Settlement Date | Last value | Change to previous value, % | Change from the beginning of the month, % | Change over the month, % | Change from the beginning of the year, % | |
---|---|---|---|---|---|---|
MBM index | 17.07.24 | 1 002,83 | -0,78 | -0,04 | -0,20 | – |
Duration | 17.07.24 | 3,01 | -1,31 | -1,31 | -1,95 | – |
ModDuration | 17.07.24 | 2,67 | -1,48 | -1,11 | -2,20 | – |
MBM index is a composite index of the money market and the government securities market of the Republic of Kazakhstan (GS) 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);
Duration – MBM index duration, in years;
ModDuration – MBM index modified duration;
Index update time: daily from 11:30 am to 8:00 pm (GMT +05:00)