/KASE, June 18, 2026/ – Kazakhstan Stock Exchange (KASE) notifies that following a decision of the KASE Market Risk Committee (hereinafter – the Committee) dated June 17, 2026, in order to determine the yield curve of government securities of the Republic of Kazakhstan (GS) for the third quarter of 2026, the following maturity ranges have been established:

• from 0 to 360 days to maturity;
• from 361 days to 1,080 days to maturity;
• from 1,081 days to 2,160 days to maturity;
• from 2,161 days and up to maturity.

In accordance with the Committee's decision, for each maturity range, the parameters of the last five transactions/orders whose maturity at the time of the transaction corresponds to the given maturity range are used.

To determine the GS yield curve function, the Committee decided to use the following configuration to determine the TAU parameter:

- search boundaries from 1.5 to 2.5 inclusive.

The text of the Methodology for Determining the Yield Function of Government Securities of the Republic of Kazakhstan is available at see more

[2026-06-18]