STATISTICS: Weekly volume of trades in State Securities on KASE - KZT4,490.4 mln
24.03.00 00:00
/IRBIS, March 24, 00/ - At KASE the next trade week (March 20 - 24) 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
18.4 (32.4)% of purchase and sale sector's turnover
----------- ------- ------- ------- -------------- ------------------ --------
less than 8 10.93 11.99 11.99 10.96 (12.24) 45.2 3
57 - 63 15.24 15.24 15.24 15.24 ( -) 1.1 1
64 - 91 15.07 17.58 15.75 15.84 (15.44) 68.8 6
92 - 181 15.35 16.76 15.35 15.50 (15.87) 168.1 4
182 - 364 17.56 17.56 17.56 17.56 (17.20) 113.3 1
----------- ------- ------- ------- -------------- ------------------ --------
Total 396.5 (919.1) 15 (27)
Discounted indexed SS: MEKAVM-6, 9, 12, MGU
25.3 (14.2)% of purchase and sale sector's turnover
----------- ------- ------- ------- -------------- ------------------ --------
64 - 91 8.00 8.00 8.00 8.00 ( -) 42.4 5
92 - 181 8.70 8.90 8.90 8.72 (8.70) 256.7 2
182 - 364 9.20 9.88 9.40 9.45 (9.40) 246.4 13
----------- ------- ------- ------- -------------- ------------------ --------
Total 545.4 (402.2) 20 (12)
Indexed coupon SS: AVMEKAM
23.4 (7.4)% of purchase and sale sector's turnover
----------- ------- ------- ------- -------------- ------------------ --------
1,455 10.79 11.61 11.61 10.83 (11.09) 504.8 3
----------- ------- ------- ------- -------------- ------------------ --------
Total 504.8 (210.6) 3 (4)
Euronotes of Kazakhstan, USD
33.0 (45.9)% of purchase and sale sector's turnover
----------- ------- ------- ------- -------------- ------------------ --------
*908 - 912 9.7473 9.9912 9.9912 9.86 (9.88) 157.4 4
**1644-1648 10.1690 11.0268 10.9257 10.89 (10.95) 555.2 16
----------- ------- ------- ------- -------------- ------------------ --------
Total 712.5 (1,297.6) 20 (44)
----------- ------- ------- ------- -------------- ------------------ --------
SUBTOTAL 2,159.3 (2,829.4) 58 (87)
Notes: For euronotes (* - second issue, ** - third issue) and АVМЕКАМ volumes
were calculated at weighted average USD/KZT rate of the Exchange.
Volumes of indexed domestic SS were calculated at official USD/KZT rate.
In repo sector of KASE 51 deals were registered for a total of KZT2,331.1
mln during the reporting week. Corresponding figure for previous week - 34
deals for KZT1,938.8 mln.
Total of 103 deals amounting to KZT4,490.4 mln were registered on trade
floors of KASE (SS purchase and sale and repo sectors). Last week
volume of 121 deals reached KZT4,768.2 mln.