In June of the year 2000 volume of deals in State Securities increased from $28,927.6 to $35,106.5 mln at KASE
03.07.00 00:00
/IRBIS, July 3, 00/ - In June of the year 2000 263 deals for a total of
KZT11,407.8 mln were made in state securities (SS) purchase and sale
sector of Kazakhstan stock exchange. The sector's turnover decreased by
12.3% in comparison with previous month.
Statistical indicators and turnover structure are given in the table (in
parentheses - comparable figures of previous month).
Days Yield to maturity, % APR. Volume, mln KZT Number
till maturity min max last WA at discount of deals
--------------- ------ ------ ------ -------------- -------------- --------
Discounted SS: MEKKAM-3, 6, 12, notes 15.8 (36.3)% of the sector's turnover
less than 8 6.07 10.42 10.42 8.34 (8.78) 157.0 12
8 - 14 9.00 12.17 9.12 9.87 (10.85) 230.0 8
15 - 28 9.42 12.60 9.42 10.59 (12.47) 145.0 10
29 - 36 10.25 12.38 10.89 10.80 (13.46) 293.8 16
37 - 42 11.00 12.00 11.43 11.50 (12.84) 55.1 3
43 - 56 10.63 12.38 11.03 11.20 (12.89) 365.2 16
57 - 63 13.66 13.66 13.66 13.66 (12.42) 199.5 1
64 - 91 11.43 14.94 14.94 12.99 (13.85) 131.4 9
92 - 181 13.01 14.00 13.06 13.21 (15.31) 110.1 8
182 - 364 14.00 14.85 14.12 14.37 (16.30) 115.7 7
--------------- ------ ------ ------ -------------- -------------- --------
Total 1,802.7 (4,725.4) 90 (173)
Discounted indexed SS: MEKAVM-6, 9, 12, MGU
46.2 (3.2)% of sector's turnover
less than 8 8.86 9.38 8.86 9.30 (6.61) 773.53 2
8 - 14 5.00 7.70 5.00 6.89 (6.45) 668.61 2
15 - 28 5.09 9.24 5.09 6.86 (8.47) 344.42 3
29 - 36 5.61 5.75 5.61 5.69 ( -) 1,331.23 5
37 - 42 5.82 5.98 5.98 5.94 ( -) 1,130.52 3
43 - 56 8.56 13.99 9.30 9.25 ( -) 18.88 4
92 - 181 8.52 9.39 9.00 8.75 (9.42) 290.27 9
182 - 364 8.99 9.86 8.99 9.44 (8.80) 707.75 41
--------------- ------ ------ ------ -------------- -------------- --------
Total 5,265.2 (421.1) 69 (29)
Coupon SS: MEOKAM-24 1.0 (0)% of sector's turnover
707 - 714 17.00 17.01 17.01 17.01 ( -) 110.2 5
--------------- ------ ------ ------ -------------- -------------- --------
Total 110.2 ( 0) 5 ( 0)
Euronotes of Kazakhstan, USD 37.1 (60.4)% of sector's turnover
*813 - 840 9.58 10.35 9.59 9.81 (10.10) 1,001.0 27
**1,548 - 1,576 10.48 11.04 10.57 10.69 (11.98) 1,450.2 62
***2,471 - 2,486 10.53 10.91 10.53 10.72 (11.29) 1,778.5 10
--------------- ------ ------ ------ -------------- -------------- --------
Total 4,229.7 (7,855.9) 99 (128)
--------------- ------ ------ ------ -------------- -------------- --------
SUBTOTAL 11,407.8 (13,002.4) 263 (330)
Notes: For euronotes (* - second issue, ** - third issue, *** - fourth 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 450 deals were registered for a total of
KZT23,698.8 mln in June. Corresponding figure for previous month - 284
deals for KZT15,928.1 mln.
Total of 713 deals for a total of KZT35,106.5 mln were registered in April on
KASE trade floors (purchase and sale, and repo sectors). Last month volume
of 614 deals equaled KZT28,930.5 mln.
The proportion of the Exchange's turnover in total volume of the deals
made on the Kazakhstani SS secondary market based on comparable
operations (including euronotes and repo deals) equaled 64.2% in June (in
May - 80.1%).