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

07.07.22'
ISIN
Volume
21 811,2 mln KZT
Yield
14,50 %
Maturity
289 (1)
07.07.22'
ISIN
Volume
8 694,9 mln KZT
Yield
13,71 %
Maturity
1783 (5)
07.07.22'
ISIN
Volume
4 793,1 mln KZT
Yield
14,00 %
Maturity
707 (2)
29.06.22'
ISIN
Volume
10 822,0 mln KZT
Yield
13,62 %
Maturity
1760 (5)
29.06.22'
ISIN
Volume
32 984,4 mln KZT
Yield
14,50 %
Maturity
297 (1)
22.06.22'
ISIN
Volume
86 968,3 mln KZT
Yield
13,62 %
Maturity
1798 (5)
22.06.22
ISIN
Volume
82 000,0 mln KZT
Yield
0,00 %
Maturity
1082 (3)
22.06.22
ISIN
Volume
77 200,0 mln KZT
Yield
0,00 %
Maturity
1442 (4)
15.06.22'
ISIN
Volume
56 712,5 mln KZT
Yield
14,00 %
Maturity
695 (2)
15.06.22'
ISIN
Volume
51 666,8 mln KZT
Yield
14,50 %
Maturity
311 (1)
08.06.22'
ISIN
Volume
9 678,6 mln KZT
Yield
13,85 %
Maturity
963 (3)
08.06.22'
ISIN
Volume
9 751,6 mln KZT
Yield
13,75 %
Maturity
1303 (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
02.07.2022 0,8781010 0,3493837 0,9758006 1,0000000
05.07.2022 0,8823362 0,3442639 0,9540014 1,0000000
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
02.07.2022 0,8781010 0,3493837 0,9758006 1,0000000
05.07.2022 0,8823362 0,3442639 0,9540014 1,0000000
B0, B1, B2, TAU - parameters of the Nelson-Siegel model

GS index as of 07.07.22

KZGB_CPs 1 011,22 (+0,59 %)
KZGB_CPm 956,23 (+0,67 %)
KZGB_CPl 995,70 (-10,71 %)
KZGB_DPs 1 026,06 (+0,79 %)
KZGB_DPm 999,33 (+0,95 %)
KZGB_DPl 1 055,50 (-10,57 %)
KZGB_Ys 14,42, % APR (-0,05 )
KZGB_Ym 13,05, % APR (-0,03 )
KZGB_Yl 11,27, % APR (+0,19 )

Useful information

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