/KASE, September 27, 2023/ – From October 2, 2023, Kazakhstan Stock Exchange (KASE) begins calculating and publishing the following indices of the government securities (GS) market of the Republic of Kazakhstan without segmentation by maturity (aggregated indices):

1) KZGB_CP – price index of "clean" prices 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 index, in percent per annum.

The initial value of the index KZGB_CP 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 accrued and unpaid interest, expressed in tenge according to the representative list of aggregated GS indices.

Index values will be calculated once a day after the completion of exchange trading on the GS market and published on KASE website in the sections "Indicators" ("Stock Market") – see more and "Markets" ("Government securities") – see more

[2023-09-27]