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06.04.2022 18:51 #Trading information

Kazakhstan's Ministry of Finance on April 6 placed 158.4 mln MEKKAM-12 of issue 150 (KZK100000266, MKM012_0150) on KASE with weighted average yield to maturity of 13.67 % APR

/KASE, April 6, 2022/ – Kazakhstan Stock Exchange (KASE) announces that two special trading sessions (for the offering and additional offering) of government short-term treasury bonds of the Ministry of Finance of the Republic of Kazakhstan (MEKKAM) were held in KASE's trading system on April 6, 2022 on the terms below (Nur-Sultan time).

OFFERING TERMS

------------------------------------------- --------------------------------
Trade date:                                 April 6, 2022                   
Current maturity:                           293 days                        
Declared offering volume, mln tenge:        30,000.0                        
Trade subject:                              "clean" price                   
Market order execution rate, %*:            70                              
Order submission method:                    closed                          
Order collection time:                      09:00–11:00                     
Order confirmation time:                    09:00–11:00                     
Cut-off date and time:                      April 6, 2022, 15:00            
Payment date:                               April 8, 2022                   
Method of execution of limit offset orders: in accordance with              
                                            item 6 of Article 28 of the     
                                            Regulations on the              
                                            Methods of Conducting           
                                            Trades in TCSs                  
Method of execution of limit orders:        at prices of limit offset orders
                                            equal to the cut-off price or   
                                            those more favorable for        
                                            the seller                      
Method of execution of market orders:       at weighted average price       
----------------------------------------------------------------------------

From 15:30 to 16:00 o'clock, Nur-Sultan time, a special trading session for additional offering of the mentioned bonds was held in KASE's trading system on the terms below.

ADDITIONAL OFFERING TERMS:

---------------------------------------------------------------------------
Trade date:                                     April 6, 2022              
Current maturity:                               293 days                   
Declared additional offering volume, mln tenge: 20,000.0                   
Trade subject:                                  "clean" price              
Market order execution rate, %:                 0                          
Order submission method:                        closed                     
Order collection time:                          15:30–16:00                
Order confirmation time:                        15:30–16:00                
Striking time:                                  before 17:00 (Т+0)         
Payment date:                                   April 8, 2022              
Limit orders execution method:                  at prices of limit offset  
                                                orders equal to the cut-off
                                                price or those more        
                                                favorable for the seller   
---------------------------------------------------------------------------
-----------------------------------------------------------
BID PARAMETERS AT OFFERING:                                
---------------------------------------------- ------------
Number of participants:                        8           
Number of orders submitted (all / active):     15 / 15     
including:                                                 
– limit:                                       13 / 13     
– market:                                      2 / 2       
Volume of active orders*, mln tenge:           17,405.9    
including:                                                 
– limit:                                       15,840.9    
– market:                                      1,565.0     
Bid to ask:                                    64.5 %      
"Clean" price on orders submitted, % of face value         
(on all / on active ones):                                 
– minimum                                      89.3185     
– maximum                                      90.2828     
– weighted average                             89.9577     
Yield on orders submitted, % APR (on all / on active ones):
– minimum                                      13.5000     
– maximum                                      15.0000     
– weighted average                             14.0021     
---------------------------------------------- ------------            
* active orders – orders not annulled by trade participants
at expiry of order submission period including those       
confirmed by Confirmation System participants.             

In the total volume of active orders, banks accounted for 56.8 %, other institutional investors – for 19.4 %, and other legal entities – for 23.8 %.

--------------------------------------------------------------------------------
BID PARAMETERS AT ADDITIONAL OFFERING:                                                             
------------------------------------------------------------------- ------------
Number of participants:                                             1                              
Number of orders submitted (all / active):                          7 / 1                          
Volume of active orders*, mln tenge:                                4,508.7                        
Bid to ask, %:                                                      25.0 %                         
------------------------------------------------------------------- ------------                               
* active orders – orders not annulled by trade participants                                        
at expiry of order submission period including those                                               
confirmed by Confirmation System participants.                                                     
The entire volume of active orders fell on the share of institutional investors.

OFFERING RESULTS:

--------------------------------------------------------------------------------
Volume of orders executed, bonds:                                   158,447,699                    
Volume of orders executed, tenge:                                   14,287,766,568.3               
Number of orders executed:                                          10                             
Number of participants, whose orders were executed:                 6                              
Volume of executed orders, % of plan:                               52.8                           
Volume of executed orders, % of the bid:                            65.1                           
"Clean" price in executed orders, % of face value:                                                 
– minimum                                                           90.1531                        
– maximum                                                           90.2828                        
– weighted average                                                  90.1734                        
Yield of bonds to maturity for buyer, % APR:                                                       
– minimum                                                           13.5000                        
– maximum                                                           13.7000                        
– weighted average                                                  13.6692                        
--------------------------------------------------------------------------------

In terms of the main categories of investors in the offering, 18.9 % fell to the share of banks, 55.1 % - to the share of other institutional investors, 26.0 % - to the share of other legal entities.

Taking into account the earlier offering, the total volume of MEKKAM-12 of issue 150 (KZK100000266, MKM012_0150) amounted to 676,755,540 bonds for the amount of face value of KZT67,675,554,000.

Settlements on this offering will be carried out according to the T+2 scheme. MEKAM sold at today's auction will be admitted to circulation on KASE's secondary market under the trade code specified in the table on the next working day after the day of fulfillment of obligations under deals. The bonds must be quoted in KASE's trading system in clean prices.

The Rules of issue, placement, circulation, service and maturity of government treasury bonds of the Republic of Kazakhstan are available at see more

The Rules of placement of government treasury bonds of the Republic of Kazakhstan are available at see more

Detailed information on the issue of these bonds is available at see more

[2022-04-06]