In February 2000 volume of trades in State Securities on KASE increased from 9,428.9 to 16,687.2 mln tenges
01.03.00 00:00
/IRBIS, March 01, 00/ - In February 2000 volume of trades in State Securities
on rhe KASE Kazakhstan Stock Exchange (KASE) the next result were
obtained in the sector of State Securities purchase and sale: 327 deals
were made to the total sum of 13,832.7 mln tenges that is 2 time more than
in January.
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 - 52.4% (59.9%) from sector's turnover
----------- ------- ------- ------- -------------- ------------------ --------
8 days or
less 7.28 12.77 11.47 10.12 (11.14) 682.5 22
8 - 14 8.66 43.92 10.62 10.60 (12.19) 1 012.6 42
15 - 28 10.37 35.11 11.74 17.97 (15.65) 1 899.6 65
29 - 36 12.59 13.32 12.82 12.96 (14.99) 1 051.9 29
37 - 42 12.29 14.68 13.06 12.97 (13.55) 327.4 14
43 - 56 12.54 15.90 13.09 13.98 (14.45) 529.3 15
57 - 63 13.00 13.72 13.72 13.07 (14.73) 55.9 2
64 - 91 13.99 14.57 14.57 14.47 (15.29) 120.3 4
92 - 181 14.99 17.14 16.01 16.27 (16.45) 747.2 16
182 - 364 17.30 17.94 17.30 17.40 (18.00) 826.4 6
92 - 181 9.20 13.99 13.99 12.44 (8.53) 57.7 2
----------- ------- ------- ------- -------------- ------------------ --------
Subtotal 7 253.2(4 367.9) 215(108)
Coupon indexed SS: МЕКАVМ-6,9,12, MGU - 13.0% (13.3%) from sector's turnover
----------- ------- ------- ------- -------------- ------------------ --------
43 - 56 8.03 8.03 8.03 8.03 ( -) 36.7 2
92 - 181 8.03 14.11 14.10 8.88 (9.00) 768.5 12
182 - 364 9.02 9.90 9.45 9.22 (10.57) 994.7 11
----------- ------- ------- ------- -------------- ------------------ --------
Subtotal 1 799.9 (969.1) 25 (35)
Coupon indexed SS: АVМЕКАМ - 7.7% (0) from sector's turnover
----------- ------- ------- ------- -------------- ------------------ --------
1479 - 1504 11.99 12.94 11.99 12.82 1 064.4 40
----------- ------- ------- ------- -------------- ------------------ --------
Subtotal 1 064.4 ( 0) 40 ( 0)
Euronotes of Kazakhstan, USD - 26.9% (26.9%) from sector's turnover
----------- ------- ------- ------- -------------- ------------------ --------
*938 - 951 9.4569 10.1910 10.0010 9.89 (10.51) 434.6 7
**1669-1697 10.2193 11.3565 10.4126 10.58 (11.42) 3 280.5 85
----------- ------- ------- ------- -------------- ------------------ --------
Subtotal 3 715.1 (1 958.9) 92 (60)
----------- ------- ------- ------- -------------- ------------------ --------
TOTAL 13 832.7 (7 295.9) 372(203)
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.
In sector repo KASE in February 60 deals to the sum of 2,854,5 million
tenges were fixed. The appropriate parameter of the previous month - 27
deals to the sum of 2,133,0 million tenges.
In total on trade platforms KASE (sector sale and purchase of State
Security and sector repo) in February 432 transactions to the total sum of
16,687.2 million tenges were made. The last week volume of 230
transactions was 9,428.9 million tenges.
The share of an exchange State Security turn-over in the total Kazakhstan
secondary market at comparable operations (including euronotes and
operations repo) in February has made 55.4%.