/KASE, March 29, 2024/ – From April 1, 2024, Kazakhstan Stock Exchange
(KASE) begins calculating and publishing the following indices of the government
securities (GS) market of the Republic of Kazakhstan:
1) KZGB_CPm1m (more than one month) – price index of "clean" prices of GS
with a maturity of 31 days and up, calculated at prices excluding accrued
and unpaid coupon interest;
2) KZGB_DPm1m – price index of the total income of GS (taking into account
the accrued, paid coupon payment and reinvested coupon payment) with a
maturity of 31 days and up;
3) KZGB_Ym1m – yield indicator, in annual percentage;
4) index duration, in years;
5) modified 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 – in the amount of 1,000.00
tenge with the addition of the average value of accrued and unpaid interest (in
tenge).
Index values will be calculated once a day at 11:30 Astana time and published on
KASE's Internet resource in the sections "Indicators" ("Stock Market")–
https://kase.kz/en/stock_market/ and "Markets" ("Government securities") -
https://kase.kz/en/gsecs/
A representative list for calculating the said indices was formed according to
government securities parameters as of the morning of March 29, 2024 and will
be published on April 1, 2024 at
https://kase.kz/ru/stock_market/KZGB/KZGB_CPm1m/
Corresponding amendments have been made to KASE's internal document
"Methodology for calculating indices and indicators of the stock market", which
will also come into force on April 1, 2024.
[2024-03-29]