/KASE, July 26, 12/ - Kazakhstan Stock Exchange (KASE) Committee on Indices
and Securities Valuation removed beginning July 25, 2012 from the representative
list of indices KASE_BY, KASE_BP and KASE_BC the following bonds of Subsidiary
of Joint Stock Company BTA Bank BTA Ipoteka (Almaty):
- KZP01Y10C115 (KZ000A0TZW02, KASE official list Non-rated Debt Securities
second subcategory, BTAIb11; KZT100, KZT10.0 bn; August 4, 06 - August 4,
16; semi-annual coupon indexed at inflation rate, 8.50 % APR for the
current coupon period; 30/360);
- KZP07Y10C112 (KZ2C00000875, KASE official list Non-rated Debt Securities
second subcategory, BTAIb16; KZT100, KZT14.0 bn; April 1, 08 - April 1, 18;
semi-annual coupon indexed at inflation rate, 6.10 % APR for the current
coupon period; 30/360).
The bonds have been removed from KASE_B* series representative list due to
their complete early repayment.
From July 25, 2012, when calculating the index KASE_BP KASE will use the
adjustment coefficient (К), equal to 0.9997085, when calculating KASE_BC -
0.9993138, KASE_BY - 1.6074616. Before the mentioned date (К) for
KASE_BP equaled 1.0071701, KASE_BC - 1.0085418 and 1.6070211 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, but 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 of the indicated indices are calculated by KASE once a day according to
results of trades in corporate bonds.
The 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
[2012-07-26]