In February 2001 volume of deals in GB at the KASE totalled KZT52,021.6 mln

01.03.01 00:00
/IRBIS, March 01, 01/ - In February of year 2001, 819 deals for a total of KZT52,021.6 mln ($358.0 mln at the current exchange rate of KASE) were made in all sectors of the government bonds (GB) market of Kazakhstan Stock Exchange. In last month, total volume of 958 deals totalled KZT82,064.4 mln ($564.7 mln). In purchase and sale sector 415 deals were made for a total of KZT21,351.7 mln. In comparison with previous month the sector's turnover grew by 38.4%. 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 GB: MEKKAM-6, 12, notes - 21.2% (29.4%) of the sector's turnover ------------------------------------------------------------------------------- less 8 6.00 7.65 6.10 6.95 (6.75) 491.2 14 8 - 14 4.31 10.14 6.30 5.89 (7.28) 307.6 11 15 - 28 6.01 7.77 6.39 6.70 (7.38) 602.8 28 29 - 36 6.10 9.00 9.00 7.46 (7.48) 1,395.5 18 37 - 42 6.48 7.00 6.48 6.71 (7.39) 106.2 5 43 - 56 6.50 7.55 6.57 7.07 (7.71) 675.4 9 64 - 91 7.18 11.01 8.01 8.04 ( -) 496.8 12 92 - 181 8.96 14.61 14.61 12.61 (7.73) 220.9 2 182 - 364 8.00 10.54 8.25 8.11 (9.07) 236.3 5 ------------- ------- ------- ------- --------------- ---------------- -------- Total: 4532.8(4,891.9) 104(143) ------------- ------- ------- ------- --------------- ---------------- -------- Discounted indexed GB: MEKAVM-12 - 6.7% (10.8%) of sector's turnover ------------------------------------------------------------------------------- less 8 7.00 7.00 7.00 7.00 ( -) 51.7 1 8 - 14 5.50 6.56 6.56 5.54 (6.12) 60.6 4 15 - 28 5.50 8.02 8.02 6.05 (6.43) 845.9 8 29 - 36 7.00 7.10 7.00 7.04 (7.01) 463.7 7 ------------- ------- ------- ------- --------------- ---------------- -------- Total 1421.9(1,801.3) 20(44) ------------- ------- ------- ------- --------------- ---------------- -------- Coupon GB: MEOKAM-24, 36 - 12.0% (5.9%) of sector's turnover ------------------------------------------------------------------------------- 545-1089 13.90 17.47 17.21 16.17 (16.66) 2,561.0 74 ------------- ------- ------- ------- --------------- ---------------- -------- Total 2561.0(986.6) 74(27) ------------- ------- ------- ------- --------------- ---------------- -------- Euronotes of Kazakhstan, USD - 58.0% (53.9%) of sector's turnover ------------------------------------------------------------------------------- *574-597 7.05 7.96 7.49 8.60 (8.60) 628.7 21 **1310-1337 7.61 8.01 7.66 8.21 (8.21) 5,628.9 56 ***2233-2260 8.27 8.65 8.49 8.75 (8.75) 6,138.4 116 ------------- ------- ------- ------- --------------- ---------------- -------- Total 12395.8(8951.1) 193(144) ------------- ------- ------- ------- --------------- ---------------- -------- Euronotes of IFO, USD - 2.1% of sector's turnover ------------------------------------------------------------------------------- 369-387 4.87 5.11 4.87 4.99 198.1 10 *740-758 5.02 5.14 5.02 5.06 147.4 8 **1479-1497 5.48 5.53 5.48 5.50 94.7 6 ------------- ------- ------- ------- --------------- ---------------- -------- Total: 440.2 24 ------------- ------- ------- ------- --------------- ---------------- -------- GRANDTOTAL 21351.7(16630.8) 415(358) ------------------------------------------------------------------------------- Notes: For bonds of international financial organisations (IFO, " and "" - International Bank for Reconstruction and Development, """ - International Financial Corporation); 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 404 deals were registered for a total of KZT30,669.9 mln in February. Corresponding figure for the previous month - 600 deals for KZT65,443.5 mln. In February 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 81.9% (in January 2001 - 84.1%). Table below presents monthly volume of deals in GB at KASE (KZT, mln) --------------------------------------------------------- GB sector of the stock exchange market -------------------------------------- Month Primary Purchase-sale Repo Total -------- ---------- ---------------- ---------- --------- January 16,630.8 65,433.5 82,064.4 February 21,351.7 30,669.9 52,021.6 -------- ---------- ---------------- ---------- --------- TOTAL 37,982.6 96,103.4 134,085.9 --------------------------------------------------------- In year 2000 volume of GB operations at KASE estimated at KZT446,886.9 mln.