KASE included bonds of four issues to KASE_B* series indices representative list

13.05.11 17:55
/KASE, May 13, 11/ - Kazakhstan Stock Exchange (KASE) Risk Committee from May 13, 2011 included to the KASE representative list of KASE_BY, KASE_BP and KASE_BC indices the following bonds with corresponding parameters used in calculating the indices: - KZP01Y05D931, KZ2C00000214 (KASE official list, Rated Debt Securities category, BRKLb1; KZT100, KZT5.0 bn, February 8, 2011 - February 8, 2016; semi-annual coupon 8.00 % APR; 30/360) of DBK-Leasing subsidiary of joint stock company Development Bank of Kazakhstan (Astana), the number of bonds placed - 49,909,100 units; - KZ2С0Y04D904, KZ2C00000131 (KASE official list, Rated Debt Securities category, BVTBb1; KZT100, KZT15.0 bn; December 11, 2010 - December 11, 2014; semi-annual coupon 7 % APR; 30/360) of Subsidiary Organization VTB Bank (Kazakhstan) (Almaty), the number of bonds placed - 37,800,000 units; - KZ2C0Y08D913, KZ2C00000180 (KASE official list, Rated Debt Securities category, KZIKb21; KZT1, KZT10.0 bn, December 23, 2010 - December 23, 2018; floating semi-annual coupon, 8.00 % APR n the current coupon period; 30/360) of Mortgage organization Kazakhstan Mortgage Company (Almaty), number of bonds placed - 6,990,700,000 units; - KZP01Y07D853 (KASE official list, Rated Debt Securities category, SKKZb22; KZT1; KZT75.0 bn; September 24, 2010 - September 24, 2017, semi-annual coupon 5.89 % APR, 30/360) of Sovereign Wealth Fund Samruk-Kazyna (Astana), number of bonds placed - 19,447,000,000 units. The restrictive coefficient on bonds previously included to the KASE representative list of KASE_BY, KASE_BP and KASE_BC indices also equals one. From May 13, 2011, when calculating the index KASE_BP KASE will use the adjustment coefficient (К), equal to 0.9986931, when calculating KASE_BC - 0.9994745, KASE_BY - 1.5998234. Before the mentioned date (К) for KASE_BP equaled 0.9983971, KASE_BC - 0.9992445 and 1.5711895 for KASE_BY accordingly. KASE_BY - corporate bond yield index. KASE_BC - corporate bond price index calculated according to the prices without account to accrued (accrued, not paid) interest thereon (by "net" prices). KASE_BP - corporate bond price index calculated with account to all accrued interest thereon, including that not paid. All indicated indices are calculated by KASE once a day according to results of trades in corporate bonds. Unit weight of each denomination of bond in value of indicators is limited to fifteen percent. At that, only volume of outstanding and not redeemed bonds in accordance with documents available at KASE shall be accounted. The limitation is made through the restrictive coefficient. The methodology of calculation of indices is regulated by the KASE internal document "Methodology of Calculation of Stock Market Indicators", available at http://www.kase.kz/files/normative_base/indicators_met_eng.pdf [2011-05-13]