In November 2001 deals volume of GS at KASE in all sectors of the market reached its record for whole history of the exchange value - KZT174.3m
03.12.01 00:00
/IRBIS, Dec 3, 01/ - In November 2001 at the Kazakhstan Stock Exchange
(KASE) 1,383 deals in corporate securities were made in all sectors of the
market for a total of KZT174,279.7 th., or $1,173.1m. Last month at 1,184
deals volume didn't exceed KZT118,352.2m ($799.5m). For the month a
turnover increased by 46.7% mainly due to the expansion of repo sector.
Achieved value is record high month turnover of GS for whole history of the
exchange.
In the buying-selling sector 281 deals were made for the amount of
KZT14,731.2m. In comparison with previous month the turnover in sector
has increased by 7.9%.
Statistical parameters and turnover structure are given in the table (in
parentheses - comparable parameters 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 (KZT):
MEKKAM-6, notes 9.2% (10.8%) of sector's turnover
----------------------------------------------------------------------------------
less than 8 3.64 5.05 3.64 5.04 (4.22) 207.2 9
8 - 14 5.10 5.10 5.10 5.41 (5.10) 3.5 1
15 - 28 5.02 5.40 5.02 5.47 (5.21) 225.6 15
29 - 36 5.23 5.35 5.23 5.09 (5.33) 36.1 2
37 - 42 5.20 5.31 5.22 5.69 (5.27) 112.8 4
43 - 56 5.44 5.72 5.66 5.21 (5.69) 149.9 4
57 - 63 5.54 5.73 5.71 5.48 (5.60) 181.4 5
64 - 91 5.60 5.77 5.77 5.67 (5.64) 289.4 8
92 - 181 6.10 6.12 6.10 6.05 (6.15) 117.3 2
----------------------------------------------------------------------------------
Total 1,323.2 (1,439.7) 50 (52)
----------------------------------------------------------------------------------
Coupon
GB (KZT):MEOKAM-24, 36, MEAKAM 56.2% 63.3% of sector's turnover
----------------------------------------------------------------------------------
less than 730 7.85 9.44 8.00 8.27 ( -) 3,804.7 127
731 - 1095 8.00 9.60 8.05 8.32 (8.78) 1,193.3 28
1826 - 2555 11.61 11.75 11.61 11.73 ( -) 3,085.1 3
----------------------------------------------------------------------------------
Total 8,083.1 (8,430.8) 158 (168)
----------------------------------------------------------------------------------
Coupon GB (USD/KZT): ARU-24, ARU-60, VKU-36 3.5% (3.1%) of sector's turnover
----------------------------------------------------------------------------------
less than 730 8.40 8.40 8.40 8.40 ( -) 64.1 2
731 - 1095 8.38 8.57 8.57 8.43 ( -) 332.6 6
962 - 988 9.00 9.01 9.01 9.00 ( -) 103.2 2
----------------------------------------------------------------------------------
Total 499.9 (412.4) 10 (14)
----------------------------------------------------------------------------------
Euronotes of Kazakhstan, USD 31.1% (22.5%) of sector's turnover
Euronotes of Kazakhstan, USD 31.1% (22.5%) of sector's turnover
----------------------------------------------------------------------------------
*304 - 327 4.37 5.35 4.50 4.76 (5.55) 927.4 7
**1039 - 1063 6.07 6.76 6.07 6.19 (6.50) 2,559.7 36
***1961 - 1990 5.98 6.85 6.41 6.63 (6.94) 977.9 20
----------------------------------------------------------------------------------
Total 4,465.0 (2,999.7) 63 (59)
----------------------------------------------------------------------------------
GRANDTOTAL 14,371.2 (13,322.1) 281 (294)
----------------------------------------------------------------------------------
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 1,082 deals were registered for a total of KZT157,184.7m
in November. Corresponding figure for the previous month - 890 deals for
KZT105,030.1m. according to analysts of IRBIS such significant expansion of
repo market was conditioned by declined liquidity on tenge at interbank
market.
In November the share of the Exchange's turnover in total volume of the deals
made on the Kazakhstan's secondary market of GS based on comparable operations
(including euronotes and repo deals) equaled 88.8% (in October - 94.4%).