Volume of trading in government securities in July totaled KZT1.1 trln ($2.3 bn)

/KASE, August 6, 2024/ – Kazakhstan Stock Exchange (KASE) presents the results of trading in government securities (GS) for July 2024. Based on results of July, the total volume of government securities trading on KASE amounted to 1.1 trillion tenge ($2.3 billion), a total of 590 transactions were concluded. The average daily trading volume amounted to 50.2 billion tenge (on the secondary market – 5.8 billion tenge), the average daily number of transactions – 27 (on the secondary market – 15), the average volume of one transaction – 1.9 billion tenge (on the secondary market – 0 .4 billion tenge). On the primary market in July, 265 transactions were concluded for a total amount of 978.6 billion tenge ($2.1 billion): ------------------------------------------------------------------------------------------------ Placement date Trade Trade Bid to ask Wght. Maturity, years Ticker volume, volume, avg. yield, % ISIN bn KZT mln USD -------------- ----------- ------------ ------- ------- ---------- ------------- --------------- 02.07.2024 MKM012_0158 KZK100000357 35.3 74.3 x2.1 13.34 0.9 MUM084_0019 KZKD00001244 19.9 41.9 131.8 13.36 6.6 MUM108_0013 KZKD00001087 31.7 66.6 162.1 13.47 4.7 MUM156_0005 KZKD00000758 18.0 37.8 142.1 13.45 2.9 -------------- ----------- ------------ ------- ------- ---------- ------------- --------------- 09.07.2024 MUM072_0015 KZKD00001251 38.5 80.8 96.9 13.49 5.6 MUM108_0012 KZKD00000915 49.2 103.4 x2.4 13.42 1.9 MUM156_0007 KZKD00001103 71.0 149.1 x4.5 13.49 9.5 MUM192_0002 KZKD00000543 33.6 70.5 156.2 13.50 3.7 MUM240_0001 KZKD00000550 28.1 59.0 136.2 13.50 7.7 -------------- ----------- ------------ ------- ------- ---------- ------------- --------------- 10.07.2024 ASK022_013 KZZJ00000136 25.0 52.0 100.0 4.24 1.8 KOK024_188 KZMJ00001881 5.5 11.3 100.0 0.35 1.9 -------------- ----------- ------------ ------- ------- ---------- ------------- --------------- 15.07.2024 ARK116_103 KZMF00001034 0.4 0.9 100.0 0.02 9.7 JTK116_101 KZMF00001018 3.7 7.9 100.0 0.02 9.7 KGK116_102 KZMF00001026 13.2 27.7 100.0 0.02 9.7 KOK117_092 KZMF00000929 1.1 2.2 100.0 0.02 9.7 UTK116_094 KZMF00000945 0.1 0.2 100.0 0.02 9.7 VKK117_099 KZMF00000994 0.5 1.1 100.0 0.02 9.7 -------------- ----------- ------------ ------- ------- ---------- ------------- --------------- 16.07.2024 MKM012_0158 KZK100000357 52.7 111.6 x2.8 13.23 0.9 MUM084_0019 KZKD00001244 43.2 91.3 x2.2 13.49 6.6 MUM108_0013 KZKD00001087 55.9 118.3 x3.2 13.33 4.7 MUM156_0005 KZKD00000758 39.1 82.8 x2.4 13.39 2.9 MUM180_0013 KZKD00000931 45.5 96.4 x2.1 13.45 8.7 MUM180_0016 KZKD00001194 20.5 43.4 x4.1 13.30 12.5 -------------- ----------- ------------ ------- ------- ---------- ------------- --------------- 19.07.2024 KGK024_190 KZMJ00001907 3.9 8.2 100.0 0.02 2.0 ZKK022_189 KZMJ00001899 4.7 9.9 100.0 0.02 1.8 -------------- ----------- ------------ ------- ------- ---------- ------------- --------------- 23.07.2024 DZK022_191 KZMJ00001915 5.2 11.0 100.0 4.24 1.8 MUM072_0015 KZKD00001251 70.0 148.0 155.4 13.43 5.6 MUM108_0012 KZKD00000915 40.0 84.5 x2.3 13.30 1.9 MUM168_0005 KZKD00001111 37.5 79.3 172.7 13.35 10.6 MUM192_0002 KZKD00000543 46.2 97.6 x2.0 13.27 3.7 MUM240_0001 KZKD00000550 32.3 68.3 172.3 13.44 7.7 MUM300_0003 KZKD00000857 11.5 24.3 x4.5 13.26 15.6 SHK022_015 KZSJ00000150 9.5 20.1 100.0 4.24 1.8 -------------- ----------- ------------ ------- ------- ---------- ------------- --------------- 26.07.2024 ARK116_103 KZMF00001034 1.6 3.4 100.0 0.02 9.7 MUM084_0019 KZKD00001244 36.8 77.5 169.0 13.43 6.6 MUM120_0017 KZKD00000899 42.1 88.6 x2.2 13.41 2.6 VKK117_099 KZMF00000994 0.7 1.6 100.0 0.02 9.7 -------------- ----------- ------------ ------- ------- ---------- ------------- --------------- 30.07.2024 KSK024_192 KZMJ00001923 5.0 10.6 100.0 0.35 2.0 -------------- ----------- ------------ ------- ------- ---------- ------------- --------------- TOTAL 978.6 2,063.1 ------------------------------------------------------------------------------------------------ In terms of the main categories of investors in the primary market, banks accounted for 65.9%, broker-dealer organizations – for 2.0%, other institutional investors – for 14.7%, other legal entities – for 17.5%. The share of non-residents in the primary government securities market was 0.5%. On the secondary market in July, 325 transactions were concluded for a total amount of 126.9 billion tenge ($267.3 million): ---------------------------------------------------------------------- Ticker Trade Trade Deals, Yield on last volume, volume, pcs. deal, % ISIN Currency bn KZT mln USD ---------------------------------------------------------------------- GS RK ---------------------------------------------------------------------- NTK028_2852 KZW100014189 KZT 59.5 126.0 32 13.65 MOM048_0054 KZK200000729 KZT 17.8 37.2 13 13.10 MOM060_0052 KZK200000679 KZT 11.9 24.8 8 13.10 MUM120_0017 KZKD00000899 KZT 10.1 21.3 5 13.30 MUM084_0018 KZKD00001137 KZT 8.5 17.9 6 13.20 MKM012_0157 KZK100000332 KZT 5.0 10.5 1 12.75 MKM009_0019 KZK100000324 KZT 3.9 8.1 1 12.80 MUM132_0007 KZKD00001152 KZT 3.0 6.4 29 13.55 NTK028_2851 KZW100014171 KZT 1.9 4.0 10 13.90 MOM036_0092 KZK200000703 KZT 1.0 2.1 1 12.70 MUM108_0012 KZKD00000915 KZT 1.0 2.0 4 12.30 KZ_17_3009 RU000A101RZ3 RUB 0.8 1.7 3 16.75 MUM132_0006 KZKD00000873 KZT 0.4 0.9 3 12.50 KZ_16_2709 RU000A101RV2 RUB 0.3 0.6 1 17.72 MUM168_0005 KZKD00001111 KZT 0.2 0.5 22 12.30 MUM084_0019 KZKD00001244 KZT 0.1 0.3 17 11.90 MUM168_0003 KZKD00000949 KZT 0.1 0.3 15 12.20 MUM156_0007 KZKD00001103 KZT 0.1 0.2 9 12.30 MKM012_0156 KZK100000316 KZT 0.1 0.2 1 13.00 MUM108_0014 KZKD00001236 KZT 0.1 0.2 13 12.00 MUM180_0014 KZKD00000956 KZT 0.1 0.1 11 12.30 MUM096_0014 KZKD00001228 KZT 0.1 0.1 8 12.50 MUM240_0002 KZKD00000741 KZT <0.1 0.1 5 12.50 MOM048_0052 KZK200000687 KZT <0.1 0.1 7 12.45 MOM024_0088 KZK200000752 KZT <0.1 0.1 4 12.50 MOM036_0091 KZK200000695 KZT <0.1 <0.1 2 12.50 MUM072_0013 KZKD00001145 KZT <0.1 <0.1 3 12.60 MUM096_0011 KZKD00001095 KZT <0.1 <0.1 5 12.70 MUM120_0016 KZKD00000865 KZT <0.1 <0.1 2 12.60 MUM072_0015 KZKD00001251 KZT <0.1 <0.1 1 12.80 MOM048_0053 KZK200000711 KZT <0.1 <0.1 2 13.10 MOM060_0054 KZK200000737 KZT <0.1 <0.1 4 13.10 MOM024_0087 KZK200000745 KZT <0.1 <0.1 4 12.40 MUM072_0014 KZKD00001210 KZT <0.1 <0.1 11 13.20 MUM120_0019 KZKD00001129 KZT <0.1 <0.1 8 11.60 MUM108_0013 KZKD00001087 KZT <0.1 <0.1 4 12.70 MUM096_0012 KZKD00001160 KZT <0.1 <0.1 20 12.70 MUM240_0001 KZKD00000550 KZT <0.1 <0.1 1 13.20 MUM192_0002 KZKD00000543 KZT <0.1 <0.1 3 12.80 MUM180_0006 KZKD00000535 KZT <0.1 <0.1 2 13.10 MUM120_0018 KZKD00000907 KZT <0.1 <0.1 1 12.21 MUM180_0011 KZKD00000790 KZT <0.1 <0.1 1 13.10 KZ_10_2811 XS1901718335 EUR <0.1 <0.1 1 0.66 ----------- ------------ -------- ------- ------- ------ ------------- TOTAL 126.1 265.6 304 ---------------------------------------------------------------------- GS of foreign issuers ---------------------------------------------------------------------- US_16_2411 US91282CFX48 USD 0.5 1.0 1 4.78 US105_2612 US912828YX25 USD 0.2 0.3 5 4.29 US_63_2505 US912828ZT04 USD 0.1 0.2 12 4.71 US_86_2512 US91282CGA36 USD 0.1 0.1 3 4.70 ----------- ------------ -------- ------- ------- ------ ------------- TOTAL 0.8 1.6 21 ---------------------------------------------------------------------- In terms of the main categories of investors in the secondary market, of banks accounted for 48.5 %, broker-dealer organizations – for 2.3 %, other institutional investors – for 0.1 %, other legal entities – for 44.3 %, individuals – for 4.7 %. Non-resident participation is estimated at 15.3 %. Based on results of July, government securities indexes showed the following changes: --------------------------------------------------------------------- Chg. Value over month, as of 31.07.24 tenge/ b.p. ------------------------------------------ -------------- ----------- Indexes of "clean" prices, tenge --------------------------------------------------------------------- KZGB_CPs with maturity of up to 1 year 1,146.30 +2.76 KZGB_CPm with maturity of 1 to 5 years 977.72 +6.85 KZGB_CPl with maturity of over 5 years 895.29 +5.89 KZGB_CPm1m with maturity of 31 days and up 974.78 +7.62 KZGB_CP without segmentation term 1,004.58 +7.93 ------------------------------------------ -------------------------- Indexes of "dirty" prices, tenge --------------------------------------------------------------------- KZGB_DPs with maturity of up to 1 year 1,244.24 -2.34 KZGB_DPm with maturity of 1 to 5 years 1,165.47 +9.64 KZGB_DPl with maturity of over 5 years 1,067.95 +17.02 KZGB_DPm1m with maturity of 31 days and up 1,053.77 +17.65 KZGB_DP without segmentation term 1,082.40 +14.02 ------------------------------------------ -------------------------- Yield indexes, % --------------------------------------------------------------------- KZGB_Ys with maturity of up to 1 year 13.09 -1.00 KZGB_Ym with maturity of 1 to 5 years 12.73 -24.00 KZGB_Yl with maturity of over 5 years 12.57 -12.00 KZGB_Ym1m with maturity of 31 days and up 12.73 -26.00 KZGB_Y without segmentation term 12.73 -26.00 --------------------------------------------------------------------- As of August 1, 2024, in the "Government Securities" sector of KASE there were 118 bond issues 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, 165 issues of bonds of local executive bodies and 77 issues of bonds of foreign states. [2024-08-06]