STATISTICS: Weekly volume of trades in State Securities on KASE - 2,250.1 mln tenges
11.02.00 00:00
/IRBIS, Feb.11, 00/ - From February 07 till February 11on 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, 12 notes 71.4 (70.8%) from sector's turnover
-------------- ------- ------- ------- -------------- ----------------- -------
8 days or less 7.28 9.72 8.51 9.29 (11.04) 250.3 10
8 - 14 9.12 13.29 9.12 11.60 (9.09) 230.3 6
15 - 28 10.37 24.00 13.13 16.91 (24.88) 509.7 17
29 - 36 12.70 13.00 12.70 12.85 (12.86) 7.4 2
37 - 42 13.20 13.20 13.20 13.20 (13.25) 15.1 1
43 - 56 13.15 15.30 15.30 14.89 (13.51) 142.0 4
57 - 63 13.72 13.72 13.72 13.72 (13.00) 5.5 1
92 - 181 16.09 17.09 17.09 17.06 (16.10) 79.6 4
182 - 364 17.69 17.94 17.94 17.81 (17.67) 22.6 2
-------------- ------- ------- ------- -------------- ----------------- -------
Subtotal 1 262.4 (2 077.8) 47 (64)
Discount indexed SS: МЕККАМ-6, MGU 2.6 (18.9%) from sector's turnover
-------------- ------- ------- ------- -------------- ----------------- -------
92 - 181 9.20 13.99 13.99 12.44 (8.53) 57.7 2
-------------- ------- ------- ------- -------------- ----------------- -------
Subtotal 57.7 (551.2) 2 (4)
Coupon indexed SS: АVМЕКАМ 1.8 (0.3%) from sector's turnover
-------------- ------- ------- ------- -------------- ----------------- -------
1518 12.89 12.90 12.90 12.90 ( -) 41.3 5
-------------- ------- ------- ------- -------------- ----------------- -------
Subtotal 41.3 (10.0) 5 (1)
Euronotes of Kazakhstan, USD 39.5 (9.3%) from sector's turnover
-------------- ------- ------- ------- -------------- ----------------- -------
*951 9.4569 9.4569 9.4569 9.46 ( -) 56.3 1
**1687 - 1691 10.6215 11.3565 10.6215 10.88 (11.15) 832.4 21
-------------- ------- ------- ------- -------------- ----------------- -------
Subtotal 888.7 (271.8) 22 (5)
-------------- ------- ------- ------- -------------- ----------------- -------
TOTAL 2 250.1 (2 910.8) 76 (74)
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.