/KASE, September 25, 2017/ – Kazakhstan Stock Exchange (KASE) as of September 25,
2017 removed from the universe of indices KASE_B* bonds KZP01Y07D853 (KZ2C00002202,
KASE main market, category "bonds", SKKZb22; KZT1; KZT75.0 bn; September 24, 2010 –
September 24, 2017; semi-annual coupon 5.89 % APR; 30/360) of Sovereign Wealth
Fund Samuryk-Kazyna (Astana) due to expiration.
From September 25, 2017, when calculating the indexes KASE_BC, KASE_BP KASE will
use the adjustment coefficient (К), equal to 1.0007684.
From September 25, 2017, the universe of KASE_B* indices will consist of bonds
of 33 titles.
KASE_BY – corporate bond yield index.
KASE_BC – corporate bond price index calculated according to the prices
without account to accrued interest thereon (by "net" prices).
KASE_BP – corporate bond price index calculated with account to all accrued
interest thereon, including that not paid out.
All of the indicated indices are calculated by KASE once a day according to
results of trades in corporate bonds.
The methodology of calculation of indices is regulated by KASE internal document
"Methodology of Calculation of Stock Market Indicators", available at
http://www.kase.kz/files/normative_base/indicators_met_eng.pdf
[2017-09-25]