STATISTICS: Weekly volume of trades in State Securities on KASE - $738.5
03.12.99 00:00
/IRBIS, Dec.03, 99/ - From November 29 till December 03 on the
Kazakhstan Stock Exchange the next result were obtained in the sector of
State Securities purchase and sale. Staistical parameters of trades are
stated below (in parentheses the parameters of the previous week are
shown).
Annual yield to maturity, %
-------------------------------------
Till maturity, Weighted Volume,
days Min Max Last trade average million KZT Deals
-------------- ------- ------- ---------- ---------- ------------------ -------
Discount SS: МЕККАМ-3, notes 32.5 (6.6%) from sector's turnover
8 days or less 8.51 8.51 8.51 8.51 1.5 1
8 - 14 8.02 10.49 8.02 8.66 23.6 4
15 - 28 9.03 11.33 9.03 11.07 166.6 5
64 - 91 15.44 15.58 15.44 15.44 48.6 2
-------------- ------- ------- ---------- ---------- ------------------ -------
Subtotal 240.3 (30.2) 12 (5)
Euronotes of Kazakhstan, USD 56.4 (69.6%) from sector's turnover
*17 - 21 8.8406 11.2804 9.2507 9.0724 359.3 9
**1019 - 1023 12.2603 12.7172 12.6237 12.6191 82.7 8
***1755 - 1758 10.1533 10.5486 10.4289 10.2933 56.2 6
-------------- ------- ------- ---------- ---------- ------------------ -------
Subtotal 498.2 (236.8) 23 (11)
-------------- ------- ------- ---------- ---------- ------------------ -------
TOTAL 738.5 (457.9) 35 (18)
Notes: For the euronotes (* - first issue; ** - second issue; *** - third
issue) APR for the buyer, calculated under the KASE's algorithm at an
average weighted market USD/KZT rate is shown;
APR of the indexed internal SS is calculated at an official USD/KZT
rate.
The main tendencies of the week: recovery of the market after the
stagnation caused by the not indexed SS deficit; hight popularity of the
shortest securities, which are purchased even at the low rates; absence on
the market the short devaluation indexed MEKAVM.