Volume of trading in government securities in May amounted to 694.4 bn tenge ($1.6 bn)

/KASE, June 7, 2024/ – Kazakhstan Stock Exchange (KASE) presents the results of trading in government securities (GS) for May 2024. Based on results of May, the total volume of government securities trading on KASE amounted to 694.4 bn tenge ($1.6 bn), a total of 447 transactions were concluded. The average daily trading volume amounted to 34.7 bn tenge (on the secondary market – 13.0 bn tenge), the average daily number of transactions – 22 (on the secondary market – 14), the average volume of one transaction – 1.6 bn tenge (on the secondary market – 0.9 bn tenge). On the primary market in May, 165 transactions were concluded for a total amount of 434.1 bn tenge ($981.2 mln): ------------------------------------------------------------------------------------------------------ Placement date Trade Trade Bid to ask Wgh. avg. yield, % Maturity, years Ticker volume, volume, ISIN bn KZT mln USD -------------- ----------- ------------- ------- ------- ---------- ------------------ --------------- 06.05.24 MKM012_0157 KZK100000332 10.9 24.7 160.5% 12.22 0.9 MUM084_0019 KZKD00001244 14.2 32.1 106.7% 12.27 6.7 MUM108_0013 KZKD00001087 13.5 30.6 180.0% 12.30 4.8 MUM180_0006 KZKD00000535 2.5 5.8 64.0% 12.37 2.8 MUM180_0014 KZKD00000956 8.9 20.2 80.0% 12.15 8.9 -------------- ----------- ------------- ------- ------- ---------- ------------------ --------------- 14.05.2024 MUM072_0015 KZKD00001251 38.6 87.5 114.2% 12.55, 5.8 MUM168_0003 KZKD00000949 18.2 41.2 152.5% 12.56 7.9 MUM192_0002 KZKD00000543 26.7 60.5 158.0% 12.52 3.9 MUM240_0002 KZKD00000741 19.9 45.2 95.0% 12.57 10.0 -------------- ----------- ------------- ------- ------- ---------- ------------------ --------------- 16.05.2024 DZK024_180 KZMJ00001808 11.1 25.2 100.0% 0.35 2.0 -------------- ----------- ------------- ------- ------- ---------- ------------------ --------------- 17.05.2024 ASK024_012 KZZJ00000128 5.2 11.9 100.0% 0.35 2.0 ZKK024_181 KZMJ00001816 5.0 11.3 100.0% 0.35 2.0 -------------- ----------- ------------- ------- ------- ---------- ------------------ --------------- 21.05.2024 MKM012_0157 KZK100000332 27.8 62.7 х2.8 12.6 0.9 MUM084_0019 KZKD00001244 25.6 57.7 102.0% 12.66 6.7 MUM108_0013 KZKD00001087 23.2 52.3 х2.0 12.61 4.8 MUM120_0017 KZKD00000899 31.5 70.9 180.6% 12.64 2.8 MUM240_0002 KZKD00000741 17.9 40.2 59.6% 12.68 10.0 -------------- ----------- ------------- ------- ------- ---------- ------------------ --------------- 28.05.2024 ABK024_183 KZMJ00001832 8.4 19.0 100.0% 0.35 2.0 AKK024_179 KZMJ00001790 3.5 7.9 100.0% 0.35 2.0 MUM168_0005 KZKD00001111 8.9 20.1 116.7% 12.55 10.8 MUM180_0014 KZKD00000956 31.4 70.9 137.1% 12.86 8.9 MUM180_0016 KZKD00001194 10.0 22.6 68.7% 12.54 12.7 MUM192_0002 KZKD00000543 23.4 52.8 х2.3 12.86 3.9 MUM240_0001 KZKD00000550 11.4 25.9 68.6% 12.90 7.9 -------------- ----------- ------------- ------- ------- ---------- ------------------ --------------- 30.05.2024 MKM012_0157 KZK100000332 5.0 11.3 147.5% 12.90 0.9 MUM084_0019 KZKD00001244 11.2 25.2 94.0% 12.75 6.7 MUM180_0006 KZKD00000535 12.1 27.4 119.7% 12.94 2.8 MUM180_0013 KZKD00000931 8.0 18.1 51.7% 12.80 8.8 -------------- ----------- ------------- ------- ------- ---------- ------------------ --------------- TOTAL 434.1 981.2 ------------------------------------------------------------------------------------------------------ In terms of the main categories of investors in the primary market, banks accounted for 51.7%, broker-dealer organizations – for less than 0.1%, the share of other institutional investors – for 38.0%, other legal entities – for 10.3 %. Non- residents did not participate in the primary government securities market. On the secondary market in May, 282 transactions were concluded for a total amount of 260.2 bn tenge ($588.9 mln): ---------------------------------------------------------------------- Ticker Trade Trade Deals, Yield on last volume, volume, pcs. deal, % ISIN Currency bn KZT mln USD ---------------------------------------------------------------------- GS RK ---------------------------------------------------------------------- NTK027_2849 KZW100014155 KZT 87.9 198.7 30 13.08 NTK028_2850 KZW100014163 KZT 68.5 155.0 26 13.65 MOM060_0054 KZK200000737 KZT 55.8 126.3 14 13.00 MUM084_0018 KZKD00001137 KZT 8.2 18.4 20 12.60 MUM120_0016 KZKD00000865 KZT 7.6 17.1 3 13.00 MUM120_0019 KZKD00001129 KZT 6.2 14.2 4 11.50 MUM096_0014 KZKD00001228 KZT 4.3 9.7 7 12.40 MUM132_0007 KZKD00001152 KZT 4.1 9.2 8 11.99 MOM024_0088 KZK200000752 KZT 2.9 6.5 5 12.85 MUM240_0002 KZKD00000741 KZT 1.9 4.3 1 12.68 MUM192_0003 KZKD00000626 KZT 1.7 3.9 2 13.00 MOM060_0052 KZK200000679 KZT 1.5 3.3 5 13.00 MUM180_0006 KZKD00000535 KZT 1.3 2.8 4 12.94 MUM120_0014 KZKD00000782 KZT 1.0 2.3 2 13.00 MOM048_0053 KZK200000711 KZT 0.7 1.7 2 12.80 MOM048_0052 KZK200000687 KZT 0.6 1.4 2 13.00 MUM096_0012 KZKD00001160 KZT 0.6 1.4 12 11.70 MUM096_0013 KZKD00001202 KZT 0.6 1.3 3 13.00 MOM048_0054 KZK200000729 KZT 0.5 1.2 1 12.30 MUM120_0018 KZKD00000907 KZT 0.5 1.1 1 12.40 MUM180_0012 KZKD00000840 KZT 0.4 1.0 5 12.73 KZ_10_2811 XS1901718335 EUR 0.4 0.9 14 1.21 MKM009_0019 KZK100000324 KZT 0.2 0.5 1 11.90 MUM168_0005 KZKD00001111 KZT 0.1 0.3 14 11.40 MUM084_0019 KZKD00001244 KZT 0.1 0.3 12 11.80 MUM168_0003 KZKD00000949 KZT 0.1 0.2 11 11.80 MUM108_0012 KZKD00000915 KZT <0.1 0.1 1 12.80 MKM012_0156 KZK100000316 KZT <0.1 0.1 2 12.90 MUM072_0014 KZKD00001210 KZT <0.1 <0.1 16 13.10 KZ_05_2410 XS1120709669 USD <0.1 <0.1 3 6.62 MOM024_0087 KZK200000745 KZT <0.1 <0.1 8 11.80 KZ_06_4410 XS1120709826 USD <0.1 <0.1 2 5.97 MUM156_0005 KZKD00000758 KZT <0.1 <0.1 2 12.50 MUM108_0013 KZKD00001087 KZT <0.1 <0.1 6 13.10 MUM096_0011 KZKD00001095 KZT <0.1 <0.1 3 13.00 MUM120_0017 KZKD00000899 KZT <0.1 <0.1 4 12.10 MUM240_0001 KZKD00000550 KZT <0.1 <0.1 1 12.60 ----------- ------------ -------- ------- ------- ------ ------------- TOTAL 257.7 583.2 257 ---------------------------------------------------------------------- GS of foreign issuers ---------------------------------------------------------------------- US_35_2405 US91282CER88 USD 2.4 5.5 3 6.10 US_86_2512 US91282CGA36 USD <0.1 0.1 6 4.80 US_63_2505 US912828ZT04 USD <0.1 0.1 10 4.84 AT_01_2006 AT0000A2HLC4 EUR <0.1 <0.1 2 2.16 US_45_2501 US91282CGG06 USD <0.1 <0.1 2 1.35 US107_3102 US91282CBL46 USD <0.1 <0.1 1 4.08 TR_01_2408 US900123CV04 USD <0.1 <0.1 1 6.30 ----------- ------------ -------- ------- ------- ------ ------------- TOTAL 2.5 5.7 25 ---------------------------------------------------------------------- In terms of the main categories of investors in the secondary market, banks accounted for 42.2 %, broker-dealer organizations – for 0.4 %, other institutional investors – for 2.9 %, other legal entities – for 53.1 %, individuals – for 1.4 %. Non-resident participation is estimated at 12.2 %. Based on results of May, GS indices showed the following changes. --------------------------------------------------------------------- Chg. Value over month, as of 31.05.24 tenge/ b.p. ------------------------------------------ -------------- ----------- Indexes of "clean" prices, tenge --------------------------------------------------------------------- KZGB_CPs with maturity of up to 1 year 1,140.10 -4.20 KZGB_CPm with maturity of 1 to 5 years 979.72 -12.24 KZGB_CPl with maturity of over 5 years 915.01 -3.96 KZGB_CPm1m with maturity of 31 days and up 985.94 -6.76 KZGB_CP without segmentation term 1015.29 -6.71 ------------------------------------------ -------------- ----------- Indexes of "dirty" prices, tenge --------------------------------------------------------------------- KZGB_DPs with maturity of up to 1 year 1,233.72 +5.73 KZGB_DPm with maturity of 1 to 5 years 1,156.64 -15.48 KZGB_DPl with maturity of over 5 years 1,070.88 -13.88 KZGB_DPm1m with maturity of 31 days and up 1,046.74 +2.18 KZGB_DP without segmentation term 1,078.66 -11.66 ------------------------------------------ -------------- ----------- Yield indexes, % --------------------------------------------------------------------- KZGB_Ys with maturity of up to 1 year 13.23 +13.00 KZGB_Ym with maturity of 1 to 5 years 12.57 +63.00 KZGB_Yl with maturity of over 5 years 12.17 +8.00 KZGB_Ym1m with maturity of 31 days and up 24.98 +70.00 KZGB_Y without segmentation term 12.48 +34.00 --------------------------------------------------------------------- As of June 1, 2024, in the "Government Securities" sector of KASE there were 118 issues of bonds of the Ministry of Finance of the Republic of Kazakhstan, including 106 issues of MEKAM and 12 issues of Eurobonds, one issue of NBRK notes, 142 issues of bonds of local executive bodies and 68 issues of bonds of foreign states. [2024-06-07]