Trade Information

Government securities

On the GS market there are:
  • securities issued by the Ministry of Finance of the Republic of Kazakhstan, including in accordance with foreign legislation
  • notes issued by the National Bank of the Republic of Kazakhstan
  • bonds of local executive bodies
  • foreign government securities

Trades in GS are carried out in the T+2 mode (with settlements on the second day after the conclusion of the deal) and in the T+0 mode (with settlements on the day of the deal conclusion).

Placement of GS

30.11.22'
ISIN
KZKT00000016
Volume
10 379,7 mln KZT
Yield
15,92 %
Maturity
965 (3)
30.11.22
ISIN
KZKT00000040
Volume
25 079,6 mln KZT
Yield
15,92 %
Maturity
2148 (6)
23.11.22'
ISIN
KZKT00000016
Volume
25 856,1 mln KZT
Yield
15,88 %
Maturity
972 (3)
23.11.22'
ISIN
KZKT00000032
Volume
25 123,0 mln KZT
Yield
15,95 %
Maturity
1761 (5)
16.11.22
ISIN
KZK200000737
Volume
7 505,0 mln KZT
Yield
0,00 %
Maturity
1802 (5)
16.11.22
ISIN
KZKT00000040
Volume
25 000,0 mln KZT
Yield
0,00 %
Maturity
2162 (6)
16.11.22'
ISIN
KZK200000729
Volume
21 116,3 mln KZT
Yield
15,48 %
Maturity
1380 (4)
16.11.22'
ISIN
KZKT00000032
Volume
25 331,1 mln KZT
Yield
15,57 %
Maturity
1768 (5)
09.11.22'
ISIN
KZKT00000024
Volume
45 737,2 mln KZT
Yield
15,67 %
Maturity
1380 (4)
09.11.22'
ISIN
KZKT00000016
Volume
41 214,7 mln KZT
Yield
15,67 %
Maturity
986 (3)
02.11.22'
ISIN
KZKT00000032
Volume
20 152,5 mln KZT
Yield
15,49 %
Maturity
1782 (5)
02.11.22'
ISIN
KZKT00000024
Volume
15 268,2 mln KZT
Yield
15,49 %
Maturity
1387 (4)

GS issue schedule on 2022 year

Market Trends

The GS curve is a generally accepted method of presenting the structure of interest rates on non-indexed securities of the Ministry of Finance of the Republic of Kazakhstan and the National Bank of the Republic of Kazakhstan denominated in tenge, over time, and is one of the main indicators of the state of Kazakhstan's financial market for evaluating bonds of various types and other financial instruments. The building of the GS Curve is based on the Nelson-Siegel parametric model

Estimated parameters for building the GS yield curve
B0 B1 B2 TAU
02.12.2022 1,0308832 0,5297482 -0,1646377 1,0000000
03.12.2022 0,9811142 0,5340722 -0,0002378 1,1300000
B0, B1, B2, TAU - parameters of the Nelson-Siegel model

The GS curve is a generally accepted method of presenting the structure of interest rates on non-indexed securities of the Ministry of Finance of the Republic of Kazakhstan and the National Bank of the Republic of Kazakhstan denominated in tenge, over time, and is one of the main indicators of the state of Kazakhstan's financial market for evaluating bonds of various types and other financial instruments. The building of the GS Curve is based on the Nelson-Siegel parametric model

Estimated parameters for building the GS yield curve
B0 B1 B2 TAU
02.12.2022 1,0308832 0,5297482 -0,1646377 1,0000000
03.12.2022 0,9811142 0,5340722 -0,0002378 1,1300000
B0, B1, B2, TAU - parameters of the Nelson-Siegel model

GS index as of 04.12.22

KZGB_CPs 1 037,59 (+2,70 %)
KZGB_CPm 979,13 (+5,74 %)
KZGB_CPl 989,49 (-17,77 %)
KZGB_DPs 1 072,68 (+2,90 %)
KZGB_DPm 1 061,34 (+6,23 %)
KZGB_DPl 1 083,74 (-18,06 %)
KZGB_Ys 15,11, % APR (-0,49 )
KZGB_Ym 12,46, % APR (-0,25 )
KZGB_Yl 11,40, % APR (+0,28 )

Useful information

Instruments available for trading