/KASE, November 1, 2019/ – As announced earlier, from November 4, 2019
amendments No. 14 to KASE internal document "Methodology of Securities
Valuation" (except for norms defining the procedure of calculation of yield of
non-indexed IFI bonds denominated in Kazakh tenge, effective from September
30, 2019) will be put into effect.
Said amendments specify that market prices of non-indexed GS are calculated
in accordance with the new internal document of KASE "Methodology of defining
the yield function of government securities of the Republic of Kazakhstan"
(Methodology) using the Nelson-Siegel model.
Earlier, KASE announced that from September 30 to November 3, 2019 amortization
of the yield function of GS, defined in accordance with items 17–22 of the
Methodology of Securities Valuation, to the GS yield function, defined in
accordance with the Methodology, will be carried out by way of linear amortization.
The Methodology is available on KASE website at
http://kase.kz/files/normative_base/metodika_gzb.pdf
[2019-11-01]