Investment attractiveness of debt instruments on KASE in January 22 - 28, 2009

/IRBIS, Dinara Mukasheva, January 29, 09/ - Below is the table that allows for comparing investment attractiveness of debt financial instruments, which were regularly traded or quoted on Kazakhstan Stock Exchange (KASE) in the period of January 22 - 28, 2009. Trends are given relative to the previous week. Instruments are given in the descending order of earnings yield for a buyer within indicated groups. --------------------------------------------- Yield, % APR. Financial ------------- Coupon, Term, instrument value trend % APR. years ----------- ------ ------ --------- --------- Non-indexed instruments denominated in tenge --------------------------------------------- ASBNb6 575.94 +95.66 8.50 0.2 BTAIb1 30.00 0 10.00 1.9 KRZHb1 29.49 +14.51 14.00 1.9 CACMb1 27.00 +27.00 9.00 2.5 RGBRb4 23.00 0 8.00 2.5 TSBNb4 23.00 0 8.00 2.4 CCBNb3 22.00 +3.67 17.30 1.4 TEBNb12 21.00 +3.01 9.00 1.2 TSBNb2 21.00 0 9.00 3.5 OILAb1 20.00 0 13.00 2.1 MAG_b1 19.67 +0.06 12.00 2.3 MREKb2 19.00 0 13.00 1.6 aHSBKb7 18.50 0 7.50 5.9 HSBKb7 18.50 0 7.50 5.9 TSBNb3 18.50 0 8.00 0.03 aHSBKb9 17.00 0 7.50 6.4 EXBNb1 17.00 +0.20 9.00 4.8 HSBKb9 17.00 0 7.50 6.4 KAZIb1 16.40 0 10.00 0.04 KSM2b1 16.00 0 12.00 1.9 ORDKb2 16.00 0 12.00 4.0 TEMAb1 16.00 0 11.00 1.5 CSBNb6 15.99 +0.74 8.50 6.3 KAZIb2 15.80 0 10.00 2.9 aASNDb2 15.00 0 15.00 4.8 ASNDb2 15.00 -1.00 15.00 4.8 CCBNb12 15.00 0 9.00 1.9 CCBNb16 15.00 -0.31 8.00 1.3 CCBNb19 15.00 0 11.00 9.4 NRBNb5 15.00 0 7.50 7.3 RESCb1 15.00 +3.09 12.00 0.9 TXBNb2 15.00 0 11.00 1.4 aASFIb9 14.40 +0.40 8.00 12.3 aASFIb8 14.39 +0.39 6.00 2.3 EXBNb2 14.38 -1.62 9.00 3.4 ASFIb9 14.20 +0.20 8.00 12.3 aASFIb10 14.00 0 7.50 7.7 ASFIb10 14.00 0 7.50 7.7 ASFIb12 14.00 0 7.80 10.2 ASFIb8 14.00 0 6.00 2.3 EKTNb1 14.00 0 10.00 2.7 HSBKb13 14.00 0 13.00 9.8 HSBKb3 14.00 +1.00 9.00 0.4 KZIKb11 14.00 0 6.90 6.2 aEKTNb1 13.99 -0.01 10.00 2.7 aHSBKb3 13.96 -0.04 9.00 0.4 CTECb1 13.80 -1.20 12.5 9.9 ORDKb1 13.20 +1.19 12.00 0.7 ALLZb1 13.00 0 9.50 2.6 MREKb5 12.50 0 16.00 4.0 aBGSTb1 12.49 -0.01 10.00 3.5 Repo_CS* 12.02 +0.59 - 0 - 5 aTSASb1 12.00 0 9.00 2.9 KIBNb3 12.00 -6.00 10.00 1.5 KKI_b1 12.00 0 8.00 1.6 TEBNb4 12.00 0 9.00 6.4 aAESOb1 11.99 -0.01 15.00 6.4 aAPKIb1 11.99 -0.01 12.00 2.2 aAPKIb2 11.99 -0.01 12.00 2.3 ALBNb2 11.80 0 12.00 2.1 Repo_GS* 11.79 +1.08 - 0 - 7.7 KZIKb18 11.50 +1.50 11.00 3.8 ALTMb1 11.00 0 12.00 3.8 ASFIb22 11.00 0 11.00 9.6 PRKRb2 11.00 0 8.00 4.1 BTASb9 10.99 -0.01 11.00 9.4 TSNAb1 10.70 0 9.00 0.4 KASSb1 10.50 0 9.00 2.0 LOGCb2 10.30 0 11.00 4.9 ASZSb1 10.04 +0.09 0 2.0 ASFIb16 10.00 -1.00 12.00 14.3 ZERDb1 10.00 0 10.00 3.9 ASBNb10 9.75 0 9.75 5.8 aAPKIb3 9.51 -2.49 12.00 2.6 aASFIb11 9.50 0 7.50 7.7 ASFIb11 9.50 0 7.50 7.7 BTASb5 9.50 0 7.00 6.9 CCBNb18 9.50 0 13.00 13.9 aPDENb1 9.00 0 13.00 8.5 ASBNb7 9.00 0 8.50 4.5 ATFBb4 9.00 0 8.50 5.8 aZERDb1 9.00 -1.00 10.00 3.9 BTAIb10 9.00 0 7.00 0.3 CCBNb17 9.00 0 8.50 3.3 MREKb3 9.00 0 12.00 2.8 MREKb4 9.00 0 12.00 3.3 NRBNb7 9.00 0 11.00 4.8 RGBRb5 9.00 0 8.00 3.7 RGBRb6 9.00 0 8.00 5.7 TEBNb14 9.00 0 9.50 7.2 TEBNb9 9.00 0 9.75 0.3 KKAGb4 8.91 +0.18 12.00 4.6 ASBNb8 8.75 0 8.50 2.9 BTASb7 8.58 -1.51 7.00 27.4 ASFIb15 8.50 0 12.00 14.2 BTAIb13 8.50 0 7.00 7.9 ASBNb12 8.00 0 11.00 6.6 ASBNb13 8.00 0 11.00 1.6 ASBNb14 8.00 0 11.00 9.7 NRBNb6 8.00 0 12.90 6.0 PRKRb1 8.00 0 8.00 0.3 BTAIb12 7.50 0 7.00 7.5 TSBNb7 7.50 0 7.50 18.5 МЕОКАМ 7.34 -2.82 3.5 - 8.5 0.6 - 5.1 ASBNb9 7.00 0 8.00 1.1 EUBNb2 7.00 0 7.50 2.9 notes of NB 6.78 +1.51 - 0.01 - 1 MEUKAM 6.18 +0.60 4.3 - 8.7 5.2 - 7.3 KONDb1 4.59 +0.23 8.80 2.9 --------------------------------------------- Instruments indexed to inflation rate --------------------------------------------- MUIKAM 11.07 - 9.54 6.2 MEUJKAM 9.34 - 9.67 8.2 GLOTb2 100.46 +64.43 21.50 3.1 ORDBb2 76.29 -3.94 11.00 2.8 ORNKb1 71.51 +40.88 11.00 1.6 KSMKb1 50.00 0 11.00 3.1 KSMKb2 42.00 0 11.00 3.8 TSSMb1 39.81 -0.19 12.00 2.2 TMLZb1 32.50 0 11.00 3.2 BTAIb4 32.24 +1.24 11.00 1.3 DTJLb1 30.11 -2.89 19.95 19.5 BTAIb5 30.00 0 10.00 6.3 BTAIb6 30.00 0 10.00 1.4 BTAIb7 30.00 0 10.00 3.5 BTASb3 30.00 0 15.00 4.8 BTAIb2 29.00 0 14.00 5.7 VITAb4 28.00 +3.00 12.00 1.2 BTAIb8 27.00 +1.50 10.00 4.6 BTTRb1 26.20 +7.00 19.20 10.2 ASAVb2 24.00 +3.01 9.50 1.3 BTAIb3 24.00 0 12.30 2.9 CCBNb3 22.00 +0.12 17.30 1.4 VITAb5 22.00 +0.03 13.00 4.3 BTASb4 21.72 -8.58 12.00 5.4 ASFIb7 21.00 0 12.50 6.4 KASTb2 21.00 0 11.00 2.4 aASFIb7 20.99 -0.01 12.50 6.4 ASBNb3 20.00 0 12.00 2.8 TSBNb5 19.00 0 10.00 5.4 CCBNb9 18.50 +1.83 10.00 6.6 aKATRb2 18.00 0 17.00 9.5 HSBKb4 18.00 0 19.90 1.4 KATRb2 18.00 0 17.00 9.5 KZIKb2 18.00 +1.50 19.00 4.7 TEBNb6 17.98 +0.98 10.00 3.9 aHSBKb4 17.97 -0.03 19.90 1.4 aASFIb4 17.39 +0.39 14.00 2.3 KZIKb4 17.23 +2.08 18.70 5.2 ASFIb4 17.00 0 14.00 2.3 aCBH_b1 16.99 -0.01 15.50 4.2 CHFMb2 16.98 0 15.00 4.2 aHSBKb11 16.96 +0.96 6.00 7.2 CSBNb5 16.74 +0.74 11.00 3.0 CCBNb6 16.50 +1.12 12.00 5.9 HSBKb12 16.50 0 13.00 8.7 KZIKb3 16.50 +1.46 19.20 5.2 KZIKb6 16.50 +1.50 18.59 2.2 aASFIb6 16.39 +0.39 12.50 3.4 ASFIb6 16.27 +0.27 12.50 3.4 HSBKb11 16.08 +0.08 6.00 7.2 KKGBb4 15.90 -5.60 11.00 6.2 aASFIb5 15.88 +0.38 12.50 1.0 ASFIb5 15.72 +0.22 12.50 1.0 NFBNb1 15.69 +5.19 11.00 3.7 BTAIb16 15.50 0 13.50 9.2 KZIKb7 15.50 +1.50 18.30 2.7 aCCBNb14 15.00 0 10.00 7.7 aKZIKb8 15.00 +1.50 18.30 5.7 CCBNb10 15.00 0 10.00 6.7 CCBNb11 15.00 0 10.00 6.9 CCBNb13 15.00 0 10.50 7.2 CCBNb14 15.00 -0.01 10.00 7.7 CCBNb4 15.00 -0.17 12.00 2.7 CCBNb7 15.00 0 10.00 6.3 CCBNb8 15.00 0 10.00 6.6 KKAGb1 15.00 0 13.00 1.1 KZIKb5 15.00 0 18.59 0.2 KZIKb8 15.00 +1.50 18.30 5.7 aHSBKb10 14.50 +1.50 6.00 6.8 CSBNb4 14.50 0 13.66 2.3 HSBKb10 14.50 +1.50 6.00 6.8 aREALb1 14.16 +0.16 12.00 4.3 KAFIb1 14.00 0 9.20 2.9 KZDKb1 14.00 0 11.00 1.1 KZIKb12 14.00 0 7.50 8.2 TXBNb3 14.00 0 12.00 2.8 aELDSb1 13.90 0 15.00 0.3 ELDSb1 13.90 0 15.00 0.3 EUBNb3 13.51 -0.49 11.00 4.2 aKZIKb10 13.50 0 5.69 1.1 KZIKb10 13.50 0 5.69 1.1 ROSAb2 13.50 0 11.00 2.3 KDTSb1 13.40 0 20.70 3.2 ATFBb5 13.00 -0.60 11.00 3.3 HSBKb14 13.00 0 13.00 9.8 KKAGb3 13.00 0 12.00 4.6 TEBNb10 13.00 0 8.50 7.8 TEBNb8 13.00 0 9.70 3.3 aHSBKb8 12.50 0 10.00 6.2 HSBKb8 12.50 0 10.00 6.2 AKFIb1 12.00 0 12.00 0.2 BTAIb14 11.50 0 8.50 5.2 KIBNb1 11.50 0 11.00 3.9 DNBNb1 11.40 0 10.50 1.9 EUBNb5 11.33 -1.43 13.00 14.6 DNBNb2 11.30 0 11.00 2.2 CSBNb7 11.00 0 12.00 9.4 EUBNb4 11.00 0 11.00 5.6 KKAGb2 11.00 0 12.00 2.2 TEBNb7 10.90 0 11.00 6.3 ATFBb6 10.64 +1.69 10.00 5.1 KKGBb6 10.50 0 7.50 8.6 KKGBb7 10.50 0 9.00 9.8 LOGCb1 10.30 0 11.00 1.6 ASFIb23 10.00 0 12.00 2.6 ASFIb24 10.00 0 12.00 4.6 ERKAb1 10.00 0 19.00 4.8 SATCb1 10.00 0 11.50 5.9 TSBNb6 10.00 0 10.00 6.9 ABDIb1 9.99 -0.01 10.50 4.0 CCBNb15 9.52 0 10.00 8.2 AGKKb1 9.50 +0.04 9.00 3.5 BTAIb11 9.50 0 3.00 7.5 ASAVb1 9.00 -0.50 9.50 0.9 KZIKb16 9.00 -2.46 7.50 8.0 TEBNb11 9.00 0 9.00 12.8 TEBNb17 9.00 0 8.50 8.2 TKUDb1 9.00 0 15.00 2.8 KZASb2 8.70 0 12.00 0.4 BTAIb9 8.50 0 8.50 7.1 KASTb1 8.00 0 11.00 2.3 KZIKb17 7.70 -1.10 12.00 7.4 KKGBb5 7.50 0 9.50 6.6 --------------------------------------------- Instruments indexed to change of tenge rate to USD --------------------------------------------- ASFIb14 6.00 0 4.28 0.6 aASFIb14 5.99 -0.01 4.28 0.6 KKGBb2 27.40 +11.76 8.00 0.8 ASBNb1 20.00 0 9.00 0.9 BTASb2 18.50 0 9.00 1.2 BTASb1 17.42 +0.42 12.00 0.1 NRBNb2 17.00 0 9.00 2.4 aASFIb27 14.59 0 14.59 4.4 aASFIb17 9.10 0 9.10 2.8 aASFIb20 8.14 0 8.14 0.4 aASFIb21 8.14 0 8.14 1.4 --------------------------------------------- Instruments indexed to change of tenge rate to euro --------------------------------------------- ASFIb13 9.00 0 7.88 1.4 aASFIb13 8.99 -0.01 7.88 1.4 aASFIb19 7.96 0 7.96 1.4 aASFIb18 7.95 0 7.95 1.4 --------------------------------------------- Instruments indexed to change of tenge rate against USD protected from strengthening of tenge against USD --------------------------------------------- KZNHb2 24.57 +1.95 10.00 1.1 KZTCb1 17.50 0 8.00 1.5 CSBNb2 16.00 0 9.50 1.3 TEBNb3 16.00 +2.00 10.00 3.7 CCBNb2 15.00 -0.56 10.00 0.2 CSBNb3 14.50 0 8.75 1.9 PDESb1 13.00 -1.00 9.00 1.9 TEBNb16 11.00 0 8.50 8.2 TEBNb13 9.00 0 9.00 3.2 TEBNb15 9.00 0 9.50 7.2 --------------------------------------------- Instruments indexed to devaluation rate of tenge against USD and on inflation rate --------------------------------------------- US_MER_e1 11.91 +0.99 11.04 12.0 JGOKb2 10.00 0 10.00 4.2 --------------------------------------------- Non-indexed instruments denominated in foreign currencies --------------------------------------------- BTASe3 41.04 -1.96 7.88 1.3 ASBNe2 38.50 +3.90 9.00 1.8 KKGBe4 24.92 -1.96 8.50 4.2 KKGBe5 22.23 -0.23 7.88 5.2 KKGBe6 18.91 -2.80 7.00 0.8 ATFBe4 18.44 -0.33 8.13 1.8 ATFBe2 16.00 0 8.88 0.8 BRKZe2 15.33 -0.67 7.38 4.8 HSBKe1 14.70 +0.06 8.13 0.7 BRKZe3 14.55 -0.24 6.50 11.4 BRKZe4 13.17 -0.73 6.00 17.2 US_JPM_e1 11.39 +0.16 10.42 7.1 --------------------------------------------- Yields of bonds on which deals were made have been calculated as average of deals, on the rest bonds - as an average of bid quotes. On bonds with floating coupon forecast the yield is calculated at the current coupon value. The instrument term 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 the weighted average rate of the KASE main session, the speed of tenge devaluation to the US dollar during the analyzed period is estimated at 21.6 % APR. The yields indicated do not include overhead expenses that are inevitable when conducting operations and fixing profits. The securities marked by an asterisk are instruments with less than a year circulation term. The weighted average effective yield rate is indicated in regard to them. [2009-01-29]