In November 2000 volume of deals in GB at the KASE totalled KZT41,512.7 mln

01.12.00 00:00
/IRBIS, Dec.1, 00/ - In November of year 2000, 705 deals for a total of KZT41,512.7 mln ($288.0 mln) were made in all sectors of the government bonds (GB) market of Kazakhstan Stock Exchange. In previous month total volume of 683 deals totalled KZT42,974.3 mln ($301.4 mln). Below is the table presenting monthly volumes of deals in GB at KASE in year 2000 (mln U.S. dollars). ------------------------------------------------------- Sector of the GS exchange market --------------------------------- Month Primary Purchase-sale Repo Total --------- ------- ------------- --------- --------- January 7,295.9 2,133.0 9,428.9 February 13,832.7 2,854.5 16,687.2 March 10,389.4 10,448.1 20,837.4 April 7,740.1 17067.0 24,807.1 May 13,0024 15,928.1 28,930.5 June 11,407.8 23,592.0 34,999.7 July 650.0 8,282.1 35,152.3 44,084.4 August 11,369.3 36,744.8 48,114.1 September 14,659.2 49,410.1 64,069.3 October 21,219.9 21,754.4 42,974.3 November 17,240.0 24,272.7 41,512.7 --------- ------- ------------- --------- --------- TOTAL 650.0 136,438.8 239,357.0 376,445.6 --------- ------- ------------- --------- --------- In 1999 the volume of GB operations at KASE was equal to KZT161,460.7 mln In purchase and sale sector 368 deals were made for a total of KZT17,240.0 mln. In comparison with previous month the sector's turnover grew by 18.8%. Statistical indicators and turnover structure are given in the table (in parentheses - comparable figures of previous month). ------------------------------------------------------------------------------- Yield to maturity for the buyer, % APR. Days ---------------------------------- Volume, mln KZT Number till maturity min max last WA at discount of deals -------------- ----- ----- ----- ------------- ---------------- --------- Discounted GS: MEKKAM-3, 6, 12, notes 30.3% (32.7%) of the sector's turnover ------------------------------------------------------------------------------- less than 8 4.50 7.00 5.73 6.08 (4.70) 343.11 10 8 - 14 5.01 7.63 6.00 6.84 (7.98) 296.66 9 15 - 28 6.01 8.00 7.20 6.93 (6.91) 971.25 31 29 - 36 6.90 7.33 6.90 7.06 (3.75) 223.96 12 37 - 42 7.01 7.01 7.01 7.01 (7.20) 43.66 1 43 - 56 7.00 12.97 7.35 8.24 (8.16) 516.16 13 57 - 63 7.50 7.56 7.56 7.50 (7.90) 15.71 2 64 - 91 7.03 8.00 7.90 7.39 (7.78) 578.26 27 92 - 181 7.85 9.00 7.85 8.05 (8.71) 234.38 22 182 - 364 8.00 11.99 9.70 9.82 (11.51) 2,000.43 34 -------------- ----- ----- ----- ------------- ---------------- --------- Total 5,223.6 (6,928.4) 161 (145) -------------- ----- ----- ----- ------------- ---------------- --------- Discounted indexed GB: MEKAVM-9, 12 5.9% (5.1%) of sector's turnover ------------------------------------------------------------------------------- 8 - 14 5.70 6.00 5.70 5.85 (7.60) 4.42 2 64 - 91 8.00 8.02 8.02 8.01 ( -) 29.12 2 92 - 181 7.60 10.01 8.10 8.56 (7.59) 975.65 11 -------------- ----- ----- ----- ------------- ---------------- --------- Total 1,009.2 (1,083.1) 15 (32) -------------- ----- ----- ----- ------------- ---------------- --------- Coupon GS: MEOKAM-24, 36 5.6% (4.7%) of sector's turnover ------------------------------------------------------------------------------- 356 - 1088 13.51 18.04 17.99 16.51 (13.91) 963.5 26 -------------- ----- ----- ----- ------------- ---------------- --------- Total 963.5 (1,002.5) 26 (28) -------------- ----- ----- ----- ------------- ---------------- --------- Euronotes of Kazakhstan, USD 57.5% (57.5%) of sector's turnover ------------------------------------------------------------------------------- *662 - 691 8.85 9.16 9.04 9.05 (8.96) 848.9 25 **1398 - 1427 8.96 9.24 9.01 9.12 (9.31) 4 321.2 49 ***2322 - 2350 9.47 9.71 9.54 9.58 (9.61) 4 873.5 92 -------------- ----- ----- ----- ------------- ---------------- --------- Total 10,043.7 (12,205.9) 166 (157) -------------- ----- ----- ----- ------------- ---------------- --------- GRANDTOTAL 17,240.0 (21,219.9) 368 (362) -------------- ----- ----- ----- ------------- ---------------- --------- 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 GB were calculated at official USD/KZT rate. In repo sector of KASE 337 deals were registered for a total of KZT24,272.7 mln in November. Corresponding figure for the previous month - 321 deals for KZT21,754.4 mln. In November the share of the Exchange's turnover in total volume of the deals made on the Kazakhstan secondary market of GB based on comparable operations (including euronotes and repo deals) equalled 66.3% (in October - 71.7%).