Investment attractiveness of financial instruments at KASE since July 21 till July 27
28.07.05 11:08
/IRBIS, Ranida Gabdeyeva, July 28, 05/ - Following is the table that allows to
compare investment attractiveness of financial instruments, which were
regularly traded or quoted at Kazakhstan stock exchange (KASE) in the
period since July 21 till July 27. Trends are given relative to previous week.
Instruments are given in descending order within the groups, based upon
their attractiveness.
--------------------------------------------------
Yield, % APR
Financial ------------ Coupon, Duration,
instrument value trend % APR. years
------------- ----- ----- --------- ----------
Non-indexed instruments denominated in tenge
--------------------------------------------------
UKPFb1 10.50 -1.24 14.00 2.1
CSBNb6 9.00 +0.20 8.50 9.8
VTTHb1 8.85 -0.01 10.00 7.3
VTSKb2 8.77 -0.01 10.00 6.3
TXBNb2 8.71 -0.07 11.00 4.9
ATFBb4 8.11 +0.61 8.50 9.3
NRBNb4 8.10 -0.10 8.00 3.4
UKTCb1 8.00 0 9.00 1.2
VTZLb1 7.49 0 10.00 8.3
TXBNb1 7.43 -0.14 15.00 1.1
HSBKb3 7.06 0 9.00 3.9
PRKRb1 7.00 0 8.00 3.8
TEBNb4 7.00 - 8.00 10.0
HSBKb5 7.00 0 5.00 1.8
HSBKb7 7.00 0 7.50 9.4
ASBNb4 7.00 0 7.00 2.7
ATFBb3 7.00 0 8.50 3.4
ARNAb1 6.50 0 13.00 0.1
BTAIb1 6.50 0 10.00 5.4
CCBNb5 6.00 0 8.50 2.2
EUBNb1 6.00 0 6.50 3.3
EUBNb2 5.50 0 6.00 6.4
KKGBb3 5.50 0 7.00 1.5
CS_repo 4.21 -3.64 - 0.003-0.99
MEKKAM, notes 2.18 +0.27 - 0.003-0.96
GS_repo 0.70 -0.39 - 0.003-0.08
MEOKAM 0.35 -2.56 4.05-8.20 2.36-5.52
------------- ----- ----- --------- ----------
Instruments indexed on inflation
--------------------------------------------------
KATRb1 12.00 -0.65 14.00 2.9
KKAGb1 10.00 +1.00 9.20 4.6
ASFIb6 9.70 +1.20 9.00 6.9
ASFIb5 9.30 -0.10 9.00 4.5
BTAIb6 9.25 +0.50 9.50 4.9
GLOTb1 9.05 0 10.00 2.7
CSBNb4 9.01 0 7.90 5.9
BTAIb4 9.00 0 9.50 4.8
KZALb1 8.96 +0.17 9.10 3.9
KZASb2 8.90 0 9.10 3.9
TXBNb3 8.90 0 8.90 6.3
TSBNb1 8.50 0 9.90 1.8
VTBNb4 8.50 0 9.50 6.9
ASFIb7 8.50 0 9.00 9.9
VTBNb2 8.40 0 9.80 4.4
ASFIb4 8.36 +0.01 9.40 5.8
CSBNb5 8.30 -0.24 8.80 6.5
NRBNb3 8.08 +0.53 8.30 1.9
VTBNb3 8.00 -1.00 9.00 4.9
ATFBb5 8.00 +0.25 8.50 6.8
VITAb4 8.00 0 8.55 4.7
ASBNb3 7.50 0 8.90 6.3
BTAIb5 7.50 0 8.30 9.8
BTAIb7 7.30 -1.70 8.90 7.0
CCBNb7 7.20 +0.02 7.00 9.9
BTASb4 7.00 0 9.10 8.9
CCBNb3 7.00 0 13.8 4.9
HSBKb4 7.00 0 9.20 4.9
CCBNb6 6.99 +0.49 8.80 9.4
KKGBb4 6.70 0 7.50 9.7
HSBKb8 6.60 0 7.50 9.7
BTASb3 6.50 0 8.90 8.3
BTAIb2 6.50 0 8.40 9.2
BTAIb3 6.30 0 8.80 6.4
KZIKb5 6.00 -0.68 7.49 3.7
CCBNb4 5.95 0 9.00 6.2
KARMb2 5.50 0 9.10 3.4
KZIKb4 5.50 0 7.60 8.7
KZIKb3 5.00 -2.02 8.10 8.7
KZIKb7 4.80 -1.80 7.20 6.2
KZIKb2 4.70 0 8.90 8.2
KZIKb6 4.50 0 7.49 5.7
KZIKb1 4.00 -0.04 12.05 0.3
------------- ----- ----- --------- ----------
Instruments
indexed on devaluation of tenge to US dollar
--------------------------------------------------
ALKSb2 22.99 -0.08 10.00 0.9
TEBNb2 17.87 -0.14 11.00 3.1
ASBNb1 10.00 0 9.00 4.4
VTBNb1 9.50 0 9.50 1.2
KZAPb1 9.43 +2.43 8.50 1.7
ATFBb2 8.50 -0.50 9.00 1.4
NRBNb2 8.50 -0.26 9.00 5.9
CCBNb1 8.50 0 12.00 0.4
ART060.004 8.50 0 8.50 2.8
ARU060.003 8.50 0 8.60 1.2
HSBKb2 8.15 +0.35 8.00 1.8
KKGBb2 8.00 -0.47 8.00 4.4
BTASb1 8.00 -3.00 12.00 3.6
BTASb2 8.00 -0.82 9.00 4.8
HSBKb 7.80 0 11.80 1.9
AST048.006 7.50 0 8.50 1.9
AST048.005 7.30 0 8.50 1.2
BRKZb1 7.10 0 8.50 1.6
AST036.004 7.01 +0.01 8.31 0.2
TEBNb 7.00 -1.20 9.50 0.08
VKU036.002 3.50 0 8.50 0.1
------------- ----- ----- --------- ----------
Instruments indexed on devaluation of tenge
to US dollar with protection from strengthening
of tenge against dollar
--------------------------------------------------
KZNHb2 10.00 +0.14 10.00 4.6
ROSAb1 9.50 -0.52 11.00 1.7
ASBNb2 8.50 -0.84 8.50 1.3
CHFMb1 8.50 0 10.00 1.5
TEBNb3 8.40 0 9.00 7.2
CSBNb3 8.30 0 8.75 5.4
KZPSb1 8.30 +0.20 8.00 2.8
CSBNb2 8.10 0 9.50 4.8
ASFIb3 8.00 0 7.00 3.3
RGBRb3 7.50 0 10.00 2.5
KZTCb1 7.50 0 8.00 5.0
MREKb1 7.50 0 13.00 1.7
CCBNb2 7.00 -1.50 10.00 3.7
------------- ----- ----- --------- ----------
Non-indexed
instruments denominated in foreign currency
--------------------------------------------------
KKGBe5 7.48 0 7.875 8.7
KKGBe4 7.46 0 8.500 7.7
BTASe3 7.13 0 7.875 4.9
PKKRe1 7.02 -0.01 9.625 4.6
KKGBe6 6.45 -0.01 7.000 4.3
RU_01_2806 6.18 0 12.750 22.9
RU_02_3003 6.16 +0.01 5.000 24.7
KKGBe2 6.00 0 11.000 2.4
BRKZe3 5.93 +0.14 6.5 14.9
HSBKe1 5.50 0 8.125 4.2
BRKZe2 5.08 +0.05 7.375 8.3
BTASe2 4.84 -0.05 10.000 1.8
IFO bonds 4.10 +0.10 4.38-5.50 7.15-8.4
KKGBe3 4.00 0 10.125 1.8
KZTOe1 3.70 -0.08 8.500 0.9
BRKZe1 3.54 +0.06 7.125 2.2
--------------------------------------------------
Yields of bonds in which deals were made are calculated as average of the
deals. Yields of other bonds are calculated as average of sale quotations. On
bonds with floating coupon forecasted yield is given. Term of instrument is
shown with regard to the last date of the analyzed period (for bonds - till
maturity, for repo instruments - till repo closing date).
Rate of tenge strengthening against dollar is estimated at weighted average
rate of the main session of KASE for the analyzed period at 2.7% APR.
The yields shown here do not incorporate overhead expenses that are
inevitable when conducting operations and fixing profits. Securities marked
by an asterisk are the instruments with less than a year circulation term.
Weighted average effective yields are given for them.
[2005-07-28]