/KASE, October 15, 08/ - Kazakhstan Stock Exchange (KASE) Risk Committee
included, beginning October 15, 2008 into the representative list of indices
KASE_BY, KASE_BP and KASE_BC, the following bonds with the corresponding
parameters, used at indices calculation:
- ------------------------------------------------------------
Number of
# Issuer's Bond offered bonds,
short name code NIN units
- --------------------- ------- ------------ --------------
1 Astana-finance ASFIb15 KZPC2Y15C258 79,920,000
2 Subsidiary mortgage
organization of joint
stock company BTA
Bank BTA Ipoteka BTAIb16 KZP07Y10C112 23,400
3 EKOTON+ EKTNb1 KZ2C0405C218 9,978,000
4 KSMSK-2" KSM2b1 KZ2P0Y03C772 3,850,240
5 Oilan Ltd. OILAb1 KZ2P0Y03C913 900
6 PAVLODARENERGOSERVICE PDESb1 KZ2CKY05B794 19,759,300
7 SAT & Company SATCb1 KZ2C0Y07C826 61,935,027
- ------------------------------------------------------------
The restrictive coefficient on being included and previously included into the
representative list of KASE_BY, KASE_BP and KASE_BC indices bonds equals
one.
From October 15, 2008, at calculation of KASE_BP index, the exchange will use
the adjustment coefficient (К) equal 0.9976029, at calculation of KASE_BC -
0.9975625, KASE_BY - 0.9936354. Before the mentioned date К for KASE_BP
equaled 0.9975486, KASE_BC - 0.9971811 and 0.9871665 for KASE_BY
accordingly.
KASE_BY reflects the weighted average (through the issue volume) yield of
corporate bonds of the KASE category "A" securities official list, calculated on
deals of the last efficient for each bond, included into the representative list
of the day
KASE_BP - the index of prices of corporate bonds from the category "A" official
list, calculated considering the accrued interest on them, including unpaid
("dirty" prices index)
KASE_BC - the index of corporate bonds from the category "A" official list,
calculated on "net" prices (prices with no account of the accumulated interest,
reflected in percentage to a security face value).
All mentioned indices are calculated by KASE once a day based on results of
trades in corporate bonds.
The unit weight of bonds price of each denomination in the indices value is
limited by fifteen percent. Given this, is considered only the volume of placed
and not re- purchased by the issuer bonds in compliance with documents available
on KASE. The limitation is implemented through the above-mentioned restrictive
coefficient.
The indices calculation methodology is regulated by the KASE internal document
Methods of Stock Market Indices Calculation, available
at
http://www.kase.kz/geninfo/normbase/indicators_met.pdf
[2008-10-15]