/KASE, April 22, 2024/ – As previously reported, as of April 22, 2024 Kazakhstan
Stock Exchange (KASE) began calculating the composite index MBM_index
(Money and Bond Market Index).
On April 22, the value of the MBM_index was 1,004.66 tenge, duration – 2.99
years, modified duration – 2.68.
MBM_index is a composite index of the money market and government
securities market and reflects the dynamics of the reference portfolio with
weights of 25 % of the money market (TCI) and 75 % of the total income index
(KZGB_DPm1m). Additionally, KASE calculates the MBM_index duration (in
years) and the modified MBM_index duration.
The initial value of the MBM_index index was fixed at 1,000.00 tenge as of April
1, 2024.
Below are a number of MBM_index values.
---------------------------------------------------------------
MBM_index, Duration_MBM_index,
Date tenge years ModDuration_MBM_index
-------- ----------- -------------------- ---------------------
01.04.24 1,000.00 3.00 2.69
02.04.24 1,000.53 3.02 2.70
03.04.24 1,000.08 3.00 2.69
04.04.24 1,001.37 3.01 2.70
05.04.24 1,002.38 3.02 2.71
08.04.24 1,003.82 3.02 2.71
09.04.24 1,003.32 3.01 2.69
10.04.24 1,002.70 2.99 2.69
11.04.24 1,002.81 2.99 2.68
12.04.24 1,002.87 3.00 2.69
15.04.24 1,003.30 3.00 2.69
16.04.24 1,003.43 3.01 2.69
17.04.24 1,003.68 3.01 2.69
18.04.24 1,003.56 3.00 2.69
19.04.24 1,004.33 3.00 2.69
22.04.24 1,004.66 2.99 2.68
---------------------------------------------------------------
The value of the MBM index is calculated once a day and will be published in the
future on KASE's Internet resource in the sections "Indicators" ("Stock Market")
–
https://kase.kz/ru/stock_market/ and "Indicators" ("Money market") –
https://kase.kz/ru/money_market/
[2024-04-22]