STATISTICS: Weekly volumes of the deals in SS at KASE in purchase and sale sector - KZT2,310.1 mln
10.03.00 00:00
/IRBIS, March 10, 00/ - At KASE the next trade week (March 6 - 10) 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
32.7 (27.0)% of purchase and sale sector's turnover
----------- ------- ------- ------- -------------- ------------------ --------
less than 8 7.28 7.28 7.28 7.28 (11.38) 2.6 1
15 - 28 11.46 13.00 12.75 12.69 (12.76) 17.8 4
29 - 36 12.13 12.13 12.13 12.13 (13.29) 34.6 1
64 - 91 14.78 15.39 15.39 15.12 (14.57) 120.6 4
92 - 181 15.51 16.86 15.51 16.20 (15.98) 252.5 6
182 - 364 17.40 17.40 17.40 17.40 ( -) 327.1 1
----------- ------- ------- ------- -------------- ------------------ --------
Total 755.1 (731.3) 17 (25)
Discounted indexed SS: MEKAVM-6, 12, MGU
2.7 (5.6)% of purchase and sale sector's turnover
----------- ------- ------- ------- -------------- ------------------ --------
92 - 181 8.30 14.10 14.10 8.33 (9.28) 50.7 2
182 - 364 9.36 9.36 9.36 9.36 (9.28) 11.2 2
----------- ------- ------- ------- -------------- ------------------ --------
Total 61.9 (150.9) 4 (6)
Indexed coupon SS: AVMEKAM
1.8 (4.4)% of purchase and sale sector's turnover
----------- ------- ------- ------- -------------- ------------------ --------
1,468-1,472 11.29 11.67 11.29 11.51 (11.97) 40.5 5
----------- ------- ------- ------- -------------- ------------------ --------
Total 40.5 (120.5) 5 (9)
Euronotes of Kazakhstan, USD
62.9 (63.0)% of purchase and sale sector's turnover
----------- ------- ------- ------- -------------- ------------------ --------
*923 - 926 9.5789 9.6314 9.6314 9.60 (9.50) 74.2 2
**1658-1662 10.1402 10.4139 10.1402 10.28 (10.36) 1 378.4 23
----------- ------- ------- ------- -------------- ------------------ --------
Total 1,452.6 (1,705.6) 25 (31)
----------- ------- ------- ------- -------------- ------------------ --------
SUBTOTAL 2,310.1 (2,708.3) 51 (71)
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.
In repo sector of KASE 16 deals were registered for a total of KZT924.0
mln during the reporting week. Corresponding figure for previous week - 38
deals for KZT3,308.9 mln.
Total of 67 deals amounting to KZT3,324.1 mln were registered on trade
floors of KASE (SS purchase and sale and repo sectors). Last week
volume of 109 deals reached KZT6,017.2 mln.