STATISTICS: Weekly volumes of the deals in SS at KASE - KZT4,768.2 mln

17.03.00 00:00
/IRBIS, March 17, 00/ - At KASE the next trade week (March 13 - 17) 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 32.4 (32.7)% of purchase and sale sector's turnover ----------- ------- ------- ------- -------------- ------------------ -------- less than 8 12.16 12.75 12.16 12.24 (7.28) 71.5 4 8-14 10.49 10.49 10.49 10.49 ( -) 99.8 1 15 - 28 12.44 12.47 12.47 12.45 (12.69) 99.1 2 29 - 36 12.55 12.55 12.55 12.55 (12.13) 34.7 1 64 - 91 15.28 16.01 15.38 15.44 (15.12) 333.9 14 92 - 181 15.81 16.02 16.02 15.87 (16.20) 103.9 2 182 - 364 17.14 17.41 17.41 17.20 (17.40) 176.3 3 ----------- ------- ------- ------- -------------- ------------------ -------- Total 919.1 (755.1) 27 (17) Discounted indexed SS: MEKAVM-6, 12, MGU 14.2 (2.7)% of purchase and sale sector's turnover ----------- ------- ------- ------- -------------- ------------------ -------- 43 - 56 8.95 9.03 9.03 8.96 ( -) 55.9 2 92 - 181 8.62 14.10 9.49 8.70 (8.33) 324.9 4 182 - 364 9.31 9.46 9.46 9.40 (9.36) 21.3 6 ----------- ------- ------- ------- -------------- ------------------ -------- Total 402.2 (61.9) 12 (4) Indexed coupon SS: AVMEKAM 7.4 (1.8)% of purchase and sale sector's turnover ----------- ------- ------- ------- -------------- ------------------ -------- 1468 - 1472 11.09 11.09 11.09 11.09 (11.28) 210.6 4 ----------- ------- ------- ------- -------------- ------------------ -------- Total 210.6 (40.5) 4 (5) Euronotes of Kazakhstan, USD 45.9 (62.9)% of purchase and sale sector's turnover ----------- ------- ------- ------- -------------- ------------------ -------- *923 - 926 9.8239 9.9690 9.9690 9.88 (9.73) 337.7 7 **1658-1662 10.9076 10.9944 10.9508 10.95 (11.04) 959.8 37 ----------- ------- ------- ------- -------------- ------------------ -------- Total 1 297.6 (1 452.6) 44 (25) ----------- ------- ------- ------- -------------- ------------------ -------- SUBTOTAL 2 829.4 (2 310.1) 87 (51) 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. Remains that since March 15 KASE and IRBIS have changed algorithm of coupon bonds calculation at the trade results processing. In repo on SS sector of KASE 34 deals were registered for a total of KZT1,938.8 mln during the reporting week. Corresponding figure for previous week - 16 deals for KZT3,324.1 mln. Total of 121 deals amounting to KZT4,768.2 mln were registered on trade floors of KASE (SS purchase and sale and repo sectors). Last week volume of 67 deals reached KZT3,3324.1 mln.