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%).