Investment attractiveness of debt instruments on KASE in August 27-September 2, 2009

/IRBIS, Valeriya Grichshenko, September 3, 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 August 27 - September 2, 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 --------------------------------------------------- BTAIb1 81.00 -0.02 10.00 1.31 ASFIb8 61.00 -0.02 6.00 1.69 ASFIb9 53.00 0 8.00 11.70 KRZHb1 53.00 -2.02 14.00 1.30 aBGSTb1 52.00 0 10.00 2.91 KONDb1 48.76 +0.97 8.80 2.27 BTASb7 41.00 0 7.00 26.84 BTASb5 36.00 0 7.00 6.33 ASFIb11 35.50 0 7.50 7.07 ASFIb12 34.00 0 7.80 9.57 TSBNb4 33.00 -0.01 8.00 1.78 CACMb1 31.00 +0.50 9.00 1.93 KAZIb2 28.00 0 10.00 2.25 RGBRb4 27.00 0 8.00 1.93 BTAIb13 25.50 0 7.00 7.32 TSBNb2 25.00 0 9.00 2.93 ASBNb7 24.00 0 8.50 3.89 BTAIb12 23.00 0 7.00 6.92 NRBNb5 22.30 +2.32 7.50 6.71 TEBNb12 21.00 -0.01 9.00 0.61 OILAb1 20.00 0 13.00 1.50 UKPFb2 20.00 0 14.00 4.18 EXBNb1 19.00 0 9.00 4.19 KASSb1 19.00 0 9.00 1.45 CSBNb6 18.95 0 8.50 5.67 CCBNb16 18.00 -1.03 8.00 0.70 KKI_b1 18.00 0 8.00 1.01 MREKb2 17.00 0 13.00 0.97 MREKb3 17.00 0 12.00 2.22 aHSBKb9 16.50 0 7.50 5.84 HSBKb9 16.50 0 7.50 5.84 EXBNb2 16.30 -0.70 9.00 2.76 MAG_b1 16.11 +0.63 12.00 1.67 ASNDb2 16.00 +0.05 15.00 4.20 CTECb1 16.00 +2.03 12.50 9.25 KSM2b1 16.00 0 12.00 1.33 ORDKb2 16.00 0 12.00 3.40 TEMAb1 16.00 0 11.00 0.92 aHSBKb7 15.50 0 7.50 5.33 HSBKb7 15.50 0 7.50 5.33 aAESOb1 15.00 0 15.00 5.83 aASNDb2 15.00 0 15.00 4.20 CCBNb19 15.00 0 11.00 8.82 MREKb4 15.00 0 12.00 2.66 ASZSb1 14.29 +0.18 0.00 1.39 ASBNb14 14.00 0 11.00 9.05 ASFIb10 14.00 0 7.50 7.07 ATFBb4 14.00 -2.00 8.50 5.22 HSBKb13 14.00 0 13.00 9.18 KIBNb3 14.00 0 10.00 0.95 KZIKb11 14.00 0 6.90 5.60 ORDKb1 14.00 +1.20 12.00 0.14 CCBNb18 13.50 +1.68 13.00 13.26 CSBNb9 13.50 0 12.00 2.83 ALLZb1 13.00 0 9.50 1.97 ASBNb10 13.00 0 9.75 5.18 ASFIb16 13.00 0 12.00 13.72 BGSTb1 13.00 +13.00 10.00 2.91 PRKRb2 13.00 0 8.00 3.53 TXBNb2 12.76 -0.23 11.00 0.83 MREKb5 12.50 0 16.00 3.45 CCBNb12 12.40 -0.73 9.00 1.32 aAPKIb1 12.00 0 12.00 1.60 aAPKIb2 12.00 0 12.00 1.71 aTSASb1 12.00 0 9.00 2.27 TEBNb4 12.00 0 9.00 5.84 TSASb1 12.00 +12.00 9.00 2.27 ALBNb2 11.72 -0.11 12.00 1.50 KZIKb18 11.50 0 11.00 3.25 ALTMb1 11.00 0 12.00 3.16 ASFIb22 11.00 0 11.00 8.99 BTASb9 11.00 0 11.00 8.79 TEBNb18 11.00 0 9.00 9.43 ASBNb8 10.75 0 8.50 2.31 LOGCb2 10.30 0 11.00 4.33 ASFIb15 10.00 0 12.00 13.56 aZERDb1 10.00 0 10.00 3.32 KAFIb2 10.00 0 13.00 4.52 MREKb6 10.00 0 16.00 4.57 RESCb1 10.00 0 12.00 4.30 ZERDb1 10.00 0 10.00 3.32 aPDENb1 9.20 0 9.80 7.85 RGBRb6 9.05 -2.14 8.00 5.13 ASBNb9 9.00 0 8.00 0.47 CCBNb17 9.00 0 8.50 2.70 KKAGb4 9.00 0 12.00 3.99 NRBNb7 9.00 0 11.00 4.18 RGBRb5 9.00 0 8.00 3.13 TEBNb14 9.00 0 9.50 6.62 TKUDb1 9.00 0 15.00 2.17 ASBNb12 8.00 0 11.00 6.05 ASBNb13 8.00 0 11.00 1.05 KAZIb3 8.00 0 14.00 4.73 NRBNb6 8.00 0 12.90 5.39 TSBNb7 7.50 0 7.50 17.86 EUBNb2 7.00 -0.14 7.50 2.27 МЕОКАМ 4.26 -0.58 4.90 - 8.45 0.94 - 4.96 МЕUКАМ 3.09 +2.15 6.00 - 8.20 6.75 -14.82 Notes of NB 1.96 +0.04 0.04 - 1.00 --------------------------------------------------- Instruments indexed to inflation rate --------------------------------------------------- ASFIb5 1257.82 +365.03 10.80 0.38 BTAIb4 204.59 +7.70 10.80 0.68 ASFIb4 161.00 -0.04 11.20 1.70 ASFIb6 143.50 -0.22 10.90 2.80 ASBNb3 112.00 +1.50 10.60 2.15 ASFIb7 90.00 0 10.90 5.82 BTAIb3 78.02 +0.01 9.40 2.28 BTAIb6 78.00 -0.04 10.00 0.79 KKAGb1 67.40 -1.33 10.10 0.46 BTAIb7 63.00 -0.01 8.60 2.86 VITAb4 59.73 +1.03 10.45 0.63 VITAb5 57.00 0 11.40 3.71 BTASb4 53.00 0 10.90 4.77 KDTSb1 51.83 -51.60 18.30 2.58 BTAIb5 50.50 0 9.80 5.69 KSMKb1 50.00 -0.01 11.00 2.55 TMLZb1 50.00 -0.01 11.00 2.58 BTAIb2 48.00 0 10.20 5.13 BTASb3 48.00 +1.00 10.70 4.18 TSBNb5 42.20 -5.61 9.90 4.82 BTAIb16 42.10 -0.06 10.40 8.58 KSMKb2 42.00 0 11.00 3.18 BTAIb9 41.00 -0.97 7.00 6.47 TEBNb6 40.00 0 9.40 3.33 NFBNb1 34.00 0 11.00 3.07 BTAIb8 33.49 -0.01 7.40 3.97 KKAGb2 31.00 -0.01 10.20 1.59 ABDIb1 28.36 -3.64 10.50 3.35 BTAIb11 28.00 0 8.10 6.92 ASAVb2 26.00 -0.01 9.40 0.65 aCBH_b1 25.00 +25.00 12.00 3.58 KKGBb4 24.00 0 11.00 5.56 KASTb2 23.00 0 9.40 1.82 KKAGb3 23.00 0 9.10 3.97 CSBNb5 22.00 0 9.40 2.38 CSBNb4 21.00 +1.00 9.80 1.75 EUBNb3 21.00 -2.00 9.70 3.59 CCBNb6 20.00 0 10.40 5.32 KZIKb2 20.00 0 14.50 4.08 KZIKb4 20.00 0 14.20 4.58 KZIKb6 20.00 0 14.09 1.58 KZIKb7 20.00 0 13.80 2.08 aKZIKb8 18.50 0 13.80 5.08 KZIKb8 18.50 0 13.80 5.08 CCBNb10 18.01 -0.83 9.70 6.10 CCBNb11 18.01 -0.83 9.90 6.32 CCBNb14 18.01 -0.83 9.70 7.11 CCBNb7 18.01 +0.50 9.90 5.74 CCBNb8 18.01 +0.51 8.90 5.95 aCCBNb14 18.00 -0.80 9.70 7.11 CCBNb9 18.00 -0.01 7.90 5.95 aHSBKb11 17.25 -0.25 6.10 6.63 aREALb1 17.00 0 11.90 3.74 CHFMb2 17.00 0 13.90 3.58 HSBKb11 17.00 0 6.10 6.63 HSBKb12 17.00 0 10.90 8.10 TXBNb3 17.00 0 10.70 2.16 aHSBKb10 16.50 0 6.20 6.17 HSBKb10 16.50 0 6.20 6.17 aHSBKb8 16.00 0 9.80 5.61 aKATRb2 16.00 0 17.00 8.92 ATFBb6 16.00 -1.68 10.00 4.48 HSBKb8 16.00 0 9.80 5.61 KATRb2 16.00 0 17.00 8.92 KZIKb3 16.00 0 14.70 4.58 aHSBKb4 15.50 -0.60 10.70 0.82 AGKKb1 15.00 0 8.10 2.94 BTAIb14 15.00 0 8.50 4.58 HSBKb4 14.86 -0.68 10.70 0.82 ATFBb5 14.01 -3.51 10.90 2.72 AKFIb2 14.00 +5.00 13.00 6.49 CCBNb13 14.00 -3.36 9.70 6.61 CCBNb3 14.00 -2.01 14.40 0.76 CCBNb4 14.00 -2.00 12.00 2.06 CSBNb7 14.00 0 11.30 8.76 CSBNb8 14.00 0 14.00 9.83 KAFIb1 14.00 0 8.50 2.32 KZIKb12 14.00 0 7.50 7.61 aKZIKb10 13.50 0 5.69 0.49 KZIKb10 13.50 -0.01 5.69 0.49 ROSAb2 13.50 0 10.70 1.70 KIBNb1 13.40 0 10.90 3.26 EUBNb4 13.00 0 11.00 5.01 HSBKb14 13.00 0 13.00 9.18 TEBNb10 13.00 0 8.50 7.24 TEBNb8 13.00 0 9.80 2.75 CCBNb20 12.00 +0.06 12.00 14.20 TSBNb6 12.00 0 9.90 6.28 DNBNb1 11.40 0 9.60 1.34 DNBNb2 11.30 0 11.00 1.59 TEBNb7 10.90 0 10.30 5.75 KKGBb6 10.50 0 7.50 8.02 KKGBb7 10.50 0 9.00 9.19 LOGCb1 10.30 -0.56 11.00 1.00 JGOKb2 10.19 -0.01 10.00 3.59 BTTRb1 10.02 0 9.20 9.58 ASFIb23 10.00 0 12.00 1.99 ASFIb24 10.00 0 12.00 3.99 ERKAb1 10.00 0 10.90 4.19 EUBNb8 10.00 -0.50 13.00 14.12 SATCb1 10.00 0 9.60 5.34 CCBNb15 9.50 0 9.70 7.65 ASAVb1 9.00 0 8.90 0.33 KZIKb16 9.00 0 7.50 7.37 TEBNb11 9.00 0 9.00 12.25 TEBNb17 9.00 0 8.50 7.62 EUBNb5 8.19 -4.05 8.60 14.00 KASTb1 8.00 0 10.80 1.69 KKGBb5 7.50 0 9.50 6.02 KZIKb17 7.50 0 9.10 6.77 --------------------------------------------------- Instruments indexed to change of tenge rate to USD --------------------------------------------------- ASBNb1 71.00 +3.00 9.00 0.30 BTASb2 38.00 -0.02 9.00 0.65 KKGBb2 23.06 +4.33 8.00 0.24 NRBNb2 19.00 0 9.00 1.77 aASFIb17 9.10 0 9.10 2.20 aASFIb21 8.14 0 8.14 0.81 --------------------------------------------------- Instruments indexed to change of tenge rate to euro --------------------------------------------------- aASFIb13 11.00 0 7.88 0.76 aASFIb18 7.95 0 7.95 0.76 --------------------------------------------------- Instruments indexed to change of tenge rate against USD protected from strengthening of tenge against USD --------------------------------------------------- TEBNb16 35.00 0 8.50 7.62 TEBNb3 27.00 0 10.00 3.13 CSBNb2 18.00 -0.01 9.50 0.73 CSBNb3 16.50 0 8.75 1.26 KZTCb1 15.50 0 8.00 0.89 TEBNb13 15.00 0 9.00 2.61 PDESb1 14.00 0 9.00 1.31 TEBNb15 9.00 0 9.50 6.62 --------------------------------------------------- Instruments indexed to devaluation rate of tenge against USD and on inflation rate --------------------------------------------------- JGOKb2 10.19 -0.01 10.00 3.59 US_JPM_e1 3.37 +3.37 6.69 6.45 ----------- ------- ------- ----------- ----------- Non-indexed instruments denominated in foreign currencies --------------------------------------------------- BTASe3 353.86 +54.95 7.88 0.75 ASBNe2 160.00 +2.13 9.00 1.22 KKGBe6 35.29 -0.41 7.00 0.17 KKGBe16 26.92 +0.46 7.63 2.45 KKGBe4 22.74 +2.09 8.50 3.62 KKGBe5 19.80 +0.11 7.88 4.59 KKGBe8 18.02 +0.02 8.00 6.17 ATFBe4 12.99 +1.47 8.13 1.15 BRKZe3 12.99 +0.03 6.50 10.76 ATFBe2 11.31 -4.04 8.88 0.18 BRKZe4 11.24 +0.19 6.00 16.56 US_MER_e1 10.29 +0.03 6.28 11.36 BRKZe2 10.01 -0.51 7.38 4.19 HSBKe1 9.50 -2.00 8.13 0.09 --------------------------------------------------- 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 2.4 % 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. [2009-09-03]