The Data: Coverage, Periodicity, and Timeliness

Coverage characteristics

KASE Index represents changes in prices of shares included in its representative list with account taken of the level of capitalization of their issuers and the share of stocks in free float.
As on the date of introduction of the KASE shares index the initial value of the index was represented by the value of KASE_Shares index fixed as of September 28, 2007 at 18:00 (Almaty time).

Periodicity

Recalculated after each deal concluded involving shares included in the index's representative list.

Timeliness

On the same day.

Coverage characteristics

KASE_BY – index of weighted average (through issue volume) yield of corporate bonds.
KASE_BC – index of "net" prices of corporate bonds calculated at prices not taking into account the accrued interest, expressed in percent to the face value of security.
KASE_BP – index of "dirty" prices of corporate bonds calculated at prices taking into account all the accrued interest on the bonds, including unpaid interest.
At calculation of indices KASE_BY, KASE_BP and KASE_PC the weighted average price (yield) on deals is used, and in case of absence of deals on the settlements day the average value between the best bond selling and buying quotations is used.

Periodicity

Calculated once a day based on results of trades in corporate bonds.

Timeliness

On the same day.

Coverage characteristics

Indicator KazPrime reflects the average value on interest rates offered on money placed on interbank deposits among best credit quality banks in Kazakhstan.
calculation is made on values of quotations which are submitted to KASE trading system from 10:00 to 11:30 o'clock (Almaty time).

Periodicity

Before 12:00 o'clock (Almaty time).

Timeliness

On the same day.

Coverage characteristics

Indicators of the interbank deposits market – demonstrating rates on deposits of the interbank market among banks of various credit quality in Kazakhstan:
KIBOR – average value of rates of placement of money on deposits;
KIBID – average value of rates of attracting money on deposits;
KIMEAN – average value between rates of placement and attracting – indicative calculation indicator.
calculation is made based on quotations submitted to KASE trading system before 16:00 o'clock (Almaty time).

Periodicity

By 16:00 o'clock (Almaty time).

Timeliness

On the same day.

Coverage characteristics

Shares market capitalization – indicator reflecting the market value of shares included in KASE official list.
Corporate bond market capitalization – indicator reflecting the total face value of outstanding bonds included in KASE official list.
Capitalization is calculated based on weighted average market prices of securities during the last successful trade session on particular securities.

Periodicity

After 17:00 o'clock (Almaty time).

Timeliness

On the same day.

Coverage characteristics

Indicator TONIA – indicator of the money market representing the weighted average interest rate for repo with term of one day on the auto repo market in government securities of the Republic of Kazakhstan.
Indicator TWINA – indicator of the money market representing the weighted average interest rate on repo opening deals with term of seven working days, concluded on the exchange in the sector of auto repo in government securities of the Republic of Kazakhstan.

Periodicity

Recalculated after conclusion of each deal.

Timeliness

On the same day.

Coverage characteristics

MM_Index (Money Market Index) – composite indicator of the money market representing the weighted average value of weighted average interest rates (yield) – weighted at the deal volume – on currency swap transactions  USD/KZT auto repo transactions in government securities of the Republic of Kazakhstan opened for one day.
SWAP-1D (USD) – indicator of profitability of transactions of the one-day currency swap USD/KZT represents the average yield – weighted at the deals volume – on all opening deals of the respective currency swap for the term of one working day concluded in KASE trading system throughout the day.
SWAP-2D (USD) – indicator of profitability of transactions of the two-day currency swap USD/KZT represents the average yield – weighted at the deals volume – on all opening deals of the respective currency swap for the term of two working days concluded in KASE trading system throughout the day.

Periodicity

Recalculated after the end of trades from 17:00 to 20:00 o'clock.

Timeliness

On the same day.

Access by the Public

Advance dissemination of release calendar:

Not applied, daily data are distributed on the same day

Simultaneous release to all interested parties:

Data are published simultaneously for all interested parties on KASE website. National Bank has links to KASE website

Integrity

Dissemination of terms and conditions under which official statistics are produced, including confidentiality of individual respondents

KASE releases daily data with regard to all calculated indexes 

Identification of internal government access to data before release

Not applied

Identification of ministerial commentary on the occasion of statistical releases

Not applicable.

Provision of information about revision and advance notice of major changes in Methodology

The data are final under publication and are not revised further.

Information on index calculation methodology is provided by the KASE, at the site http://www.kase.kz/geninfo/normbase/ind_met.asp

Quality

Dissemination of documentation on methodology and sources used in preparing statistics

Information on the methodology of the KASE Index is available at the Internet site.

http://www.kase.kz/geninfo/normbase/ind_met.asp

Dissemination of that support statistical cross-checks and provide assurance of reasonableness

The disseminated data cover the prices of shares and bonds, trade volumes, market capitalization, capitalization of the demand quotations, etc. Also information about issuers is provided: equity, authorized capital, assets, liabilities, etc; this information covers annual or quarterly data for the last 2 years.

Hardcopy

( ) News release

( ) Weekly

( ) Monthly bulletin

( ) quarterly bulletin

( ) Other

Electronic

(x) On-line country bulletin board or database

( ) Diskette

( )CD-ROM

( ) Other