/KASE, October 19, 12/ - Kazakhstan Stock Exchange (KASE) Committee on
Indices and Securities valuation from October 19, 2012 removed from the
representative list of indices KASE_BY, KASE_BP and KASE_BC bonds
KZPC2Y05B988 (KZ2C00001451, KASE official list, first sub-category of Non-
Rated Debt Securities category, RGBRb5; KZT1, KZT1.5 bn; October 19, 2007 -
October 19, 2012; semi-annual coupon 8.00 % APR for the final coupon period;
30/360) of JSC "RG Brands" (Almaty) due to circulation term expiry.
From October 19, 2012, when calculating the index KASE_BP KASE will use the
adjustment coefficient (К), equal to 0.9990690, when calculating KASE_BC -
0.9993080, KASE_BY - 1.6121530. Before the mentioned date (К) for KASE_BP
equaled to 0.9990609, KASE_BC - 0.9992983 and 1.6108719 for KASE_BY,
accordingly.
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 unit weight of each denomination of bond in value of indicators is limited to
fifteen percent. At that, only volume of outstanding and not redeemed bonds in
accordance with documents available at KASE shall be accounted. The limitation
is made through the restrictive coefficient.
Earlier there was a piece of KASE news of October 19, 2012 "Bonds
KZPC2Y05B988 (KZ2C00001451, RGBRb5) of RG Brands (Kazakhstan)
removed from KASE official list due to circulation term expiry" at
http://www.kase.kz/news/show/1176760
The methodology of calculation of indices is regulated by the KASE internal
document "Methodology of Calculation of Stock Market Indicators", available at
http://www.kase.kz/files/normative_base/indicators_met_eng.pdf
[2012-10-19]