STATISTICS: Weekly volume of trades in State Securities on KASE - 1,601.2 mln tenges
14.01.00 00:00
/IRBIS, Jan.14, 00/ - From January 10 till January 16 on the Kazakhstan
Stock Exchange the next result were obtained in the sector of State
Securities purchase and sale. Statistical parameters of trades are stated
below (in parentheses the parameters of the previous week are shown).
Annual yield to maturity, %
------------------------------------
Till maturity, Last Weighted Volume,
days Min Max trade average million KZT Deals
-------------- ------- ------- ------- --------- ----------------- ----------
Discount SS: МЕККАМ-3, notes 36.5 (78.1%) from sector's turnover
-------------- ------- ------- ------- --------- ----------------- ----------
8 days or less 9.71 9.71 9.71 9.71 115.0 2
8 - 14 12.00 12.66 12.00 12.10 101.4 3
29 - 36 13.35 13.35 13.35 13.35 57.9 1
43 - 56 14.08 15.16 15.16 14.66 145.5 15
57 - 63 14.50 14.50 14.50 14.50 48.9 1
64 - 91 15.31 15.63 15.31 15.61 115.1 3
-------------- ------- ------- ------- --------- ----------------- ----------
Subtotal 583.8 (1 403.3) 25 (11)
Discount indexed SS: МЕККАМ-6, 9, 12 21.3 (9.4%) from sector's turnover
-------------- ------- ------- ------- --------- ----------------- ----------
92 - 181 9.61 9.61 9.61 9.61 70.0 1
183 - 364 9.01 10.07 10.06 9.75 271.6 18
-------------- ------- ------- ------- --------- ----------------- ----------
Subtotal 341.7 (169.3) 19 (2)
Euronotes of Kazakhstan, USD 42.2 (12.4%) from sector's turnover
-------------- ------- ------- ------- --------- ----------------- ----------
*978 - 981 10.2333 10.7964 10.7133 10.6909 223.9 4
**1714 - 1718 11.3109 11.6492 11.6492 11.4578 451.8 15
-------------- ------- ------- ------- --------- ----------------- ----------
Subtotal 675.7 (223.3) 19 (4)
-------------- ------- ------- ------- --------- ----------------- ----------
TOTAL 1 601.2 (1 796.0) 63 (17)
Notes: For the euronotes (* - first issue; ** - second 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:
- Appearance of the interest to devaluation indexed State Securities and
Euronotes in connection with the dollar strengthening towards tenge, in
this connection - the growth in turn-over of such securities.
- Decrease in turn-over of tenge State Securities under the influence of the
above-stated factor both in money and in percentage terms.
- Growth of the State Securities rates stipulated by growth of the dollar
rate.