/KASE, September 16, 14/ – Kazakhstan Stock Exchange (KASE) Committee on
Indices and Securities Valuation according to the Methodology of Stock Market
Indices Calculation on September 15, 2014 made the following changes to
KASE_BC, KASE_BP and KASE_BY indices representative list:
1)bonds KZP01Y03E421 (KZ2C00001923, KASE official list, Rated Debt Securities
category, ALESb1; KZT100, KZT6.2 bn; December 27, 2012 – December 27, 2015;
semi-annual coupon 7.00 % p.a.; 30/360) of Almatinskie Elektricheskie Seti JSC
(Almaty) were included;
2)the following bonds were excluded due to absence of market-makers for them:
- KZP01Y07D853 (KZ2C00002202, KASE official list, Rated Debt Securities
category, SKKZb22; KZT1, KZT75.0 bn; September 24, 2010 – September 24, 2017;
semi-annual coupon 5.89 % p.a.; 30/360) of Sovereign wealth fund
"Samruk-Kazyna" (Astana);
- KZP02Y10D855 (KZ2C00002194, KASE official list, Rated Debt Securities
category, SKKZb23; KZT1, KZT75.0 bn; September 24, 2010 – September 24, 2020;
semi-annual coupon 6.50 % p.a.; 30/360) of Sovereign wealth fund
"Samruk-Kazyna".
From September 15, 2014, when calculating KASE_BC, KASE_BP indexes the
adjustment coefficient (К) equal to 1.0000340 will be used. Before the mentioned
date (К) equaled to 0.9999768.
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
[2014-09-16]