As of October 1, revised Methodology for calculating stock market indices and indicators will be put into effect

18.09.24 16:55
/KASE, September 18, 2024/ – Following a decision of the Management Board of Kazakhstan Stock Exchange (KASE, or the Exchange) dated September 17, 2024, the revised internal document of KASE "Methodology for calculating stock market indices and indicators" (Methodology) was approved, with effect as of October 1, 2024. The new version of the Methodology was developed in order to update the text of the document and determine the methodology for calculating ESG bond indices. The revised Methodology defines the procedure for calculating the following ESG indices and indicators: - KASE_ESGB_CP – index of "clean" prices of ESG bonds included in the official list of KASE on the main and alternative markets; - KASE_ESGB_DP – index of "dirty" prices of ESG bonds included in the official list of KASE on the main and alternative markets; - KASE_ESGB_Y – indicator of the yield of the ESG bond index, in percent per annum; - ESG bond index duration, in years. The calculation of ESG bond indices and indicators will be carried out once a day on business days in the Republic of Kazakhstan. In addition, the calculation of indices of corporate bonds of the alternative market (indices of the KASE_BA* series) has been excluded from the Methodology due to the lack of the required number of bonds for inclusion in the representative list. As of October 1, 2024, the Methodology in its current version will be declared invalid. The revised Methodology will be published on KASE's Internet resource at https://kase.kz/en/kase_rules/ (tab "Methodologies"). [2024-09-18]