/KASE, May 29, 2024/ – As previously announced, on April 1, 2024 Kazakhstan
Stock Exchange (KASE) began calculating and publishing the following indices
and indicators of the government securities (GS) market of the Republic of
Kazakhstan:
1) KZGB_CPm1m (more than one month) – price index of "clean" prices of
government securities with a maturity of 31 days or more, calculated at
prices excluding accrued and unpaid coupon interest;
2) KZGB_DPm1m – price index of the total income of GS (taking into account
the accrued, paid coupon payment and reinvested coupon payment) with a
maturity of 31 days or more;
3) KZGB_Ym1m – yield indicator, in percent per annum;
4) index duration, in years;
5) modified index duration.
The representative list for calculating the said indices for June 2024 was
formed according to the GS parameters as of the morning of May 29, 2024 (three
working days before the effective date of this list) and will consist of
government securities of 63 names (GS KZKD00000139; MUM180_0002 will be removed
from the representative list).
The representative list will be published on June 3, 2024 on the page
https://kase.kz/en/stock_market/ (section KZGB_CPm1m or KZGB_DPm1m).
[2024-05-29]