STATISTICS: Weekly volumes of the deals in SS at KASE in purchase and sale sector - KZT3,443.6 mln
21.02.00 00:00
/IRBIS, Feb.21, 00/ - At KASE the next trade week (February 14 - 18) has
ended in purchase and sale sector of SS. Statistical indicators and turnover
structure is given in the table (in parentheses - comparable figures of
previous week).
Days Yield to maturity, % APR. Volume,
till maturity min max last WA mln KZT at Number
discount of deals
----------------- ------ ----- ------ ------------ ---------- ---------
Discounted SS: МЕККАМ-3, 6, 12, notes 67.9 (56.1)% of purchase and sale
sector's turnover
less than 8 8.86 9.38 8.86 9.30 (9.29) 142.3 3
8 - 14 9.12 11.57 9.12 9.91 (11.60) 431.7 10
15 - 28 10.49 29.34 12.09 15.27 (16.91) 830.8 27
29 - 36 12.59 13.32 13.11 13.15 (12.85) 317.0 7
37 - 42 12.29 12.48 12.29 12.39 (13.20) 98.7 2
43 - 56 12.54 14.14 12.54 12.99 (14.89) 147.0 3
92 - 181 16.55 17.14 16.55 16.86 (17.06) 176.0 3
182 - 364 17.50 17.50 17.50 17.50 (17.81) 194.2 1
Total 2,337.8 56
(1,262.4) (47)
----------------- ------ ----- ------ ------------ ---------- ---------
Discounted indexed SS: МЕКАVМ-12, MGU 1.2 (2.6)% of purchase and sale
sector's turnover
92 - 181 14.09 14.09 14.09 14.09 (12.44) 0.4 2
182 - 364 9.90 9.90 9.90 9.90 (-) 42.1 1
Total 42.5 3
(57.7) (2)
----------------- ------ ----- ------ ------------ ---------- ---------
Indexed coupon SS: АVМЕКАМ 2.4 (1.8)% of purchase and sale sector's
turnover
1,490 - 1,494 12.16 12.93 12.93 12.58 (12.90) 82.0 8
Total 82.0 8
(41.3) (5)
----------------- ------ ----- ------ ------------ ---------- ---------
Euronotes of Kazakhstan, USD 28.5 (39.5)% of purchase and sale sector's
turnover
*946 9.8208 10.1910 9.8208 9.95(9.46) 362.9 5
**1,680 - 1,683 10.2193 10.5815 10.4255 10.36(10.88) 618.5 24
Total 981.3 29
(888.7) (22)
----------------- ------ ----- ------ ------------ ---------- ---------
SUBTOTAL 3,443.6 96
(2,250.1) (76)
----------------- ------ ----- ------ ------------ ---------- ---------
Notes: For euronotes (* - second issue, ** - third issue) and АVМЕКАМ yields
were calculated at weighted average USD/KZT rate of the Exchange. Yields of
indexed domestic SS were calculated at official USD/KZT rate. From February 14
the data on the deals made in all coupon SS that are traded at KASE are
processed using 30/360 time basis. Previously, for AVMEKAM they were processed
using actual time basis.