From September 25, additions to Methodology for calculating stock market indices and indicators will come into effect.
/KASE, September 18, 2023/ – By a decision of the Management Board of Kazakhstan Stock Exchange (KASE) dated August 15, 2023, additions No. 1 (additions) to KASE's internal document "Methodology for calculating stock market indices and indicators" (Methodology) were approved, with effect from September 25, 2023.
In accordance with the additions, the list of stock market indices and indicators calculated by KASE includes the following indices of the government securities market of the Republic of Kazakhstan without segmentation by maturity (aggregated indices):
1) KZGB_CP – price index of government securities, calculated at prices excluding accrued and unpaid coupon interest;
2) KZGB_DP – price index of total income (taking into account the accrued coupon interest and reinvested coupon payment);
3) KZGB_Y – yield indicators, in percent per annum.
The initial value of the indices of the KZGB_CP series is fixed in the amount of 1,000.00 tenge, KZGB_DP – in the amount of 1,000.00 tenge with the addition of the average value of the accrued and unpaid interest, denominated in tenge, according to the representative list of aggregated government securities indices.
The additions also define the procedure for calculating these indices.
The updated text of the Methodology will be published on KASE website at see more (the "Methodology" tab).
[2023-09-18]