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.