KASE Included to KASE_B Representative List Bonds of 8 Issues
OREANDA-NEWS. February 17, 2011. Kazakhstan Stock Exchange (KASE) Risk Committee removed from February 15, 2011 included to the KASE representative list of KASE_BY, KASE_BP and KASE_BC indices the following bonds with parameters used when indices calculating, reported the press-centre of KASE:
- KZ2C0Y07D816 (KASE official list Rated Debt Securities category, TXBNb4; KZT1; KZT5.0 bn; August 26, 10 - August 26, 17, semi-annual coupon 9.00 %, 30/360) of Subsidiary Bank Sberbank of Russia (Almaty), the number of offered bonds - 4,720,900,000 units;
- KZ2C0Y09D820 (KASE official list Rated Debt Securities category, TXBNb5; KZT1; KZT5.0 bn; August 26, 10 - August 26, 19, semi-annual coupon 10.00 % for the first circulation year, 30/360) of Subsidiary Bank Sberbank of Russia (Almaty), the number of offered bonds - 4,690,000,000 units;
- KZ2C0Y07D899 (KASE official list Rated Debt Securities category, KMGZb4; KZT1,000, KZT100.0 bn, November 9, 10 - November 9, 17; 30/360) of National Company KazMunaiGas (Astana), the number of offered bonds -100,000,000 units;
- KZ2C0Y05D869 (KASE official list Rated Debt Securities category, PRKRb4; KZT1,000, KZT22.0 bn; October 27, 10 - October 27, 15; semi-annual coupon 9.00 % APR; 30/360) of National Company Food Contract Corporation (Astana), the number of offered bonds - 22,000,000 units;
- KZ2C0Y20A641 (KASE official list Rated Debt Securities category, TEBNb3; KZT0.01, KZT2.2 bn; October 20, 02 - October 20, 22, semi-annual coupon 8.00 % APR; 30/360) of Temirbank (Almaty), the number of offered bonds - 53,853,108,297 units;
- KZP01Y17B559 (KASE official list Rated Debt Securities category, TEBNb6; KZT0.01, KZT4.0 bn; December 30, 05 - December 30, 22, semi-annual coupon 8.00 % APR; 30/360) of Temirbank (Almaty), the number of offered bonds - 307,492,860,375 units;
- KZP04Y19B559 (KASE official list Rated Debt Securities category, TEBNb7; KZT0.01, KZT3.0 bn; June 1, 06 - June 1, 25, semi-annual coupon 8.00 % APR; 30/360) of Temirbank (Almaty), the number of offered bonds - 241,466,866,667 units;
- KZP07Y10C336 (KASE official list Rated Debt Securities category, TEBNb18; KZT0.01, KZT10.0 bn; March 15, 10 - March 15, 20, free floating semi-annual coupon 8.00 % APR for the first circulation year; 30/360) of Temirbank (Almaty), the number of offered bonds - 671,461,153,555 units.
The restrictive coefficient on previously included to the KASE representative list of KASE_BY, KASE_BP and KASE_BC indices bonds also equals one.
From February 15, 2011, when calculating the index KASE_BP KASE will be used the adjustment coefficient (К), equal to 1.0022507, when calculating KASE_BC - 0.9992872, KASE_BY - 1.5260993. Before the mentioned date (К) for KASE_BP equaled 1.0024175, KASE_BC - 0.9999238 and 1.4819568 for KASE_BY accordingly.
KASE_BY - corporate bond yield index.
KASE_BC - corporate bond price index calculated according to the prices without account to accrued (accrued, not paid) interest thereon (by "net" prices).
KASE_BP - corporate bond price index calculated with account to all accrued interest thereon, including that not paid.
All indicated indices are calculated by KASE once a day according to results of trades in corporate bonds.
Unit weight of each denomination of bond in value of indicators is limited to fifteen percent. At that, only volume of outstanding and not redeemed bonds in accordance with documents available at KASE shall be accounted. The limitation is made through the restrictive coefficient.
The methodology of calculation of indices is regulated by the KASE internal document "Methodology of Calculation of Stock Market Indicators", available at http://www.kase.kz/files/normative_base/indicators_met_eng.pdf
Комментарии