/KASE, March 5, 2024/ – By a decision of the Management Board of Kazakhstan
Stock Exchange (KASE) dated February 28, 2024, changes and additions No. 2
(the amendments) to KASE's internal document "Methodology for calculating
stock market indices and indicators" (the Methodology) were approved. The
effective date of the amendments will be announced later.
In accordance with the amendments, the list of stock market indices and
indicators calculated by KASE as of now includes the following indices of the
government securities market of the Republic of Kazakhstan (GS):
1) KZGB_CPm1m (more than one month) – price index of "clean" prices of
government securities with maturity of 31 days or more, calculated at prices
excluding accrued and unpaid coupon interest;
2) KZGB_DPm1m – price index of the total income of government securities
(taking into account the accrued, paid coupon payment and reinvested
coupon payment) with maturity of 31 days or more;
3) KZGB_Ym1m – yield indicator, in percent per annum;
4) duration of the fixed list index, in years;
5) modified fixed list index duration.
The initial value of the KZGB_СPm1m index is fixed in the amount of 1,000.00
tenge, the initial value of the KZGB_Dm1m index is in the amount of 1,000.00
tenge with the addition of the average value of accrued and unpaid interest (in
tenge).
The amendments also determine the procedure for calculating these indices.
The updated text of the Methodology will be published on KASE's Internet
resource at
https://kase.kz/en/kase_rules/ (the "Methodology" tab).
[2024-03-05]