KASE removes bonds of Subsidiary Organization VTB Bank from KASE_B* series
From December 11, 2014, when calculating the index of series KASE_B* KASE will
use the adjustment coefficient (К), equal to 1.0001646. Before the mentioned
date (К) equaled to 1.0001486.
KASE_BY – corporate bond yield index.
KASE_BC – corporate bond price index calculated according to the prices without
account to accrued (accrued, but 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 of the indicated indices are calculated by KASE once a day according to
results of trades in corporate bonds.
All of the indicated indices are calculated by KASE once a day according to
results of trades in corporate bonds.
Earlier there was a KASE news item of December 11, 2014 "Bonds KZ2C0Y04D904
(KZ2C00000131, BVTBb1) of Bank VTB JSC (Kazakhstan) removed from KASE official
list due to circulation term expiry" on KASE website at
http://www.kase.kz/en/news/show/1238837
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
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