/KASE, June 2, 10/ - Kazakhstan Stock Exchange (KASE) Risk Committee excluded from June 2, 2010 from KASE_BY, KASE_BP and KASE_BC indices representative list the following bonds of Subsidiary of joint stock company BTA Bank-Temirbank (Almaty, in the headline and hereinafter - Temirbank):

• KZPC4Y09B556 (KASE official list buffer category, TEBNb7; KZT1,000, KZT3.0 bn; June 1, 06 - June 1, 15, the semi-annual coupon indexed at the inflation rate; 30/360);
• KZPC5Y06B559 (KASE official list buffer category, TEBNb8; KZT1,000, KZT3.5 bn; June 1, 06 - June 1, 12, the semi-annual coupon indexed at the inflation rate; 30/360).

Bonds were removed from KASE_BY, KASE_BP and KASE_BC indices representative list due to their trading suspension.

From June 2, 2010, when calculating the index KASE_BP KASE will be used the adjustment coefficient (К), equal to 0.9993873, when calculating KASE_BC - 0.9992564, KASE_BY - 0.9998905. Till the mentioned date К for KASE_BP equaled 0.9993840, KASE_BC - 0.9992437 and 1.0015924 for KASE_BY accordingly.

• KASE_BY - corporate bond yield index.
• KASE_BC - corporate bond price index calculated according to the prices without account to accrued (accrued, not paid) interest thereon (by "net" prices).
• KASE_BP - corporate bond price index calculated with account to all accrued interest thereon, including that not paid.
• All indicated indices are calculated by KASE once a day according to results of trades in corporate bonds.
• Unit weight of each denomination of bond in value of indicators is limited to fifteen percent. At that, only volume of outstanding and not redeemed bonds in accordance with documents available at KASE shall be accounted. The limitation is made through the restrictive coefficient.

Previously on this topic KASE published the news of June 2, 2010 "KASE suspends trade in bonds KZPC4Y09B556 (TEBNb7) and KZPC5Y06B559 (TEBNb8) of Temirbank (Kazakhstan)" at see more

The methodology of indices calculation is regulated by the KASE internal document "Methodology of Calculation of Stock Market Indicators", available at: see more

[2010-06-02]