/KASE, July 30, 2024/ – From 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 government securities
(including accrued and paid coupon payments) 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 indicated indices for August 2024
was formed according to the parameters of government securities as of the
evening of July 29, 2024 (three working days before the date of entry into
force of this list) and will consist of government securities of 62 names
(government securities KZKD00000782; MUM120_0014 will be excluded from the
representative list ).
The representative list will be published on August 1, 2024 on the page
https://kase.kz/en/stock_market/ (section KZGB_CPm1m or KZGB_DPm1m).
[2024-07-30]