KASE's Board of Directors approved amendments to Methodology for determining the yield function of government securities of the Republic of Kazakhstan
/KASE, October 21, 2026/ – Decision of the Board of Directors of Kazakhstan Stock Exchange (KASE) dated October 20, 2026, approved amendments No. 1 to the KASE's internal document "Methodology for determining the yield function of government securities of the Republic of Kazakhstan".
The specified amendments expand the range of market data used in plotting the GS yield function by including the orders from primary dealer, and also clarify the procedure for aggregating the transaction and order parameters, forming a benchmark and filling a maturity range.
The amendments will be put into effect on the date of entry into production operation of the revised module "Calculation of GS curve" that enables automated calculation in the KASE's information system.
[2026-10-21]