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.