/KASE, June 16, 2016/ – Kazakhstan Stock Exchange (KASE) Committee on
Indices and Securities Valuation according to the Methodology of Stock Market
Indices Calculation made a decision to make the following changes to KASE_B*
indices representative list effective as of June 15, 2016:
1)to delist the following bonds:
as the ratings changes:
- KZP04Y05D984 (KZ2P00001787, Other Debt Securities category, APKIb7;
KZT1,000, KZT10.0 bn; July 4, 2012 – July 4, 2017; semi-annual coupon,
10.00 % p.a.; 30/360) of Corporation AIC-Invest (Astana);
- KZP05Y05D981 (KZ2P00001795, Other Debt Securities category, APKIb8;
KZT1,000, KZT10.0 bn; July 4, 2012 – July 4, 2017; semi-annual coupon,
10.00 % p.a.; 30/360) of Corporation AIC-Invest (Astana);
- KZP01Y05E319 (KZ2C00001840, Other Debt Securities category,
CACMb2; KZT1,000, KZT2.5 bn; November 5, 2012 – November 5, 2017;
semi-annual coupon, 10.0 % p.a. for the current coupon period; 30/360) of
Central Asia Cement (Temirtau);
- KZP02Y05E051 (KZ2C00001626, Other Debt Securities category,
CSBNb11; KZT100, KZT10.0 bn; July 19, 2011 – July 19, 2016, semi-
annual coupon 8.00 % p.a., 30/360) of Kaspi Bank (Almaty);
- KZP04Y05E057 (KZ2C00001972, Other Debt Securities category,
CSBNb13; KZT100, KZT10.0 bn; February 7, 2013 – February 7, 2018,
semi-annual coupon 8.00 % p.a., 30/360) of Kaspi Bank;
- KZP05Y05E054 (KZ2C00002111, Other Debt Securities category,
CSBNb14; KZT100, KZT20.0 bn; June 21, 2013 – June 21, 2018, semi-
annual coupon 8.00 % p.a., 30/360) of Kaspi Bank;
- KZ2C0Y10D307 (KZ2C00001477, Other Debt Securities category,
CTECb1; KZT100, KZT20.0 bn; December 2, 2008 – December 2, 2018,
semi-annual coupon 8.00 % p.a., 30/360) of Central-Asian Power Energy Company
(Almaty);
- KZP01Y05E798 (KZ2C00002962, Quasi-Public Securities, FAGRb1;
KZT1,000, KZT15.0 bn; December 30, 2014 – December 30, 2019, semi-
annual coupon 8.50 % p.a., 30/360) of Fund for Financial Support of
Agriculture (Astana);
- KZP01Y03E546 (KZ2C00002442, Other Debt Securities category,
HCBNb1; KZT1,000, KZT7.0 bn; November 5, 2013 – November 5, 2016,
semi-annual coupon 8.50 % p.a., 30/360) of Home Credit and Finance
Bank (Almaty);
- KZP01Y05E657 (KZ2C00002517, Other Debt Securities category
HCBNb2; KZT1,000, KZT15.0 bn; February 11, 2014 – February 11, 2019,
semi-annual coupon 9.50 % p.a., 30/360) of Home Credit and Finance
Bank;
- KZ2C0Y10C606 (KZ2C00001501, Other Debt Securities category,
PDENb1; KZT100, KZT8.0 bn; July 10, 2007 – July 10, 2017, semi-annual
coupon 10.40 % p.a., 30/360) of PAVLODARENERGO (Pavlodar);
- KZ2C0Y07E152 (KZ2C00001691, Quasi-Public Securities, PRKRb5;
KZT1,000, KZT40.0 bn; December 12, 2011 – December 12, 2018, semi-
annual coupon 7.50 % p.a., 30/360) of National Company Food Contract
Corporation (Astana);
as a market maker is absent:
- KZP01Y10E822 (KZ2C00003002, Quasi-Public Securities, BRKZb2;
KZT1,000, KZT20.0 bn; December 29, 2014 – December 29, 2024, semi-
annual coupon 8.13 % p.a., 30/360) of Development Bank of Kazakhstan
(Astana)
2)to newly list KZP02M42E719 (KZ2C00002723, Other Debt Securities
category, BVTBb3; KZT100, KZT10.0 bn; July 17, 2014 – January 17, 2018;
semi-annual coupon, 6.00 % p.a.; 30/360) of Subsidiary Organization Bank VTB
(Kazakhstan) (Almaty).
From June 16, 2016, when calculating KASE_BC, KASE_BP indexes the
adjustment coefficient (К) equal to 1.0007604 will be used.
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
[2016-06-16]