/KASE, January 15, 10/ - The Risk Committee of Kazakhstan Stock Exchange
(KASE) included on January 15, 2010 into representative lists KASE_BY,
KASE_BP and KASE_BC the following bonds with corresponding parameters
used at calculation of indexes:
- KZP03Y07C612 (KASE, first subcategory of Non-rated debt securities,
EUBNb6; KZT100, KZT5.0 bn; 01.09.08 - 01.09.15; semiannual coupon
11.00 % APR; 30/360) of Eurasian Bank (Almaty), placed bonds - 46,800;
- KZP03Y10C723 (KASE, first subcategory of Non-rated debt securities;
KKGBb8; KZT100,000; KZT10.0 bn; 23.04.09 - 23.04.19, semiannual coupon
indexed to inflation rate, 9.00 % APR for the first two circulation years;
30/360) of Kazkommertsbank (Almaty), placed bonds - 15,649;
- KZ2C0Y05D281 (KASE, first subcategory of Non-rated debt securities,
LOGCb2; KZT1, KZT1.7 bn; 31.12.08 - 31.12.13; semiannual coupon
11.00 % APR; 30/360) of LOGYCOM (Almaty), placed bonds - 137,600,000.
Restrictive coefficient on the bonds included into KASE_BY, KASE_BP and
KASE_BC equals to one.
Beginning January 15, 2010 at calculation of KASE_BP KASE will apply
adjustment coefficient (К), equal to 1.0009173, at calculation of KASE_BC -
0.9985699, KASE_BY - 0.8135868. Before the date К for KASE_BP was equal to
1.0009355, for KASE_BC - 0.9985959 and 0.8119600 for KASE_BY respectively.
KASE_BY - corporate bond yield index.
KASE_BC - corporate bond price index, calculated based on prices without
account of accrued (accrued, but not paid) interest thereon (on "net" prices).
KASE_BP - corporate bond price index, calculated with account to all accrued
interest thereon, including that not paid.
All indexes are calculated by KASE once a day after trade in corporate bonds.
Weight of a bond is limited with fifteen percent. At that only volume of placed
and unredeemed bonds according to documents available on KASE shall be taken
into account. Restriction is effected through a restriction coefficient.
The Methodology of Index Calculation is regulated with the KASE internal
document "Stock Market Indicator Calculation Methodology", available at the
KASE website at
http://www.kase.kz/files/normative_base/indicators_met_eng.pdf
[2010-01-15]