/KASE, July 15, 14/ – Kazakhstan Stock Exchange (KASE) Committee on
Indices and Securities Valuation made the following changes to KASE_B*
indices representative list from July 15, 2014:
1.The following bonds have been included:
- KZP01Y03E264 (KZ2C00001774, KASE official list Rated Debt Securities
category, KASSb2; KZT1,000, KZT15.0 bn; July 9, 12 - July 9, 15; semi-
annual coupon 8.00 % APR; 30/360) of OGCC KazStroiService (Almaty).
- KZ2C0Y07E152 (KZ2C00001691, KASE official list Rated Debt
Securities category, PRKRb5; KZT1,000, KZT40.0 bn; December 12, 11
– December 12, 18; semi-annual coupon 7.50 % APR; 30/360) of
National Company Food Contract Corporation (Astana).
- KZ2C0Y05D869 (KZ2C0000066, KASE official list Rated Debt Securities
category, PRKRb4; KZT1,000, KZT22.0 bn; October 27, 10 – October 27,
15; semi-annual coupon 9.00 % APR; 30/360) of National Company Food
Contract Corporation (Astana).
2.Bonds KZP01Y03E421 (KZ2C00001923, KZT100, KZT6.2 bn; December
27, 12 – December 27, 15, semi-annual coupon 7.00 % APR, 30/360) of
Almatinckie Elektricheskie Seti (Almaty) have been removed due to their
transfer to trades in "dirty" prices.
From July 15, 2014, when calculating KASE_B* index will be used the
adjustment coefficient (К) equal to 0.9998450. Before the mentioned date
(К) equaled 0.9925930.
KASE_BY – corporate bond yield index.
KASE_BC – corporate bond price index calculated according to the prices
without account to accrued (accrued, but 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 of the indicated indices are calculated by KASE once a day according to
results of trades in corporate bonds.
The Methodology of Indices calculation is regulated by the KASE internal
document "Methodology of Stock Market Indicators Calculation", available at
http://www.kase.kz/files/normative_base/indicators_met_eng.pdf
[2014-07-15]