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

15.03.23'
ISIN
KZKD00001152
Volume
28 496,7 mln KZT
Yield
13,87 %
Maturity
3371 (9)
15.03.23'
ISIN
KZK200000745
Volume
31 660,2 mln KZT
Yield
14,99 %
Maturity
658 (2)
09.03.23'
ISIN
KZKD00001178
Volume
29 389,8 mln KZT
Yield
13,00 %
Maturity
3764 (10)
09.03.23
ISIN
KZK100000290
Volume
39 797,8 mln KZT
Yield
15,55 %
Maturity
364 (1)
01.03.23
ISIN
KZKT00000073
Volume
25 000,0 mln KZT
Yield
0,00 %
Maturity
2522 (7)
01.03.23
ISIN
KZKD00001210
Volume
87 290,3 mln KZT
Yield
0,00 %
Maturity
2162 (6)
01.03.23'
ISIN
KZKD00001186
Volume
6 872,7 mln KZT
Yield
11,68 %
Maturity
4854 (13)
22.02.23'
ISIN
KZK200000711
Volume
38 976,3 mln KZT
Yield
15,65 %
Maturity
1202 (3)
15.02.23'
ISIN
KZKT00000057
Volume
35 524,0 mln KZT
Yield
17,28 %
Maturity
2848 (8)
15.02.23'
ISIN
KZK200000745
Volume
53 654,5 mln KZT
Yield
16,00 %
Maturity
688 (2)
15.02.23'
ISIN
KZK200000737
Volume
47 489,9 mln KZT
Yield
15,87 %
Maturity
1713 (5)
08.02.23'
ISIN
KZKD00001178
Volume
9 193,0 mln KZT
Yield
13,00 %
Maturity
3795 (11)

GS issue schedule on 2023 year

Useful information

Announcements

Ministry of Finance
24.03.23 '
Trade subject:
"clean" price
Coupon:
7,90
Announced volume:
10 000,0 mln KZT
Maturity
5668 (16)
Ministry of Finance
24.03.23 '
Trade subject:
"clean" price
Coupon:
10,50
Announced volume:
30 000,0 mln KZT
Maturity
1212 (3)
Ministry of Finance
24.03.23
Trade subject:
coupon
Coupon:
16,36
Announced volume:
30 000,0 mln KZT
Maturity
3606 (10)

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
18.03.2023 0,9791355 0,4921251 0,3950587 1,0000000
21.03.2023 0,9521753 0,5311627 0,3991304 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
18.03.2023 0,9791355 0,4921251 0,3950587 1,0000000
21.03.2023 0,9521753 0,5311627 0,3991304 1,0000000
B0, B1, B2, TAU - parameters of the Nelson-Siegel model

GS index as of 22.03.23

KZGB_CPs 1 062,89 ( +0,36 %)
KZGB_CPm 950,88 ( +1,37 %)
KZGB_CPl 956,00 ( +1,66 %)
KZGB_DPs 1 120,03 ( +1,00 %)
KZGB_DPm 1 051,61 ( +2,33 %)
KZGB_DPl 1 047,47 ( +2,59 %)
KZGB_Ys 15,69, % APR ( +0,10 )
KZGB_Ym 13,17, % APR (-0,04 )
KZGB_Yl 11,57, % APR (-0,06 )

Instruments available for trading