AND BANK OF CHINА LIMITED SIGN MEMORANDUM ON MUTUAL UNDERSTANDING
09/14/17/REPEAT/ AS OF OCTOBER 2 KASE DISCONTINUES CALCULATION OF KASE_B* SERIES INDICATORS DUE TO SWITCHING TO RELEASE OF NEW BOND MARKET INDICATORS
09/08/17AS OF OCTOBER 2 KASE DISCONTINUES CALCULATION OF KASE_B* SERIES INDICATORS DUE TO SWITCHING TO RELEASE OF NEW BOND MARKET INDICATORS
08/28/17On August 28, 2017 KASE removed bonds KZP01Y07C178 (KZ2C00000438, TXBNb4) of Subsidiary Bank Sberbank of Russia from KASE_B* series indices' universe due to expiration

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