STATISTICS: Weekly volume of trades in State Securities on KASE - 1,804.5 mln tenges
21.01.00 00:00
/IRBIS, Jan.21, 00/ - From January 17 till January 23 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, 6, notes 46.4 (36.5%) from sector's turnover
-------------- ------- ------- ------- --------- ----------------- ----------
8 days or less 10.93 14.08 10.93 12.70 110.2 6
8 - 14 12.32 12.32 12.32 12.32 49.9 1
15 - 28 13.10 13.93 13.10 13.52 82.6 2
29 - 36 14.23 16.15 14.23 15.52 96.5 6
37 - 42 14.00 14.18 14.00 14.05 98.4 3
43 - 56 14.16 14.56 14.16 14.31 152.9 4
64 - 91 15.18 15.18 15.18 15.18 41.0 1
92 - 181 16.51 16.54 16.51 16.52 205.5 2
-------------- ------- ------- ------- --------- ----------------- ----------
Subtotal 837.0 (583.8) 25 (25)
Discount indexed SS: MEKAVM-6, 9, MGU 16.2 (21.3%) from sector's turnover
-------------- ------- ------- ------- --------- ----------------- ----------
92 - 181 8.52 9.00 8.82 8.71 183.1 3
182 - 364 9.31 14.12 9.71 9.52 109.6 5
-------------- ------- ------- ------- --------- ----------------- ----------
Subtotal 292.7 (341.7) 8 (19)
Euronotes of Kazakhstan, USD 42.2 (12.4%) from sector's turnover
-------------- ------- ------- ------- --------- ----------------- ----------
*971 - 988 10.7848 10.9819 10.9819 10.8477 244.2 7
**1707 - 1736 11.3879 11.6193 11.5016 11.5192 430.5 18
-------------- ------- ------- ------- --------- ----------------- ----------
Subtotal 674.7 (675.7) 25 (19)
-------------- ------- ------- ------- --------- ----------------- ----------
TOTAL 1 804.5 (1 601.2) 58 (63)
Notes: For the euronotes (** - 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.
By the given data, the dealers again show interest to the tenge SS. The turn-over
of trades grows, and the market gradually returns on KASE after a series of
specific and big interbank transaction of the end of December and beginning of
January.