Corporate bonds indices

10/20/17

Indicator name Last value Change: Historically max. value Historically min. value
per day from month srtart from year srtart
Index KASE_BMC 100.2341 0.0027 0.0745 100.2341 100.0138
Indicator KASE_BMY 10.12 0 0.14 10.37 10.12
Index KASE_BAC 100.5637 0.0020 0.2485 100.5637 100.2684
Indicator KASE_BAY 10.98 0 0.15 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 20.10.17

The list conforms to code order
Issuer Code Yi Pi BRi Ni Qi
1 Subsidiary Bank Alfa-Bank JSC ALBNb3 6.9926 100.0030 1.0000 1,000.00 3,006,000
2 Alatau Zharyk Company JSC AZHKb1 7.4965 100.1638 1.0000 1,000.00 2,543,515
3 Development Bank of Kazakhstan JSC BRKZb9 9.4773 103.7290 0.6008 1,000.00 20,000,000
4 Subsidiary Organization JSC VTB Bank (Kazakhstan) BVTBb2 11.2442 94.9675 0.6008 100.00 200,000,000
5 Central Asia Cement JSC CACMb2 12.4961 99.8877 1.0000 1,000.00 1,489,999
6 Central Asian Electric Energy Corporation JSC CAEPb1 4.9698 105.3194 1.0000 100.00 56,761,830
7 Bank CenterCredit JSC CCBNb19 11.7469 99.4843 1.0000 100.00 60,000,000
8 Bank CenterCredit JSC CCBNb20 13.2220 81.9388 1.0000 100.00 35,000,000
9 Kaspi Bank JSC CSBNb15 8.9668 104.8799 0.2452 100.00 489,961,360
10 Kaspi Bank JSC CSBNb14 10.9946 98.0927 1.0000 100.00 16,000,000
11 Kaspi Bank JSC CSBNb7 11.4945 99.0923 1.0000 100.00 39,275,490
12 Kaspi Bank JSC CSBNb18 10.1915 102.6355 0.2033 100.00 590,983,679
13 Kaspi Bank JSC CSBNb10 11.9809 89.7016 1.0000 100.00 99,578,500
14 Kaspi Bank JSC CSBNb16 8.9705 103.8859 0.2585 100.00 464,906,433
15 Kaspi Bank JSC CSBNb9 9.9911 99.2247 1.0000 100.00 53,974,589
16 Kaspi Bank JSC CSBNb8 9.9911 99.2247 1.0000 100.00 59,700,000
17 Kaspi Bank JSC CSBNb13 10.9961 99.1210 1.0000 100.00 99,700,000
18 Kaspi Bank JSC CSBNb12 9.9745 98.0558 1.0000 100.00 50,000,000
19 Central-Asian power-energy company JSC CTECb1 12.9924 99.4676 0.7499 100.00 160,229,039
20 Eurasian Bank JSC EUBNb5 12.9726 81.9946 1.0000 100.00 81,188,900
21 Eurasian Bank JSC EUBNb11 6.9873 102.0022 1.0000 100.00 99,950,000
22 Eurasian Bank JSC EUBNb8 12.6531 81.2089 0.8024 100.00 149,745,500
23 Eurasian Bank JSC EUBNb7 11.9918 98.8372 1.0000 100.00 14,593,000
24 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb2 10.9916 98.1973 1.0000 1,000.00 6,768,502
25 Subsidiary Bank "Home Credit and Finance Bank" JSC HCBNb3 13.9786 102.1226 1.0000 1,000.00 10,000,000
26 Halyk Savings Bank of Kazakhstan JSC HSBKb18 8.7168 93.6617 0.1202 10,000.00 10,000,000
27 KazAgroFinance JSC KAFIb6 13.9805 103.0537 1.0000 1,000.00 8,000,000
28 KazAgroFinance JSC KAFIb3 8.4936 97.9266 0.7084 1,000.00 16,962,500
29 KazAgroFinance JSC KAFIb4 8.3021 100.9776 1.0000 1,000.00 3,950,000
30 KazAgroFinance JSC KAFIb5 8.3028 100.7294 0.6679 1,000.00 17,990,000
31 Kazkommertsbank JSC KKGBb10 7.3860 101.8580 0.2006 1,000.00 59,889,163
32 Kazkommertsbank JSC KKGBb8 12.9907 94.5528 1.0000 100,000.00 35,299
33 Kazkommertsbank JSC KKGBb11 7.7268 103.5202 0.1276 1,000.00 94,176,511
34 Kazkommertsbank JSC KKGBb7 12.9928 97.5963 1.0000 100,000.00 100,000
35 KazTransGaz Aimak JSC KTGAb1 8.4920 98.8844 0.9692 1,000.00 12,397,606
36 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb21 9.9921 99.9808 1.0000 1.00 10,000,000,000
37 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb24 9.9940 98.5384 1.0000 1.00 7,920,499,999
38 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb23 10.9864 91.6275 1.0000 1.00 6,507,000,000
39 Mortgage organization "Kazakhstan Mortgage Company" JSC KZIKb25 10.9850 94.1780 1.0000 1.00 10,000,000,000
40 "AsiaCredit Bank" JSC LARIb2 10.9896 95.3554 1.0000 1.00 8,978,000,000
41 "AsiaCredit Bank" JSC LARIb3 6.9839 102.6559 1.0000 1.00 6,130,000,000
42 Mangistau Distribution Power Grid JSC MREKb8 11.5692 88.1750 1.0000 1.00 2,365,020,000
43 Mangistau Distribution Power Grid JSC MREKb10 13.4946 100.8562 1.0000 1,000.00 1,500,000
44 Mangistau Distribution Power Grid JSC MREKb7 5.9724 109.4882 1.0000 1.00 1,678,250,000
45 National company Food contract corporation JSC PRKRb5 11.4923 95.8082 0.3610 1,000.00 33,289,325
46 RG Brands JSC RGBRb7 10.9853 92.0261 1.0000 1.00 56,700,000
47 Subsidiary Bank Sberbank of Russia JSC TXBNb5 11.9891 94.3345 1.0000 1.00 4,682,860,000
48 Subsidiary Bank Sberbank of Russia JSC SBERb8 9.9932 96.9582 1.0000 1.00 10
49 Subsidiary Bank Sberbank of Russia JSC SBERb9 9.9842 96.2954 0.4032 1.00 29,800,000,000
50 Subsidiary Bank Sberbank of Russia JSC TXBNb6 10.2455 96.4711 0.6137 1.00 19,581,196,380
51 Subsidiary Bank Sberbank of Russia JSC TXBNb7 7.9965 99.6836 1.0000 1.00 10,585,500,000
52 Sovereign Wealth Fund "Samruk-Kazyna" JSC SKKZb23 10.2490 90.7097 0.1602 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 20.10.17

The list conforms to code order
Issuer Code Yi Pi BRi Ni Qi
1 ASYL-INVEST JSC ASYLb1 9.1916 99.0402 1.0000 100.00 9,678,500
2 Batys tranzit JSC BTTRb1 13.4280 93.6385 0.0918 100.00 188,223,500
3 Freedom Finance JSC FFINb1 8.4917 103.4827 0.5782 1,000.00 2,989,138
4 Credit association ORDA credit LLP ORDKb2 12.6482 99.8297 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
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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