In July 2001 volume of deals in GS at KASE - KZT61,827.4m
/IRBIS, August 1, 01/ - In July of year 2001, 863 deals for a total of KZT61,827.4m ($421.2m at the current exchange rate of KASE) were made in all sectors of the government bonds (GB) market of Kazakhstan Stock Exchange (KASE). In last month, total volume of 800 deals totaled KZT51,899.6m ($354.1m). Exchange turnover increased by 19.1% during a month.
In purchase and sale sector 327 deals were made for a total of KZT15,102.5m. In comparison with previous month the sector's turnover fell by 29.2%. Statistical indicators and turnover structure are given in the table (in parentheses - comparable figures of previous month).
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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-3, 12, notes
5.3% (8.6%) of sector's turnover
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less than 8 5.48 5.48 5.48 5.48 (3.79) 114.9 1
15 - 28 4.96 6.11 4.98 5.52 (4.82) 124.6 7
29 - 36 4.99 5.60 5.43 5.23 (5.31) 183.7 8
37 - 42 5.19 5.30 5.19 5.24 (5.13) 138.2 3
43 - 56 5.22 5.57 5.42 5.43 (5.56) 237.8 14
57 - 63 5.42 6.13 5.48 5.72 (5.44) 134.9 4
64 - 91 5.14 6.80 5.31 5.71 (4.37) 267.7 15
92 - 181 6.27 6.27 6.27 6.27 ( 0) 3.0 1
-------------- ----- ----- ----- ------------- ------------------- ---------
Total 1,204.9 (1,124.5) 53 (29)
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Coupon GB, KZT denominated:
MEOKAM-24, 36, MEAKAM-120
45.2% (32.9%) of sector's turnover
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328 - 647 7.40 12.08 10.32 8.71 (8.54) 2,412.0 64
791 - 1007 8.51 10.19 9.00 9.74 (9.99) 1,648.3 53
2315 - 2373 11.29 11.59 11.36 11.40 (12.07) 2,001.2 19
-------------- ----- ----- ----- ------------- ------------------- ---------
Total 6,061.5 (9,647.9) 136 (163)
-------------- ----- ----- ----- ------------- ------------------- ---------
Coupon GB, USD denominated: VKU-36
0.5% ( 0) of sector's turnover
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1060 - 1082 8.34 8.40 8.40 8.36 (8.35) 473.9 15
-------------- ----- ----- ----- ------------- ------------------- ---------
Total 473.9 (110.6) 15 (4)
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Euronotes of Kazakhstan, USD
49.2% (58.5%) of sector's turnover
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*426 - 450 5.85 6.19 6.14 6.04 (5.95) 1 606.9 19
**1158 - 1186 6.89 7.11 6.92 6.98 (7.07) 3 002.4 45
***2081 - 2109 7.18 7.28 7.22 7.23 (7.28) 2 752.9 59
-------------- ----- ----- ----- ------------- ------------------- ---------
Total 7,362.1 (10,452.9) 123 (180)
-------------- ----- ----- ----- ------------- ------------------- ---------
GRANDTOTAL 15,102.5 (21,336.0) 327 (376)
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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 536 deals were registered for a total of KZT46,724.9m in June. Corresponding figure for the previous month - 412 deals for KZT30,063.6m.
In June 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 85.2% (in June - 70.2%).