In October 2000 volume of deals in GB at the KASE exceeded KZT42,974.3 mln
/IRBIS, Nov.1, 00/ - In October of year 2000 683 deals for a total of KZT42,974.3 mln were made in all sectors of the government bonds (GB) market of Kazakhstan Stock Exchange. In previous month total volume of 822 deals totalled KZT64,069.3 mln.
Below is the table presenting monthly volumes of deals in GB at KASE in year 2000 (mln U.S. dollars).
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Sector of the GS exchange market
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Month Primary Purchase-sale Repo Total
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January 7,295.9 2,133.0 9,428.9
February 13,832.7 2,854.5 16,687.2
March 10,389.4 10,448.1 20,837.4
April 7,740.1 17067.0 24,807.1
May 13,0024 15,928.1 28,930.5
June 11,407.8 23,592.0 34,999.7
July 650.0 8,282.1 35,152.3 44,084.4
August 11,369.3 36,744.8 48,114.1
September 14,659.2 49,410.1 64,069.3
October 21,219.9 21,754.4 42,974.3
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TOTAL 650.0 119,198.7 215,084.3 334,933.0
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In 1999 the volume of GS operations at KASE was equal to KZT161,460.7 mln
In purchase and sale sector 362 deals were made for a total of KZT21,219.9 mln. In comparison with previous month the sector's turnover grew by 44.8%. Statistical indicators and turnover structure are given in the table (in parentheses - comparable figures of previous month).
Annual yield to maturity, % Days -------------------------------------- Volume, Number till maturity Min Max Last WA million KZT of deals
------------ ------- ------- ------- -------------- ------------------ --------
Discounted GS: MEKKAM-3, 6, 12, notes
32.7% (25.3%) of the sector's turnover
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less than 8 4.49 7.01 4.73 4.70 (7.31) 307.9 4
8 - 14 4.97 8.51 4.97 7.98 (7.36) 260.4 5
15 - 28 3.11 9.75 6.66 6.91 (7.57) 1,424.4 36
29 - 36 3.30 7.20 6.98 3.75 (7.57) 256.3 4
37 - 42 6.98 7.41 7.41 7.20 (7.79) 157.8 4
43 - 56 7.03 15.74 7.26 8.16 (6.20) 1,334.3 27
57 - 63 7.39 15.73 7.68 7.90 (7.93) 535.5 12
64 - 91 7.69 7.94 7.75 7.78 (8.20) 477.2 14
92 - 181 7.99 11.45 9.00 8.71 (9.44) 550.6 13
182 - 364 8.98 17.22 11.00 11.51 (11.27) 1,624.0 26
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Total 6,928.4 (3,702.4) 145(120)
Discounted indexed GB: MEKAVM-9, 12 5.1% (10.3%) of sector's turnover
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less than 8 7.00 7.00 7.00 7.00 ( -) 18.5 2
8 - 14 7.60 7.60 7.60 7.60 (7.00) 6.3 1
15 - 28 6.50 7.76 6.50 7.03 (7.47) 75.1 5
43 - 56 8.50 8.50 8.50 8.50 (8.67) 1.3 1
92 - 181 7.00 8.99 8.70 7.59 (8.47) 982.0 23
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Total 1,083.1 (1,514.5) 32 (56)
Coupon GS: MEOKAM-24, 36 4.7% (1.4%) of sector's turnover
------------------------------------------------------------------------------- 609 - 1,087 11.88 18.78 18.04 13.91 (18.61) 1,002.5 28 ------------------------------------------------------------------------------- Total 1,002.5 (208.5) 28 (15)
Euronotes of Kazakhstan, USD 57.5% (63.0%) of sector's turnover
------------------------------------------------------------------------------- *692 - 719 8.61 9.14 8.99 8.96 (9.16) 273.0 12 **1428-1456 9.12 9.84 9.16 9.31 (9.48) 3,887.2 55 ***2351-2379 9.52 9.77 9.59 9.61 (9.60) 8,045.7 90 ------------------------------------------------------------------------------- Total 12,205.9(9,223.8) 157 (105)
------------------------------------------------------------------------------- SUBTOTAL 21219.9(14,659.2) 362 (296) -------------------------------------------------------------------------------
Notes: For euronotes (* - second issue, ** - third issue, *** - fourth issue) volumes were calculated at weighted average USD/KZT rate of the Exchange. Volumes of indexed domestic GS were calculated at official USD/KZT rate.
In repo sector of KASE 321 deals were registered for a total of KZT21,754.4 mln in October. Corresponding figure for the previous month - 526 deals for KZT49,410.1 mln.
In October the share of the Exchange's turnover in total volume of the deals made on the Kazakhstan GS secondary market based on comparable operations (including euronotes and repo deals) equalled 71.7% (in September - 79.1%).