STATISTICS: Weekly volumes of the deals in SS at KASE in purchase and sale sector - KZT2,708.3 mln

/IRBIS, March 3, 00/ - At KASE the next trade week (February 28 - March 3) 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, notes 27.0 (32.0)% of purchase and sale sector's turnover ----------- ------- ------- ------- -------------- ------------------ -------- less than 8 10.42 11.47 10.42 11.38 (11.26) 15.9 2 8 - 14 10.62 43.92 11.40 11.90 (12.13) 46.5 8 15 - 28 11.74 12.85 12.73 12.76 (12.94) 7.1 4 29 - 36 12.82 13.38 13.27 13.29 (13.01) 283.0 4 37 - 42 13.06 13.06 13.06 13.06 (13.06) 34.5 1 43 - 56 13.09 13.09 13.09 13.09 (14.91) 39.3 1 64 - 91 14.57 14.57 14.57 14.57 ( -) 100.7 1 92 - 181 15.65 16.33 16.33 15.98 (14.99) 204.3 4 ----------- ------- ------- ------- -------------- ------------------ -------- Total 731.3 (1 357.7) 25 (41) Discounted indexed SS: MEKAVM-6, 9, 12, MGU 5.6 (24.6)% of purchase and sale sector's turnover ----------- ------- ------- ------- -------------- ------------------ -------- 29 - 36 2.53 2.53 2.53 2.53 ( -) 21.0 1 43 - 56 2.12 2.12 2.12 2.12 (8.03) 21.0 1 92 - 181 9.06 14.10 14.10 9.28 (8.15) 104.5 2 182 - 364 9.28 9.28 9.28 9.28 (9.19) 4.4 2 ----------- ------- ------- ------- -------------- ------------------ -------- Total 150.9 (1,046.2) 6 (15) Indexed coupon SS: AVMEKAM 4.4 (21.1)% of purchase and sale sector's turnover ----------- ------- ------- ------- -------------- ------------------ -------- 1,475-1,480 11.65 12.23 12.00 11.97 (12.86) 120.5 9 ----------- ------- ------- ------- -------------- ------------------ -------- Total 120.5 (897.4) 9 (22) Euronotes of Kazakhstan, USD 63.0 (22.3)% of purchase and sale sector's turnover ----------- ------- ------- ------- -------------- ------------------ -------- *929 - 931 9.3302 9.5301 9.5301 9.50 (10.00) 28.5 2 **1665-1670 10.2567 10.4290 10.3620 10.36 (10.42) 1 677.1 29 ----------- ------- ------- ------- -------------- ------------------ -------- Total 1,705.6 (946.3) 31 (26) ----------- ------- ------- ------- -------------- ------------------ -------- SUBTOTAL 2,708.3 (4 247.5) 71 (104) 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. In repo sector of KASE 38 deals were registered for a total of KZT3,308.9 mln during the reporting week. Corresponding figure for previous week - 24 deals for KZT649.3 mln. Total of 109 deals amounting to KZT6,017.2 mln were registered on trade floors of KASE (SS purchase and sale and repo sectors). Last week volume of 128 deals reached KZT4,869.8 mln.