AS OF OCTOBER 2 KASE STARTS RELEASING NEW INDICATORS OF CORPORATE BOND MARKET
/KASE, September 29, 2017/ – As announced earlier, following a decision of Kazakhstan Stock Exchange (KASE) dated July 25, 2017, revised KASE internal document "Methodology of Stock Market Indicators Calculation" (Methodology) was approved, with effect as of October 2, 2017.
In accordance with the Methodology KASE drew up universes as of September 4, 2017 and started calculating the following indicators of the stock market:
1) indicators of the main market (series KASE_BM*) – index of "clean" prices KASE_BMC and yield indicator KASE_BMY;
2) indicators of the alternative market (series KASE_BA*) – index of "clean" prices KASE_BAC and and yield indicator KASE_BAY.
As of October 2, 2017 KASE starts releasing values of said indicators on its website. Below are universes for calculation of the new indicators of the stock market.
Index KASE_BMC and indicator KASE_BMY (main market)
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Item Security's weight
No. Ticker Issuer Coupon rate type before restriction, %
---- ------- -------------------------- --------------------------- ---------------------
1 CSBNb18 Kaspi Bank fixed 6.1
2 CSBNb15 fixed 5.0
3 CSBNb16 fixed 4.8
4 CSBNb13 fixed 1.0
5 CSBNb10 floating 1.0
(margin+inflation)
6 CSBNb8 inflation indexed 0.6
7 CSBNb9 inflation indexed 0.6
8 CSBNb12 floating 0.5
(margin+inflation)
9 CSBNb7 inflation indexed 0.4
10 CSBNb14 fixed 0.2
11 KKGBb11 Kazkommertsbank fixed 9.7
12 KKGBb10 fixed 6.2
13 KKGBb7 inflation indexed 1.0
14 KKGBb8 inflation indexed 0.4
15 SKKZb23 Sovereign Wealth Fund fixed 7.7
Samuryk-Kazyna
16 HSBKb18 Halyk Savings Bank fixed 10.3
of Kazakhstan
17 SBERb9 Subsidiary Bank floating 3.1
Sberbank of Russia (fixed,
then upon inflation )
18 TXBNb6 fixed 2.0
19 TXBNb7 fixed 1.1
20 TXBNb5 inflation indexed 0.5
21 SBERb8 fixed <0.1
22 KAFIb5 KazAgroFinance fixed 1.8
23 KAFIb3 fixed 1.7
24 KAFIb6 fixed 0.8
25 KAFIb4 fixed 0.4
26 EUBNb8 Eurasian Bank floating 1.5
(fixed,
then upon inflation )
27 EUBNb11 fixed 1.0
28 EUBNb5 inflation indexed 0.8
29 EUBNb7 inflation indexed 0.1
30 KZIKb21 Mortgage Organization floating (refinancing rate 1.0
Kazakhstan Mortgage + 1%)
Company
31 KZIKb25 fixed 1.0
32 KZIKb24 fixed 0.8
33 KZIKb23 fixed 0.7
34 PRKRb5 National Company Food
Contract Corporation fixed 3.4
35 BRKZb9 Development Bank fixed 2.1
of Kazakhstan
36 BVTBb2 Subsidiary organization fixed 2.1
Bank VTB (Kazakhstan)
37 HCBNb3 Subsidiary Bank Home fixed 1.0
Credit and Finance Bank
38 HCBNb2 fixed 0.7
39 CTECb1 Central-Asian power-energy fixed 1.6
company
40 LARIb2 fixed 0.9
41 LARIb3 AsiaCredit Bank fixed 0.6
42 KTGAb1 KazTransGas Aimak fixed 1.3
43 AZHKb1 Alatau Zharyk Company fixed 1.0
44 CCBNb19 Bank CenterCredit fixed 0.6
45 CCBNb20 inflation indexed 0.4
46 CAEPb1 Central Asian Electric fixed 0.6
Energy Corporation
47 MREKb8 Mangistau Distribution fixed 0.2
Power Grid
48 MREKb7 fixed 0.2
49 MREKb10 fixed 0.2
50 ALBNb3 Subsidiary Bank Alfa-Bank fixed 0.3
51 CACMb2 Central Asia Cement fixed 0.2
52 RGBRb7 RG Brands fixed 0.01
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KASE_BAC Index and KASE_BAY indicator (alternative market)
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Item Security's weight
No. Ticker Issuer Coupon rate type before restriction, %
---- ------ ------------------------------ ----------------- ---------------------
1 BTTRb1 Batys tranzit inflation indexed 78.0
2 FFINb1 Freedom Finance fixed 12.4
3 ORDKb2 Credit partnership Orda Credit fixed 5.5
4 ASYLb1 ASYL-INVEST fixed 4.0
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Earlier there related KASE news items:
- of September 15, 2017 "KASE DETERMINES KASE_BM* AND KASE_BA* SERIES INDEXES' UNIVERSES" – see more
- of September 8, 2017 "AS OF OCTOBER 2 KASE DISCONTINUES CALCULATION OF KASE_B* SERIES INDICATORS DUE TO SWITCHING TO RELEASE OF NEW BOND MARKET INDICATORS" – see more
[2017-09-29]