STATISTICS: Weekly volumes of the deals in SS at KASE in purchase and sale sector - KZT4,247.5 mln
25.02.00 00:00
/IRBIS, Feb.25, 00/ - At KASE the next trade week (February 21 - 27) 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).
Annual yield to maturity, %
Till --------------------------------------
maturity, Last Weighted Volume,
days Min Max trade average million KZT Deals
-------------- ------- ------- ------- -------------- ----------------- -------
Discounted SS: MEKKAM-3, 6, 12, notes
32.0 (67.9)% of purchase and sale sector's turnover
-------------- ------- ------- ------- -------------- ----------------- -------
less than 8 10.42 11.99 11.47 11.26 (9.30) 250.1 6
8 - 14 11.69 12.42 12.32 12.13(9.91) 182.5 9
15 - 28 11.89 35.11 12.73 12.94 (15.27) 89.9 13
29 - 36 12.90 13.06 13.06 13.01 (13.15) 64.4 3
37 - 42 13.06 13.06 13.06 13.06 (12.39) 29.9 1
43 - 56 14.12 15.90 14.23 14.91 (12.99) 102.8 5
92 - 181 14.99 14.99 14.99 14.99 (16.86) 28.7 1
182 - 364 17.30 17.41 17.30 17.35 (17.50) 609.5 3
-------------- ------- ------- ------- -------------- ----------------- -------
Total 1,357.7 (2,337.8) 41 (56)
Discounted indexed SS: MEKAVM-6, 9, 12, MGU
24.6 (1.2)% of purchase and sale sector's turnover
-------------- ------- ------- ------- -------------- ----------------- -------
43 - 56 8.03 8.03 8.03 8.03 ( -) 36.7 2
92 - 181 8.03 14.11 8.90 8.15 (14.09) 56.9 3
182 - 364 9.02 9.45 9.45 9.19 (9.90) 952.6 10
-------------- ------- ------- ------- -------------- ----------------- -------
Total 1,046.2 (42.5) 15 (3)
Indexed coupon SS: AVMEKAM
21.1 (2.4)% of purchase and sale sector's turnover
-------------- ------- ------- ------- -------------- ----------------- -------
1,483 - 1,487 12.44 12.94 12.44 12.86 (12.58) 897.4 22
-------------- ------- ------- ------- -------------- ----------------- -------
Total 897.4 (82.0) 22 (8)
Euronotes of Kazakhstan, USD
28.5 (28.5)% of purchase and sale sector's turnover
-------------- ------- ------- ------- -------------- ----------------- -------
*938 10.0010 10.0010 10.0010 10.00 (9.95) 15.4 1
**1,673-1,677 10.2702 10.7730 10.4020 10.42 (10.36) 930.9 25
-------------- ------- ------- ------- -------------- ----------------- -------
Total 946.3 (981.3) 26 (29)
-------------- ------- ------- ------- -------------- ----------------- -------
SUBTOTAL 4,247.5 (3,443.6) 104(96)
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.