ANALYSIS: IN July 2007, shares market on KASE has started to fall due to increasing distrust towars banks

17.08.07 23:06
/IRBIS, Natalya Horoshevskaya, Andrey Tsalyuk, August 17, 07/ - In July 2007, 2.221 deals were registered in shares in all sectors, including deals, made on the special trading floor of the regional financial center of Almaty (STF RFCA) on Kazakhstan stock exchange (KASE) for a total of KZT63,611.2 m. or $521.3 m. at the current exchange rate on dates, on which deals were made. The specified amount is 66.1% of the month turnover of the market of corporate securities on KASE (in June - 92.0%) and 1.9% of the entire month exchange turnover (8.3%). Statistic characteristic of shares market on KASE in July and June of year 2007 --------------------------------------------------------------------------- Month: --------------------- Trend July June July 2007 Indicator 2007 2007 to June 2007 ---------------------------------------- --------- ----------- ------------ Trades volume, th. USD 521,253.6 2,931,026.5 -82.2% Trades volume, m KZT 63,611.2 358,494.9 -82.3% Including on offerings, th. USD - - Х including on offerings, m. KZT - - Х including on STF RFCA, th. USD 326.3 205.1 +59.1% including on STF RFCA, m. KZT 39.9 25.1 +59.0% Number of deals 2,221 2,090 +6.3% Number of instruments, involved in deals 51 49 +4.1% Stake of nego deals (number), % 2.5 4.2 -1.6,pp Stake of nego deals (volume), % 11.0 2.9 +8.1,pp Part of pension assets, % on gross 6.1 1.3 +4.8,pp Part of physical entities, % on gross 26.3 42.4 -16.0,pp Number of exchange's members, 57 54 +5.6% who made deals Market concentration, %* 58.5 77.4 -18.9,pp --------------------------------------------------------------------------- * it is specified percentage out of the entire shares turnover, which is numbered by most traded securities (their number is 5% out of the total number of share denominations, included in traded lists of KASE) It is possible to designate the most important events of July in the given market sector as follows: offer of common shares of Alliance Bank JSC the form of GDR on LSE, and also the announcement by ATFBank JSC about the upcoming conversion of its preferred stocks into common ones. SPO of ATFBank JSC on LSE was considered as one of the most unsuccessful offerings of Kazakhstan companies, as it was held on the lowest price frontier of offer with a subsequent remarkable downward trend. In both cases, the mentioned events has led fall of prices of the corresponding financial instruments. The common shares of Alliance Bank JSC have fallen in price on KASE since the middle of July by 16.7%. Following the decrease of GDR rate, the prices on the preferred shares of ATFBank, ATFBp and ATFBp8 has fallen by 26,1% and 22,2% respectively over the month. They approached the declared terms of conversion. It is needed to notice that the first event was preceded by big pseudo-market transactions with shares of Alliance Bank on KASE. Exactly due to these deals, the shares turnover in June on KASE occurred to be irregularly high, and exactly because of this July reflected such a considerable decrease in turnover. In whole, by results of July, growth of average weighted day prices was shown by 43% of shares' names, involved into deals, 45% - decrease, 2% - rate remind unchanged, 10% of securities was nothing to compare with. Corresponding indicators of June were slightly worse: 52%, 23%, 8% and 17%. The KASE_Shares index spent July at the level higher than 2,700, having made a leap to a new historical maximum in the middle of the month - 2,876.17 points. Overall, the behavior of the index reflected the price dynamics on the shares market; at the same time, price parameters of the common stocks of Exploration Production KazMunayGas JSC , Bank TuranAlem JSC, Kazkommertsbank JSC, Halyk saving bank of Kazakhstan (whose total stake in the index's basket makes more than 50%) have increased by 11.10%, 10.1%, 3.0% and 3.7% respectively. However, the last decade of the described month has passed under the influence of expanding global crisis of liquidity, provoked by events on the mortgage market of the U.S. KASE_Shares index decisively rushed down following the quotes of shares of Kazakhstan banks, whose life, in opinion of some analysts, can be seriously complicated. Eventually, the month closed with negative forecasts and falling of almost all world's indexes that are somewhat known. Below are given the tables, characterizing the shares market of KASE in the analyzed month more fully. Changes in list of shares, traded on KASE, in July 2007 --------------------------------------------------- Shares: Issuers: Category of ------------ Instruments ------------ admission number trend number trend number trend ------------ ------ ----- ------ ----- ------ ----- A 48 0 48 0 32 0 B 48 +1 48 +1 39 +1 ------------ ------ ----- ------ ----- ------ ----- A+B 96 +1 96 +1 70 +1 ------------ ------ ----- ------ ----- ------ ----- N 5 0 5 0 5 0 A+B+N 101 +1 101 +1 74 +1 ------------ ------ ----- ------ ----- ------ ----- C (STF RFCA) 18 0 18 0 10 0 A+B+C+N 101 +1 119 +1 74 +1 --------------------------------------------------- Notes: "A", "B" - categories of the official list of KASE; "C" - the category of the official list of the special trading floor of the regional financial center of Almaty (STF RFCA); "А+В" - the official list of KASE; "А+В+N" - the main trading floor of KASE; "A+B+C+N" - totally on KASE, including STF RFCA; in connection with launching STF RFCA, within a security (share) of one denomination two exchange instruments can go with, which are different with the trading code, conditions of trades performance and of payment completion. Changes of KASE_Shares for different periods to the moment of trades' closing on June 29, 2007 (basis actual/365) ----------------------------------------------------- Change: ------------- Period % % APR --------------------------------------- ------ ------ For previous 30 days +0.3 +3.7 Since the beginning of the current year +12.0 +20.8 (since January 1, 07) For the last 365 days (year) +62.6 +62.6 For year 2006 +274.1 +274.1 Since the beginning of year 2005 +318.9 +202.1 ----------------------------------------------------- Main indicators of exchange market of purchase and sales of shares in June of year 2007 ------------------------------------------------------------------- Market ca- Volume of Volume of Number of pitalization, Index deals, deals, deals Data m. USD KASE_Shares th. USD m. KZT ----------- ------------- ----------- --------- --------- --------- June 29, 07 67,421.8 2,699.89 394,239.9 48,219.5 77 July 2, 07 66,843.4 2,684.65 30,688.0 3,736.9 59 July 3, 07 67,577.7 2,678.49 28,549.5 3,479.3 77 July 4, 07 67,900.7 2,718.07 12,850.0 1,564.1 86 July 5, 07 67,977.6 2,730.71 49,948.1 6,087.7 90 July 6, 07 68,436.1 2,716.69 38,387.5 4,676.4 80 July 9, 07 68,815.6 2,717.62 2,012.2 245.2 57 July 10, 07 68,889.6 2,755.92 29,503.2 3,594.4 122 July 11, 07 69,126.4 2,746.78 23,068.5 2,795.7 108 July 12, 07 67,434.6 2,754.63 32,979.5 4,011.0 113 July 13, 07 69,871.0 2,846.63 12,129.2 1,479.6 139 July 16, 07 69,980.5 2,818.42 21,025.4 2,564.7 84 July 17, 07 69,596.4 2,876.17 10,378.5 1,262.8 138 July 18, 07 68,958.6 2,799.69 15,116.7 1,841.7 137 July 19, 07 69,573.5 2,855.78 19,725.8 2,407.9 94 July 20, 07 68,283.4 2,830.33 41,908.2 5,114.1 130 July 23, 07 68,034.0 2,759.50 6,130.1 747.8 42 July 24, 07 67,458.5 2,699.94 42,908.5 5,260.2 84 July 25, 07 69,038.7 2,776.03 6,498.0 795.0 120 July 26, 07 66,247.0 2,782.68 13,077.6 1,605.5 157 July 27, 07 67,736.7 2,740.39 13,981.2 1,721.9 84 July 30, 07 66,927.6 2,686.76 5,241.2 647.9 69 July 31, 07 67,375.5 2,708.14 7,654.8 946.0 86 ----------- ------------- ----------- --------- --------- --------- Trend -46.3 +8.3 % -0.1 +0.3 ------------------------------------------------------------------- Results of trades in shares on KASE in July 2007 in purchase and sales sector (including nego deals) ------------------------------------------------------------------------------------- Price, tenge per share: ------------------------------------------------------------- on last deal for last 365 days: Volume Num- ------------ --------------------- of deals, ber Shares trend th. de- code min. max. price % min. max. USD als ------- ---------- ---------- ---------- ------ ---------- ---------- --------- ----- aATFB 11,270.00 11,270.00 11,270.00 11,270.00 11,270.00 27.5 1 aATFBp 4,600.00 5,217.39 4,600.00 -18.4 4,600.00 5,750.00 55.1 2 aATFBp8 4,900.00 4,900.00 4,900.00 -2.0 3,750.00 5,865.00 26.7 1 aHSBK 650.00 650.00 650.00 650.00 650.00 53.8 1 aHSBKp 290.00 290.00 290.00 290.00 290.00 53.8 1 aHSBKp1 300.00 300.00 300.00 300.00 300.00 55.6 1 AMGZ 46,000.00 51,750.00 46,000.00 -5.2 44,500.00 105,000.00 82.9 6 ASBN 42,000.00 67,000.00 50,000.00 -26.4 11,100.00 69,000.00 885.1 26 ASBNp1 18,300.00 24,725.00 19,200.00 -19.3 10,000.00 25,000.00 1,799.4 24 ASFI 12,650.00 13,800.00 13,800.00 +20.0 8,100.00 14,000.00 109.7 6 aTEBN 7,130.00 7,705.00 7,705.00 7,130.00 7,705.00 53.8 2 ATFB 9,500.00 13,055.00 11,200.00 -14.5 7,000.00 14,000.00 3,497.0 128 ATFBp 4,434.78 5,220.00 4,434.78 -26.1 2,800.00 6,500.00 321.2 19 ATFBp8 4,125.00 5,520.00 4,265.00 -22.2 1,500.00 8,999.00 38,065.5 136 BTAS 132,500.00 157,275.00 141,000.01 +0.8 90,000.00 157,275.00 15,806.8 132 CCBN 1,905.00 2,050.00 1,910.00 -2.1 510.02 2,050.00 44,172.1 177 CHFM 1,400.70 1,400.70 1,400.70 0 600.00 1,500.75 0.1 1 CHFMp 908.50 908.50 908.50 900.00 908.50 0.1 1 CSBN 7,000.00 8,000.00 8,000.00 +5.3 3,100.00 8,000.00 138.7 13 CSBNp 2,300.00 2,700.00 2,300.00 -18.6 700.01 3,505.00 140.0 7 DNBN 2,200.00 6,727.50 5,850.00 1,400.00 6,727.50 1,876.4 8 EKTN 30,000.00 30,000.00 30,000.00 +112.5 14,117.65 30,000.00 14.9 1 EXBN 2,750.00 3,160.00 2,900.00 -1.7 2,000.00 3,700.00 97.2 4 EXBNp 1,999.99 2,050.00 2,010.00 +5.8 1,100.00 2,050.00 256.7 21 GB_KZMS 3,700.00 3,700.00 3,700.00 +10.9 3,047.50 3,700.00 0.3 1 HSBK 630.00 720.00 640.00 -1.5 260.01 781.00 5,644.5 106 HSBKp1 290.00 333.33 320.00 +6.7 173.00 345.00 25,152.9 46 KIBN 462.00 531.00 462.00 -13.0 150.00 1,150.00 301.9 25 KKGB 900.00 1,390.00 1,230.00 -8.9 710.00 1,550.00 7,122.6 139 KKGBp 321.00 499.00 400.00 +16.6 100.00 600.00 12,929.1 185 KZTC 29,000.00 31,000.00 29,000.00 -17.1 10,000.00 48,000.00 17.9 2 KZTCp 3,100.00 6,200.00 4,500.00 -11.8 1,044.00 8,750.00 725.7 73 KZTK 47,000.00 50,499.00 49,500.00 +1.2 24,500.00 55,000.00 778.1 22 KZTKp 16,000.00 21,000.00 20,000.00 -4.8 8,950.00 27,100.00 509.6 35 LNAT 1,649.44 1,649.44 1,649.44 1,649.44 1,649.44 123.1 1 NFBN 3,450.00 6,000.00 6,000.00 1,739.60 7,622.50 855.4 38 NRBN 35,000.00 37,950.00 37,950.00 -0.1 28,000.00 62,250.00 18.4 3 NRBNp6 21,850.00 21,850.00 21,850.00 21,500.00 40,000.00 1.8 1 ORDB 4,000.00 4,000.00 4,000.00 -2.4 2,807.17 4,600.00 79.2 7 PDES 1,058.00 1,058.00 1,058.00 +5.8 843.03 1,100.00 0.7 2 RAHT 2,500.00 4,000.00 4,000.00 +33.3 600.00 4,000.00 189.3 10 RDGZ 13,000.00 17,850.00 16,750.00 +8.1 11,260.00 18,399.99 198,177.2 332 RMXR 3.50 3.51 3.50 -29.3 1.05 4.95 2,694.0 5 ROSA 722.76 722.77 722.77 +0.5 570.01 855.00 1,415.1 3 SUMB 270,000.00 270,000.00 270,000.00 227,514.37 270,000.00 3,105.5 1 TEBN 7,475.00 9,000.00 7,800.00 +4.0 3,000.01 9,000.00 41,791.4 32 TEBNp 2,440.00 3,105.00 2,703.00 +22.9 1,080.00 3,300.00 20,641.2 168 TSBN 3,100.00 4,300.00 4,050.00 +28.6 1,510.00 4,550.00 8,750.4 197 TSBNp 2,100.00 2,349.00 2,100.00 1,200.00 2,415.00 136.3 4 ZERD 3.95 4.50 4.50 +11.1 1.10 4.50 1,749.9 5 ZNGRp 10,000.00 10,000.00 10,000.00 450.00 10,000.00 23,586.4 3 ------- ---------- ---------- ---------- ------ ---------- ---------- --------- ----- 51 464,088.2 2 165 ------------------------------------------------------------------------------------- Notes to the table: The table reflects only those shares, with which deals were made by method of open trades. Trends (change, %) are given relative to the last deal of the previous month (May 1-31, 2007). If there were no deals last month, trend is not calculated. Top-10 of the most liquid listing shares of KASE in July 2007, including STF RFCA --------------------------------------------------------------------------------- Base of liquidity indicator calculation (Kl): --------------------------------------------- Position Liquidity Volume Number Number Position in May Share indicator of deals number of KASE of result in April, 2007 symbol (Kl) KZT, mln of deals members days 2007 -------- ------ --------- ----------- ----------- --------- ----------- --------- 1 RDGZ 3.0 24,173.9 332 49 22 1 2 CCBN 1.9 5,387.0 177 37 22 4 3 KKGBp 1.8 1,577.3 185 38 21 3 4 TEBNp 1.71 2,521.0 168 32 22 8 5 TSBN 1.70 1,067.7 197 32 19 16 6 KKGB 1.6 872.3 139 37 19 11 7 BTAS 1.56554 1,930.7 132 33 20 5 8 ATFB 1.56552 426.8 128 34 21 6 9 ATFBp8 1.4 4,656.7 136 24 20 2 10 HSBK 1.3 692.7 106 29 18 10 --------------------------------------------------------------------------------- Notes to the table: for calculation of Kl are used only data on deals, which were made in the sector of KASE's secondary market by one of methods of open trades. Description of methods of calculation of the given indicator is available in corresponding chapter of the document, published at http://www.kase.kz/mix/rsp.pdf in Russian language and at http://www.kase.kz/eng/mix/rsp.pdf in English language. 10-top most capitalized companies of KASE whose shares are in official securities list of the exchange (to the moment of trades closing by specified dates) ------------------------------------------------------------------------- As of July 31, 07: as of June 29, 07: Change: ------------------- ------------------- --------------- Company code po- capi- stake po- capi- stake capi- on KASE (the same si- taliza- of the si- taliza- of the taliza- stake, code is used for ti- tion, compa- ti- tion, compa- tion, % common share) on m USD ny, % on m USD ny, % m USD points ----------------- --- -------- ------ --- -------- ------ -------- ------ GB_KZMS 1 13,996.2 20.8 1 12,746.5 18.9 +1,249.7 +1.9 RDGZ 2 9,517.7 14.1 2 8,898.9 13.2 +618.8 +0.9 KKGB 3 6,127.4 9.1 3 6,696.9 9.9 -569.5 -0.8 BTAS 4 6,119.0 9.1 5 6,134.3 9.1 -15.3 0 HSBK 5 5,361.9 8.0 4 5,484.9 8.1 -123.0 -0.2 KZTK 6 4,440.4 6.6 7 4,438.5 6.6 +1.9 0 ASBN 7 3,961.4 5.9 6 5,433.6 8.1 -1,472.2 -2.2 AMGZ 8 3,330.1 4.9 8 3,547.6 5.3 -217.4 -0.3 ATFB 9 2,181.2 3.2 9 2,624.8 3.9 -443.6 -0.7 CCBN 10 1,777.0 2.6 10 1,679.1 2.5 +97.9 +0.1 ------------------------------------------------------------------------- Not to the table: Stake of the company, % - indicator, calculated by ratio of market capitalization of the company to total capitalization of exchange market of shares of KASE's official list of securities and expressed in percentage. This indicator at the session closing as of July 31, 2006 was $67,375.5 m. There were 96 shares of 70 issuers in official securities list of KASE. A full list of codes of issuers with the names of companies is published at http://www.kase.kz/instruments/nzb_code.htm [2007-08-17]