In April 2001 volume of deals in GB at the KASE totaled KZT69,914.2 mln
03.05.01 00:00
/IRBIS, May 3, 01/ - In April of year 2001, 853 deals for a total of
KZT69,914.2 mln ($480.3 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 642 deals totaled
KZT63,350.1 mln ($435.4 mln).
In purchase and sale sector 342 deals were made for a total of
KZT24,666.1 mln. In comparison with previous month the sector's turnover
rose by 37.6%. Statistical indicators and turnover structure are given in the
table (in parentheses - comparable figures of previous month).
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Annual yield to maturity, %
Days -------------------------------------- Volume, Number
till maturity Min Max Last WA million KZT of deals
------------ ------- ------- ------- -------------- ------------------ --------
Discounted GB: MEKKAM-3, 6, 12, notes
18.2% (28.7%) of sector's turnover
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less 8 3.03 4.17 4.17 3.24 (5.31) 8.5 2
8 - 14 4.07 6.10 5.06 5.60 (5.33) 404.6 14
15 - 28 4.08 6.69 4.08 5.55 (5.95) 672.0 27
29 - 36 5.19 5.70 5.40 5.45 (6.27) 285.4 7
37 - 42 5.03 5.95 5.42 5.36 (6.47) 497.2 11
43 - 56 5.02 5.70 5.35 5.45 (5.64) 1,158.5 22
57 - 63 5.25 5.85 5.83 5.52 (6.25) 830.5 18
64 - 91 5.22 5.70 5.42 5.32 (5.51) 366.6 15
92 - 181 14.10 14.42 14.42 14.26 (8.34) 152.0 2
182 - 364 7.02 7.70 7.08 7.14 (9.34) 109.4 5
------------ ------- ------- ------- -------------- ------------------ --------
Total: 4,484.8 (5,142.6) 123 (83)
Coupon GB: MEOKAM-24, 36, MEAKAM-120
20.8% (8.1%) of sector's turnover
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468 - 726 9.01 14.86 14.86 10.27 (12.41) 981.0 13
855 - 1,091 9.52 15.56 10.21 10.92 (15.43) 2,306.1 39
2,438 -2,438 13.14 13.14 13.14 13.14 ( -) 1,838.3 4
------------ ------- ------- ------- -------------- ------------------ --------
Total: 5,125.4 (1,459.8) 56 (53)
Euronotes of Kazakhstan, USD
60.9% (62.7%) of sector's turnover
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*514 - 540 5.22 6.35 6.14 6.20 (6.66) 2,720.0 34
**1250-1275 6.87 7.39 7.15 7.10 (7.58) 6,787.5 64
***2173-2199 7.24 7.95 7.24 7.32 (8.08) 5,522.3 63
------------ ------- ------- ------- -------------- ------------------ --------
Total: 15,029.7 (11,232.2) 161(142)
Euronotes of IFO, USD
0.1% (0.5%) of sector's turnover
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327 - 327 4.45 4.45 4.45 4.45 (4.76) 15 1
1443-1443 5.21 5.21 5.21 5.21 (4.78) 11.2 1
------------ ------- ------- ------- -------------- ------------------ --------
Total: 26.2 (86.1) 2 (9)
------------ ------- ------- ------- -------------- ------------------ --------
GRANDTOTAL 24,666.1(17,922.6) 342(288)
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Notes: For bonds of international financial organizations (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 511 deals were registered for a total of
KZT45,248.0 mln in April. Corresponding figure for the previous month -
354 deals for KZT45,427.5 mln.
In March the share of the Exchange's turnover in total volume of the deals
made on the Kazakhstani secondary market of GB based on comparable
operations (including euronotes and repo deals) equaled 80.0% (in March -
79.7%).
Table below presents monthly volume of deals in GB at KASE in 2001 (KZT,
mln)
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GB sector
of the stock exchange market
-------------------------------
Month Primary Purchase-sale Repo Total
-------- ------- ------------- --------- ---------
January 0 16,630.8 65,433.5 82,064.4
February 0 21,351.7 30,669.9 52,021.6
March 0 17,922.6 45,427.5 63,350.1
April 0 24,666.1 45,248.0 69,914.2
-------- ------- ------------- --------- ---------
TOTAL 0 80,571.3 186,778.9 267,350.2
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In year 2000 volume of GB operations at KASE estimated at KZT446,886.9 mln.