/KASE, October 12, 2017/ – Kazakhstan Stock Exchange (KASE) informs you that
based on the Committee on Indices and Securities Valuation decision of October 11,
2017 in compliance with the KASE internal document "Methodology of Stock Market
Indices Calculation" (the Methodology) the universe of shares for KASE index
calculation from November 1, 2017 was determined.
In accordance with SAID decision, as of November 1, 2017 ordinary shares
KZ1C36280010 (KZ0007786572, CCBN) of Bank CenterCredit (Almaty) will be removed
from KASE Index universe. The shares have been taken off the list due to
incompliance with a liquidity criteria specified in the Methodology.
Thus, as of November 1, 2017 the following shares' parameters will be used for
KASE Index calculation:
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No. Ticker NIN or ISIN Issuer Fi Ri Stake
--- ------- ------------ ---------------------- ----- --------- -----
1 GB_KZMS GB00B0HZPV38 KAZ Minerals PLC 145.8 0.0500000 14.4
2 HSBK KZ1C33870011 Halyk Savings Bank of 151.9 0.2200000 15.0
Kazakhstan
3 KCEL KZ1C59150017 Kcell 154.6 0.7800000 15.3
4 KEGC KZ1C34930012 KEGOC (KEGC) 109.2 1.0000000 10.8
5 KZTK KZ1C12280018 Kazakhtelecom 148.9 1.0000000 14.7
6 KZTO KZ1C29950017 KazTransOil 153.6 1.0000000 15.2
7 RDGZ KZ1C51460018 KazMunaiGasExploration
Production 147.4 0.1000000 14.6
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NOTES TO TABLE
NIN or ISIN – share's national or international identification number.
Issuer – share issuer short name.
Fi – parameter, the product of the quantity of free floating shares as of
October 1, 2017, the price of the last deal registered on KASE on October 11,
2017, and the Ri, which is restricting the stake of a particular share's
influence on to the index value. It is expressed in mln USD. After the
Committee on Indices and Securities Valuation decision becomes effective, i.e.
as of the beginning of November 1, 2017, the Fi value will change as Ri values
will be adjusted in accordance with current share prices.
Ri – restrictive coefficient – parameter limiting the stake of each share's
influence on the index value down to 0.15 (15 %), calcualtion order is
regulated by the Methodology.
Stake – share of the aggregate market value of a particular stock in the
aggregate market value of all stocks in the KASE Index universe. It is expressed
in percent.
The Methodology is available on KASE website –
http://www.kase.kz/files/normative_base/indicators_met_eng.pdf
[2017-10-12]