/KASE, October 1, 2024/ – As announced earlier, from October 1, 2024 Kazakhstan Stock Exchange (KASE) begins calculating and publishing the following ESG indices and indicators:

• KASE_ESGB_CP – index of "clean" prices of ESG bonds included in the main and alternative markets of KASE official list;
• KASE_ESGB_DP – index of "dirty" prices of ESG bonds included in the main and alternative markets of KASE official list;
• KASE_ESGB_Y – indicator of the yield of the ESG bond index (in percent per annum);
• ESG bond index duration (in years).

The launch of the calculation of ESG bond indices was implemented with the aim of developing the ESG bond market on KASE in accordance with global trends in the development of the "green" economy.

The formulas for calculating ESG bond indices contain a standard approach to the generally accepted methodology for determining indices for debt instruments.The price of ESG bonds for calculating indices and indicators will be the price determined in accordance with the internal document of KASE Clearing Centre "Methodology for determining settlement prices of securities", until market participants show significant interest in ESG bonds.

The initial value of the KASE_ESGB_CP index is fixed at 100.00 points, theinitial value of the KASE_ESGB_DP index is fixed at 100.00 points with theaddition of the average value of the accumulated coupon interest (in percent).

The index values will be calculated once a day on business days at 11:30 Astana time and published on KASE's Internet resource in the section "Stock Market Indicators" – see more

As previously reported, from October 1, KASE's revised internal document "Methodology for calculating stock market indices and indicators" (Methodology) will be put into effect, which defines the methodology for calculating ESG bond indices.

The revised methodology will be published on KASE's Internet resource at see more (tab "Methodologies").

[2024-10-01]