STATISTICS: Weekly volumes of the deals in GB at KASE - KZT11,982.4 mln
20.10.00 00:00
/IRBIS, Oct.20, 00/ - At KASE the next trade week (October 16-22) has ended.
Statistical indicators and turnover structure of GB purchase and sale sector is
given in the table (in parentheses - comparable figures of previous week).
--------------------------------------------------------------------------------
Yield to maturity, % APR.
Days -------------------------------------- Volume, mln Number
till maturity min max last WA KZT at discount of deals
--------------------------------------------------------------------------------
Discounted GB: MEKKAM-3, 6, 12, notes of NB
26.2 (27.7)% of purchase and sale sector's turnover
--------------------------------------------------------------------------------
8 - 14 5.00 5.00 5.00 5.00 (8.51) 37.5 3
15 - 28 6.93 7.07 6.93 6.94 (9.06) 53.5 2
29 - 36 7.00 7.20 7.00 7.05 ( -) 21.1 2
43 - 56 7.38 7.57 7.57 7.46 ( -) 109.2 3
57 - 63 7.39 15.73 10.11 8.48 (7.70) 147.1 7
64 - 91 7.70 7.71 7.70 7.71 (7.88) 101.5 3
92 - 181 8.10 8.32 8.28 8.24 ( -) 282.9 5
182 - 364 9.00 13.50 10.32 11.27 (13.83) 771.0 11
--------------------------------------------------------------------------------
Total 1,523.6(1,205.0) 36(26)
--------------------------------------------------------------------------------
Discount indexed GB: MEKAVM-9, 12 5.7 (1.2)% of purchase and sale sector's turnover
--------------------------------------------------------------------------------
15 - 28 6.50 6.50 6.50 6.50 ( -) 39.8 1
92 - 181 7.20 8.12 7.20 7.28 (8.12) 291.3 5
--------------------------------------------------------------------------------
Total 331.1(244.9) 6(5)
--------------------------------------------------------------------------------
Coupon GS: MEOKAM-24, 36
5.2 (15.2)% of purchase and sale sector's turnover
--------------------------------------------------------------------------------
660 - 1052 12.21 18.78 16.37 14.28 (13.50) 301.6 7
--------------------------------------------------------------------------------
Total 301.6(663.5) 7(15)
--------------------------------------------------------------------------------
Euronotes of Kazakhstan, USD
63.0 (55.9)% of purchase and sale sector's turnover
--------------------------------------------------------------------------------
*706 - 706 8.84 9.14 9.14 9.05 (8.93) 9.9 2
**1439 - 1442 9.16 9.31 9.20 9.20 (9.23) 1 222.6 16
***2362 - 2365 9.56 9.63 9.60 9.58 (9.61) 2 431.2 17
--------------------------------------------------------------------------------
Total 3,663.8(2,433.2) 35(28)
--------------------------------------------------------------------------------
GRANDTOTAL 5,820.1(4,355.6) 84(74)
--------------------------------------------------------------------------------
Notes: for euronotes (* - second issue, ** - third issue, *** - fourth issue)
volumes were calculated at weighted average USD/KZT rate of the Exchange;
volumes of indexed domestic GS were calculated at official USD/KZT rate.
In repo sector of KASE 113 deals were made for a total of KZT6,162.3 mln
during the reporting week. Corresponding figure for previous week - 50 deals for
KZT3,508.1 mln.
Total of 197 deals amounting to KZT11,982.4 mln were registered on trade
floors of KASE (GB purchase and sale and repo sectors). Last week volume of
124 deals reached KZT7,863.7 mln