/KASE, December 15, 08/ - The Risk Committee of Kazakhstan Stock Exchange
(KASE) included the following bonds with corresponding parameters used at
calculation of indices in the representative list of indices KASE_BY, KASE_BP
and KASE_BC beginning December 15, 2008:
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No. Issuer short name Bond symbol NIN Outstanding bonds
--- ----------------- ----------- ------------ -----------------
1 Astana-Finance ASFIb16 KZP01Y15D013 99,900
2 Bank CenterCredit CCBNb16 KZPC9Y03B659 18,300,000
3 Kaspi Bank CSBNb7 KZP03Y10B469 39,700,000
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Restrictive coefficient on bonds being included and those included earlier in
the representative list of indices KASE_BY, KASE_BP and KASE_BC equals to one.
Beginning December 15, 2008 adjustment coefficient (К) equal to 0.9996606
will be used at calculation of KASE_BP; adjustment coefficient will total
1.0010171 for KASE_BC, and 0.9827911 for KASE_BY. Before the indicated date
K for KASE_BP equaled 0.9973704, for KASE_BC - 0.9983769 and 0.9841673
for KASE_BY accordingly.
KASE_BY - corporate bond yield index.
KASE_BC - corporate bond price index, calculated on their prices without
account to accumulated (accrued, but not paid) interest thereon (on "net"
prices).
KASE_BP - corporate bond price index, calculated with account of accumulated
interest thereon, including the interest not paid.
All indicated indices are calculated by KASE once a day on results of trades in
corporate bonds.
Bond price ratio in indicator value is limited with 15 %. At that, only bonds
outstanding and not redeemed by issuer according to documents available at the
Exchange are taken into account. The restriction is made through the restrictive
coefficient mentioned above.
Indices calculation methodology is regulated by the KASE internal document
"Stock Market Indicators Calculation Methodology", available at:
http://www.kase.kz/geninfo/normbase/indicators_met.pdf
[2008-12-15]