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Investment attractiveness of debt instruments on KASE within the period of March 13-19, 2008
/IRBIS, Valeriy Khegay, March 20, 08/ - Following is the table that allows comparing investment attractiveness of debt financial instruments, which were regularly traded or quoted on Kazakhstan stock exchange (KASE) within the period of March 13-19, 2008. Trends are given relative to previous week. Instruments are given in descending order of earnings yield for a buyer within indicated groups.
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Yield, % APR.
Financial ------ ----- Coupon, Term,
instrument value trend % APR. years
--------------- ------ ----- --------- ---------
Non-indexed instruments, denominated in tenge
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ASBNb6 19.00 0 8.50 1.1
MREKb2 16.00 0 13.00 2.4
TSBNb4 16.00 0 8.00 3.2
ASBNb4 15.00 0 7.00 0.1
aEKTNb1 14.00 -0.02 10.00 3.6
KZIKb11 14.00 0 6.90 7.1
MAG_b1 13.53 +0.01 12.00 1.4
NRBNb4 13.50 -4.43 8.00 0.8
aASFIb8 13.00 -0.01 6.00 3.2
aASFIb9 13.00 -0.01 8.00 13.2
ASFIb8 13.00 0 6.00 3.2
ASFIb9 13.00 0 8.00 13.2
CACMb1 13.00 +0.48 9.00 3.4
RGBRb4 13.00 0 8.00 3.4
TEBNb12 13.00 0 9.00 2.1
TEBNb14 13.00 0 9.50 8.1
TEBNb5 13.00 0 9.75 0.8
TSBNb2 13.00 0 9.00 4.4
BTAIb1 12.99 +1.24 10.00 2.8
aATFBb4 12.50 +1.57 8.50 6.7
aBGSTb1 12.50 -0.01 10.00 4.4
KAZIb2 12.50 0 10.00 3.7
TSBNb3 12.50 0 8.00 0.9
TEBNb9 12.20 -0.80 9.75 1.2
KKI_b1 12.08 +0.03 8.00 2.5
KIBNb3 12.01 0 10.00 2.4
aATFBb3 12.00 +2.00 8.50 0.7
ATFBb4 12.00 +1.50 8.50 6.7
aTSASb1 12.00 -0.01 9.00 3.7
HSBKb7 12.00 +0.50 7.50 6.8
MREKb5 12.00 0 16.00 4.9
NRBNb5 12.00 0 7.50 8.2
TEBNb4 12.00 0 8.00 7.3
aHSBKb7 11.70 +0.10 7.50 6.8
ASBNb5 11.50 0 7.00 0.5
ATFBb3 11.50 +1.50 8.50 0.7
KRZHb1 11.50 -0.50 14.00 2.8
TXBNb2 11.50 -0.50 11.00 2.3
EXBNb1 11.08 +1.58 9.00 5.7
aHSBKb3 11.00 -0.03 9.00 1.3
CCBNb12 11.00 0 9.00 2.8
KAZIb1 11.00 0 10.00 0.9
PRKRb2 11.00 0 8.00 5.0
EXBNb2 10.98 +0.88 9.00 4.2
HSBKb3 10.90 -0.10 9.00 1.3
CSBNb6 10.35 -0.13 8.50 7.1
TSNAb1 10.22 -0.48 9.00 1.2
ALLZb1 10.00 0 9.50 3.4
ZERDb1 10.00 0 10.00 4.8
ASBNb10 9.75 0 9.75 6.6
ASFIb12 9.70 0 7.80 11.0
aASFIb10 9.50 -0.01 7.50 8.5
aASFIb11 9.50 -0.01 7.50 8.5
ASFIb10 9.50 0 7.50 8.5
ASFIb11 9.50 0 7.50 8.5
CCBNb16 9.50 0 8.00 2.2
CCBNb18 9.50 0 13.00 14.7
KASSb1 9.50 0 9.00 2.9
BTAIb10 9.00 0 7.00 1.2
CCBNb17 9.00 0 8.50 4.2
MREKb3 9.00 0 12.00 3.7
MREKb4 9.00 0 12.00 4.1
RGBRb5 9.00 0 8.00 4.6
RGBRb6 9.00 0 8.00 6.6
ASBNb8 8.75 0 8.50 3.8
BTAIb15 8.70 0 8.00 0.2
ASBNb7 8.50 0 8.50 5.4
BTAIb13 8.50 0 7.00 8.8
BTASb5 8.50 0 7.00 7.8
ULBAb1 8.30 0 8.25 0.8
МЕОКАМ 8.26 -0.40 3.50 1.8
PRKRb1 8.02 0 8.00 1.2
EUBNb1 8.00 0 6.50 0.7
Репо_НЦБ* 7.83 -0.81 - 0-0.5
aHSBKb9 7.72 -0.01 7.50 7.3
HSBKb9 7.72 0 7.50 7.3
BTAIb12 7.50 0 7.00 8.4
TSBNb7 7.50 0 7.50 19.3
ASBNb9 7.00 0 8.00 1.9
BTASb7 7.00 0 7.00 28.3
EUBNb2 7.00 0 7.00 3.7
NRBNb6 6.34 -0.01 14.00 6.9
Ноты,Нацбанка* 6.18 -1.74 - 0.01-1.0
МЕУКАМ 5.50 -0.50 5.50 8.2
KONDb1 4.26 -0.05 8.80 3.7
Репо_ГЦБ* 2.33 -0.04 - 0.003-0.1
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Instruments, indexed on inflation rate
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МУИКАМ 18.06 - 19.27 5.9
ORNKb1 17.75 +0.01 10.60 2.5
BTAIb4 17.00 0 11.00 2.1
aASFIb4 16.00 -0.02 11.90 3.2
ASFIb4 16.00 0 11.90 3.2
BTAIb5 16.00 0 10.00 7.2
CCBNb7 16.00 0 10.00 7.2
KKAGb3 16.00 0 12.00 5.4
VITAb5 15.95 +0.95 13.00 5.2
BTAIb6 15.50 +0.05 10.00 2.2
KKAGb1 15.50 0 13.00 1.9
BTASb4 15.47 +0.47 12.00 6.2
VITAb4 15.07 -1.93 11.15 2.1
aASFIb6 15.00 -0.02 12.50 4.3
ASFIb6 15.00 0 12.50 4.3
BTAIb2 15.00 0 12.50 6.6
BTAIb8 15.00 0 10.00 5.4
CCBNb3 14.80 -0.20 21.00 2.2
ASFIb7 14.59 +0.59 12.50 7.3
aASFIb5 14.50 -0.03 12.50 1.8
ASBNb3 14.50 0 11.40 3.6
ASFIb5 14.50 0 12.50 1.8
aASFIb7 14.00 -0.01 12.50 7.3
BTAIb3 14.00 0 14.00 3.7
KZDKb1 14.00 0 11.00 2.0
KZIKb12 14.00 0 7.50 9.1
NFBNb1 14.00 0 10.80 4.5
aELDSb1 13.90 -0.05 11.90 1.1
ORDBb2 13.51 0 11.00 3.7
BTASb3 13.50 0 11.40 5.6
CCBNb6 13.50 0 12.00 6.8
KZIKb6 13.50 0 11.59 3.0
ROSAb2 13.50 0 11.00 3.2
KZIKb2 13.40 0 12.00 5.5
aATFBb5 13.00 +1.50 9.80 4.2
CCBNb8 13.00 0 10.00 7.4
CCBNb9 13.00 0 10.00 7.4
KZIKb3 13.00 0 12.20 6.0
KZIKb5 13.00 -1.00 11.59 1.0
KZIKb7 13.00 0 11.30 3.5
TEBNb10 13.00 0 8.50 8.7
TEBNb17 13.00 0 8.50 9.1
TEBNb6 13.00 0 10.00 4.8
TEBNb7 13.00 0 9.70 7.2
TEBNb8 13.00 0 9.70 4.2
aKZIKb10 12.90 -0.02 5.69 2.0
KZIKb10 12.90 0 5.69 2.0
KZIKb4 12.83 -0.17 11.70 6.0
ATFBb5 12.50 +0.09 9.80 4.2
TSSMb1 12.50 0 11.30 3.1
CCBNb4 12.00 -1.00 10.60 3.5
aATFBb6 11.50 +2.00 10.00 5.9
KIBNb1 11.50 0 11.00 4.7
KZIKb16 11.49 +2.49 7.50 8.8
DNBNb1 11.40 0 10.50 2.8
DNBNb2 11.30 0 11.00 3.1
KASTb2 11.20 +1.21 11.00 3.3
ASAVb2 11.03 +0.02 9.50 2.1
aCCBNb14 11.00 +0.25 9.80 8.6
aHSBKb4 11.00 -0.02 12.00 2.3
CSBNb5 11.00 0 11.00 3.8
DTJLb1 11.00 0 8.05 20.4
HSBKb12 11.00 0 11.00 9.6
HSBKb4 11.00 0 12.00 2.3
KDTSb1 11.00 0 9.50 4.0
TSBNb5 11.00 0 10.00 6.3
TXBNb3 11.00 0 11.40 3.6
ATFBb6 10.60 +2.14 10.00 5.9
KKGBb6 10.51 +0.01 7.50 9.5
aKZIKb8 10.50 -0.01 11.30 6.5
CCBNb10 10.50 0 9.80 7.6
CSBNb4 10.50 0 10.80 3.2
KARMb2 10.50 0 11.20 0.8
KKGBb4 10.50 0 9.90 7.0
KZIKb8 10.50 0 11.30 6.5
LOGCb1 10.30 0 9.50 2.5
AGKKb1 10.01 +1.01 9.00 4.4
BTAIb7 10.00 0 10.00 4.3
CCBNb11 10.00 0 10.00 7.8
GLOTb1 10.00 0 12.40 0.1
SATCb1 10.00 +0.01 12.00 6.8
TSBNb6 10.00 0 10.00 7.7
aHSBKb8 9.70 -0.01 9.60 7.1
BTLZb1 9.70 0 10.00 0.8
HSBKb8 9.70 0 9.60 7.1
ASAVb1 9.50 0 9.50 1.8
BTAIb11 9.50 0 3.00 8.4
BTAIb14 9.50 0 8.50 6.0
BTTRb1 9.50 0 9.00 11.0
CCBNb13 9.50 0 9.80 8.1
CCBNb14 9.50 0 9.80 8.6
EUBNb3 9.50 0 9.50 5.1
CCBNb15 9.48 0 9.00 9.1
EUBNb4 9.00 0 9.00 6.5
KAFIb1 9.00 0 8.71 3.8
KSMKb1 9.00 0 11.30 4.0
KSMKb2 9.00 0 11.00 4.6
TEBNb11 9.00 -4.00 9.00 13.7
KZASb2 8.70 0 12.00 1.2
aHSBKb11 8.50 0 6.00 8.1
HSBKb11 8.50 0 6.00 8.1
KKAGb2 8.50 0 10.60 3.1
aHSBKb10 8.20 0 6.00 7.6
KASTb1 8.00 0 11.00 3.2
KKGBb5 7.59 +0.06 9.50 7.5
BTAIb9 7.52 0 8.50 7.9
HSBKb10 7.20 0 6.00 7.6
FRMPb1 7.00 0 9.00 2.0
GLOTb2 7.00 -2.00 10.00 4.0
aASFIb14 6.00 -2.19 3.94 1.5
ASFIb14 6.00 -2.19 3.94 1.5
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Instruments, indexed on change of tenge rate to USD
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ASBNb1 31.75 +1.50 9.00 1.8
KKGBb2 22.98 +0.07 8.00 1.7
BTASb1 17.28 -5.07 12.00 0.9
BTASb2 16.50 0 9.00 2.1
NRBNb2 15.00 0 9.00 3.2
TEBNb2 13.00 +2.00 11.00 0.5
ART060.004 8.00 0 8.50 0.2
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Instruments, indexed on change of tenge rate to euro
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aASFIb13 9.00 -0.02 7.88 2.2
ASFIb13 9.00 -5.22 7.88 2.2
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Instruments, indexed
on devaluation rate of tenge against USD with
protection from strengthening of tenge against USD
----------------------------------------------------
CCBNb2 17.86 -0.14 10.00 1.0
KZNHb2 15.00 +0.25 10.00 1.9
TEBNb3 14.00 0 14.00 4.6
KZTCb1 13.29 +0.11 8.00 2.4
TEBNb15 13.00 0 9.50 8.1
TEBNb13 12.64 0 9.00 4.1
aASFIb3 11.00 0 7.00 0.7
ASFIb3 11.00 0 7.00 0.7
CSBNb2 11.00 0 9.50 2.2
PDESb1 9.70 0 9.00 2.8
CSBNb3 9.50 -0.50 8.75 2.7
TEBNb16 8.50 -4.50 8.50 9.1
KZPSb1 8.00 0 8.00 0.2
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Instruments, indexed on devaluation
rate of tenge against USD and on inflation rate
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JGOKb2 9.80 0 9.80 5.1
US_MER_e1 7.89 +0.04 8.40 12.8
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Non-indexed
instruments, denominated in foreign currencies
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US_JPM_e1 20.54 +0.11 20.086 7.9
ASBNe2 13.20 0 9.00 2.7
KKGBe5 11.90 +0.54 7.875 6.1
KKGBe4 11.69 +0.01 8.50 5.1
aATFBe5 11.50 0 9.00 8.2
BTASe3 11.43 +0.46 7.875 2.2
KKGBe6 10.90 +0.19 7.00 1.6
BRKZe4 8.71 +0.32 6.00 18.0
BRKZe3 8.59 +0.24 6.50 12.2
BRKZe2 8.34 0 7.375 5.7
HSBKe1 7.50 0 8.125 1.6
aATFBe4 6.60 0 8.125 2.6
ATFBe4 6.60 0 8.125 2.6
aATFBe2 6.50 0 8.875 1.6
ATFBe2 6.50 0 8.875 1.6
RU_02_3003 6.24 +0.02 5.00 22.0
RU_01_2806 4.79 -0.01 12.75 20.3
Облигации МФО 2.14 -0.15 4.38-5.50 4.5-5.7
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Yields of bonds on which deals were made are calculated as average of the
deals, on the rest bonds - as average of the quotations of sale.
On bonds with floating coupon forecasted yield is given, calculated by current coupon value. Term of instrument is shown with regard to the last date of the analyzed period (for bonds - till maturity, for repo instruments - till repo closing date).
Judging by average weighted rate of KASE's main session, the speed of tenge devaluation to the US dollar during the analyzed period is estimated at 5.5% APR.
The yields shown here do not incorporate overhead expenses that are inevitable when conducting operations and fixing profits. Securities marked by an asterisk are the instruments with less than a year circulation term. Weighted average effective yields are given for them.
[2008-03-20]