/KASE, October 16, 14/ – Kazakhstan Stock Exchange (KASE) Committee on Indices
and Securities Valuation according to the Methodology of Stock Market Indices
calculation on October 15, 2014 made a decision to make the following changes to
KASE_BC, KASE_BP and KASE_BY indices representative list:
1)to exclude bonds KZ2C0Y03E334 (KZ2C00001873, KASE official list, Rated Debt
Securities category, SNRGb1; KZT1,000; KZT3.0 bn; November 12, 2012 –
November 12, 2015; semi-annual coupon 6.00 % p.a.; 30/360) of Samruk-Energy
JSC (Astana) due to absence of a market-maker for them;
2)to include the following bonds of KASE official list:
- KZP03Y09C287 (KZ2C00002749, Rated Debt Securities category, KAFIb3;
KZT1,000, KZT17.0 bn; July 16, 2014 – January 16, 2023; semi-annual coupon
8.00 % APR; 30/360) of KazAgroFinance JSC (Astana);
- KZP07Y10B668 (KZ2C00002707, Rated Debt Securities category, MREKb8; KZT1,
KZT2.4 bn; July 14, 2014 – July 14, 2024; semi-annual coupon, 9.00 % APR;
30/360) of Mangistau Distribution Power Grid JSC (Aktau);
- KZP12Y10E084 (KZ2C00002103, Rated Debt Securities category, TSBNb20; KZT1,
KZT10.0 bn; June 4, 2013 – June 4, 2023; floating semi-annual coupon,
9.0 % APR for the current coupon period; 30/360) of Tsesnabank JSC (Astana);
- KZP13Y07E088 (KZ2C00002574, Rated Debt Securities category, TSBNb21; KZT1,
KZT10.0 bn; April 10, 2014 – April 10, 2021, semi-annual coupon 8.00 % APR,
30/360) of Tsesnabank JSC (Astana);
- KZP14Y07E086 (KZ2C00002582, Rated Debt Securities category, TSBNb22; KZT1,
KZT5.0 bn; April 10, 2014 – April 10, 2021, semi-annual coupon 8.00 % APR,
30/360) of Tsesnabank JSC (Astana);
- KZP15Y07E083 (KZ2C00002590, Rated Debt Securities category, TSBNb23; KZT1,
KZT5.0 bn; April 10, 2014 – April 10, 2021, fixed semi- annual coupon
8.00 % APR, 30/360) of Tsesnabank JSC (Astana).
From October 16, 2014, when calculating KASE_BC, KASE_BP indexes the adjustment
coefficient (К) equal to 1.0001480 will be used. Before the mentioned date (К)
equaled 1.0000231.
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.pdf
[2014-10-16]