On September 25, 2017 KASE removed bonds KZP01Y07D853 (KZ2C00002202, SKKZb22) of Sovereign Wealth Fund Samuryk-Kazyna from KASE_B* series indices' universe due to expiration
/KASE, September 25, 2017/ – Kazakhstan Stock Exchange (KASE) as of September 25,
2017 removed from the universe of indices KASE_B* bonds KZP01Y07D853 (KZ2C00002202,
KASE main market, category "bonds", SKKZb22; KZT1; KZT75.0 bn; September 24, 2010 –
September 24, 2017; semi-annual coupon 5.89 % APR; 30/360) of Sovereign Wealth
Fund Samuryk-Kazyna (Astana) due to expiration.
From September 25, 2017, when calculating the indexes KASE_BC, KASE_BP KASE will
use the adjustment coefficient (К), equal to 1.0007684.
From September 25, 2017, the universe of KASE_B* indices will consist of bonds
of 33 titles.
KASE_BY – corporate bond yield index.
KASE_BC – corporate bond price index calculated according to the prices
without account to accrued interest thereon (by "net" prices).
KASE_BP – corporate bond price index calculated with account to all accrued
interest thereon, including that not paid out.
All of the indicated indices are calculated by KASE once a day according to
results of trades in corporate bonds.
The methodology of calculation of indices is regulated by KASE internal document
"Methodology of Calculation of Stock Market Indicators", available at