KASE Includes New Bonds into KASE_B* Representative List
OREANDA-NEWS. May 19, 2010. The Risk Committee of Kazakhstan Stock Exchange (KASE) included into representative lists of KASE_BY, KASE_BP and KASE_BC the following bonds with corresponding parameters, reported the press-centre of KASE:
- KZ2C0Y02D601 (KASE, Rated debt securities, ATFBb7; KZT1,000, KZT15.0 bn; 04.11.09 - 04.11.11; semiannual coupon indexed to inflation rate, 8.70 % APR as for the reporting coupon period; 30/360) of ATFBank (Almaty), placed bonds - 15 000 000;
- KZP05Y06C494 (KASE, Rated debt securities; KZIKb20; KZT1, KZT8.0 bn; 10.12.09 - 10.12.15, semiannual coupon indexed to inflation rate, 11.00 % APR as for the current coupon period; 30/360) of Mortgage company Kazakhstan Mortgage Company (Almaty), placed bonds - 6,825,660,000.
Restrictive coefficient on the bonds in indexes KASE_BY, KASE_BP and KASE_BC equals to one.
Beginning April 17, 2010 at calculation of KASE_BP, KASE will apply adjustment coefficient (К), equal to 0.9992541, at calculation of KASE_BC - 0.9992324, KASE_BY - 1.0015934. Before the date К for KASE_BP equaled 0.9992626, for KASE_BC - 0.9992324 and 0.99447733 for KASE_BY accordingly.
KASE_BY - corporate bond yield index.
KASE_BC - corporate bond price index, calculated based on prices without account of accrued (accrued, but not paid) interest thereon (on "net" prices).
KASE_BP - corporate bond price index, calculated with account to all accrued interest thereon, including that not paid.
All indexes are calculated by KASE once a day after trade in corporate bonds.
Weight of a bond is limited with fifteen percent. At that only volume of placed and unredeemed bonds according to documents available on KASE shall be taken into account. Restriction is effected through a restriction coefficient.
The Methodology of Index Calculation is regulated with the KASE internal document "Stock Market Indicator Calculation Methodology", available at the KASE website at http://www.kase.kz/files/normative_base/indicators_met_eng.pdf
Комментарии