/KASE, October 7, 2021/ – Kazakhstan Stock Exchange (KASE) notifies you that
KASE's Market Risk Committee made a decision from October 11, 2021, in order
to determine the yield function of government securities (GS) of the Republic of
Kazakhstan, to use the following configuration to determine the TAU parameter:
- search boundaries from 0.076 to 1 inclusive;
- pace of solutions grid is 0.01.
The text of the Methodology for determining the yield function of government
securities of the Republic of Kazakhstan (Methodology) is available on KASE
website at
https://kase.kz/files/normative_base/metodika_yield_gzb_eng.pdf
For questions related to the Methodology and procedure for calculating market
prices, all interested parties can contact KASE's Clearing House by phone:
(727) 237 6006 or e-mail: clearing@kase.kz.
[2021-10-07]