Volume of trades in government securities in April amounted to 860.3 bn tenge ($1.9 bn)
/KASE, May 22, 2023/ – Kazakhstan Stock Exchange (KASE) presents the results of trading in government securities for April 2023.
In the primary market in April, 214 deals were made for a total of 679.2 bn tenge ($1.5 bn):
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Trading Trading Demand Avg.
Placement date Trading code volume, volume, to weight. Maturity,
ISIN bn KZT mln USD supply yield, % years
-------------- ------------ ------------ ------- ------- ------- ---------- ----------
05.04.23 MKM012_0155 KZK100000308 39.1 87.0 х4.8 14.65 1.0
MTM096_0001 KZKT00000057 33.0 73.4 21.0% TONIA+1.40 8.0
MUM120_0019 KZKD00001129 50.5 112.4 х1.4 13.98 8.0
MUM168_0005 KZKD00001111 19.0 42.4 105.0% 12.00 11.9
12.04.23 MTM084_0001 KZKT00000073 6.2 13.8 31.9% 17.27 6.9
MUM072_0014 KZKD00001210 48.2 107.4 123.8% 14.02 5.9
MUM120_0019 KZKD00001129 59.3 132.2 117.9% 13.93 7.9
MUM180_0006 KZKD00000535 38.0 84.8 124.0% 13.97 4.0
19.04.23 MKM012_0154 KZK100000290 35.9 79.5 1.1% 14.80 0.9
MOM048_0054 KZK200000729 58.2 129.0 100.0% 13.82 3.4
MUM084_0018 KZKD00001137 37.9 84.1 100.6% 13.85 5.0
MUM120_0019 KZKD00001129 61.9 137.2 100.0% 13.98 7.9
25.04.23 ZKK011_148 KZMJ00001485 1.1 2.5 100.0% 0.35 0.9
ZKK024_147 KZMJ00001477 5.5 12.1 100.0% 4.25 2.0
26.04.23 MOM024_0088 KZK200000752 37.0 81.4 42.5% 14.50 2.0
MUM120_0019 KZKD00001129 43.6 95.8 100.0% 13.98 7.9
MUM156_0007 KZKD00001103 24.5 53.9 100.0% 12.25 10.8
MUM180_0006 KZKD00000535 39.6 87.0 96.7% 13.97 3.9
MUM180_0016 KZKD00001194 40.6 89.2 100.0% 11.60 13.8
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TOTAL 679.2 1,504.9
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In terms of the main categories of investors in the primary market, banks accounted for 33.6 %, brokerage and dealer organizations – for 4.1 %, other institutional investors – for 54.7 %, other legal entities – for 7.6 % , individuals – for less than 0.1 %. Non-residents did not take part in the primary GS market.
On the secondary market in April, 272 deals were made for a total of 181.1 bn tenge ($402.1 mln):
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Trading Trading Number of Yield
Trading volume, volume, transactions, on the last
code ISIN Currency bn KZT mln USD pcs. transaction, %
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Government
securities of the
Republic of
Kazakhstan
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NTK028_2825 KZW100013900 KZT 58.6 130.5 24 16.40
NTK028_2826 KZW100013918 KZT 43.1 95.6 20 16.30
MUM132_0007 KZKD00001152 KZT 10.8 23.8 23 10.50
MKM012_0155 KZK100000308 KZT 6.0 13.5 1 14.56
MUM120_0019 KZKD00001129 KZT 3.3 7.2 1 13.99
MUM108_0011 KZKD00000816 KZT 2.6 5.7 12 12.90
MUM072_0013 KZKD00001145 KZT 2.3 5.2 4 11.00
MOM048_0053 KZK200000711 KZT 2.3 5.0 10 12.00
MUM096_0011 KZKD00001095 KZT 2.2 4.8 8 10.95
MOM048_0054 KZK200000729 KZT 2.1 4.7 11 11.00
MUM096_0012 KZKD00001160 KZT 2.1 4.5 8 10.80
MUM168_0003 KZKD00000949 KZT 2.0 4.5 6 10.65
MUM096_0013 KZKD00001202 KZT 2.0 4.5 10 10.70
MOM060_0054 KZK200000737 KZT 2.0 4.4 10 11.00
MUM120_0017 KZKD00000899 KZT 1.9 4.2 10 11.00
MUM084_0018 KZKD00001137 KZT 1.8 3.9 9 11.00
MUM180_0016 KZKD00001194 KZT 1.6 3.6 3 11.60
MOM060_0052 KZK200000679 KZT 1.5 3.5 5 11.25
MUM120_0018 KZKD00000907 KZT 1.5 3.3 1 11.60
MUM072_0014 KZKD00001210 KZT 1.4 3.1 7 10.95
MUM180_0012 KZKD00000840 KZT 1.3 2.8 5 13.96
MUM180_0011 KZKD00000790 KZT 0.9 2.0 1 11.00
MUM120_0016 KZKD00000865 KZT 0.9 2.0 6 15.60
MUM156_0002 KZ000A1A1S55 KZT 0.6 1.4 3 13.00
MKM012_0153 KZK100000282 KZT 0.4 1.0 1 14.50
MUM180_0015 KZKD00001186 KZT 0.4 1.0 2 10.82
MUM108_0012 KZKD00000915 KZT 0.4 0.9 2 11.30
MUM084_0017 KZKD00000881 KZT 0.4 0.9 2 15.01
MUM180_0014 KZKD00000956 KZT 0.4 0.9 2 10.50
MUM216_0001 KZKD00000972 KZT 0.4 0.9 2 10.55
MUM240_0001 KZKD00000550 KZT 0.4 0.9 3 13.00
MOM024_0087 KZK200000745 KZT 0.4 0.8 5 13.90
MUM168_0005 KZKD00001111 KZT 0.3 0.7 1 10.50
MUM180_0005 KZKD00000493 KZT 0.2 0.4 2 11.25
MUM240_0004 KZKD00000832 KZT 0.2 0.4 1 10.45
MUM180_0004 KZKD00000444 KZT 0.1 0.3 1 11.30
MUM132_0006 KZKD00000873 KZT 0.1 0.3 1 13.12
MUM144_0003 KZKD00000378 KZT 0.1 0.2 1 16.95
MUM132_0005 KZKD00000568 KZT 0.0 0.0 3 16.50
KZ_05_2410 XS1120709669 USD 0.2 0.5 1 1.11
KZ_06_4410 XS1120709826 USD 0.0 0.0 3 4.87
----------- ------------ -------- ------- ------- ------------- --------------
TOTAL 159.4 353.7 231
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GS of foreign issuers
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US_37_2401 US9128285Z94 USD 17.9 40.0 10 4.37
US_32_2401 US912796ZY88 USD 1.7 3.8 9 4.45
US_09_2408 US91282CCT62 USD 1.5 3.2 4 4.69
AT_01_2006 AT0000A2HLC4 EUR 0.2 0.4 2 2.30
TR_02_2904 US900123CT57 USD 0.2 0.4 6 8.48
US_11_2308 US912796XY07 USD 0.1 0.3 2 5.05
TR_01_2408 US900123CV04 USD 0.1 0.2 6 9.36
US_04_2908 US912810FJ26 USD 0.0 0.0 1 3.70
OM_01_2908 XS1944412748 USD 0.0 0.0 1 6.79
----------- ------------ -------- ------- ------- ------------- --------------
TOTAL 21.7 48.4 41
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In terms of the main categories of investors in the secondary market of government securities of the Republic of Kazakhstan, excluding foreign government securities, the share of banks was 35.4 %, that of broker-dealer organizations – 3.8 %, that of other institutional investors – 9.6 %, that of other legal entities – 51.1 %, that of individuals – 0.1 %. Participation of non-residents is estimated at 5.8 %.
In April, the yield indices for government securities continued their downward trend for terms of up to 1 year and from 1 to 5 years. The yield index on the segment with a maturity of more than 5 years increased by 37 b.p. over the reporting month.
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Change
Value as over the
of 28.04.23 month,
tenge / b.p.
--------------------------------------------- ----------- ------------
Indices of "clean" prices, tenge
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KZGB_CPs with a maturity of up to 1 year 1,073.20 +8.67
KZGB_CPm with a maturity of 1 to 5 years 970.33 +14.69
KZGB_CPl with a maturity of more than 5 years 957.33 -22.67
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Indices of "dirty" prices, tenge
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KZGB_DPs with a maturity of up to 1 year 1,138.64 +14.83
KZGB_DPm with a maturity of 1 to 5 years 1,083.38 +23.79
KZGB_DPl with a maturity of more than 5 years 1,048.62 -26.66
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Yield indices
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KZGB_Ys with a maturity of up to 1 year 15.46 -49
KZGB_Ym with a maturity of 1 to 5 years 12.57 -44
KZGB_Yl with a maturity of more than 5 years 11.61 +37
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As of May 1, there were 129 issues of bonds of the Ministry of Finance of the Republic of Kazakhstan in the "Government securities" sector of KASE: 116 issues of MEKAM and 13 Eurobonds, two issues of NBRK notes, 163 issues of bonds of local executive bodies and 62 issues of bonds of foreign states.
[2023-05-22]