In December of 2001 transactions volume on GS at KASE in all sectors of the market totaled KZT173.7bn and decreased by 0.3% relative to November
03.01.02 00:00
/IRBIS, Jan 03, 02/ - In December of year 2001, deals volume on GS at
Kazakhstan Stock Exchange (KASE) in all sectors of the market accounted
for 1,203 deals for the total amount of KZT173,710.7m ($1,156.1m). In last
month at 1,383 deals the volume reached KZT174,279.7m ($1,173.1). For
the month exchange turnover of GS decreased by 0.32%.
In the sale-purchase sector 290 deals were made for total amount of
KZT21,865.1m. In comparison with previous month turnover in the sector
increased 1.5 times.
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-12, notes
9.5% (9.2%) of sector's turnover
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less than 8 5.01 5.29 5.01 5.21 (5.04) 57.8 5
8 - 14 5.11 6.01 5.40 5.82 (5.41) 153.7 4
15 - 28 5.34 5.66 5.66 5.41 (5.47) 220.2 5
29 - 36 5.36 5.59 5.54 5.43 (5.09) 651.5 9
37 - 42 5.44 5.74 5.74 5.49 (5.69) 298.2 6
43 - 56 5.40 5.58 5.58 5.55 (5.21) 590.7 10
57 - 63 5.60 5.67 5.67 5.66 (5.48) 109.0 2
-------------- -------- ------- ------- -------------- ---------------- --------
Total 2,080.9(1,323.2) 41 (50)
-------------- -------- ------- ------- -------------- ---------------- --------
Coupon GB, KZT denominated: MEOKAM, MEAKAM
50.8% (56.2%) of sector's turnover
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less than 730 6.83 16.16 8.01 10.23 (8.27) 9,644.1 143
731 - 1095 7.80 16.80 9.30 12.00 (8.32) 1,136.4 26
1096 - 1460 8.19 8.20 8.20 8.20 ( -) 40.1 2
more than 2191 11.59 14.78 11.87 12.05 ( -) 281.9 6
-------------- -------- ------- ------- -------------- ---------------- --------
Total 11,102.5(8083.1) 177(158)
-------------- -------- ------- ------- -------------- ---------------- --------
Coupon GB, USD/KZT: ARU-24, ARU-60, VKU-36
5.6% (3.5%) of sector's turnover
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less than 730 8.79 8.79 8.79 8.79 (8.40) 1,200.8 1
731 - 1095 8.57 8.57 8.57 8.57 (8.43) 12.4 1
more than 1096 8.98 8.99 8.99 8.98 ( -) 3.3 3
-------------- -------- ------- ------- -------------- ---------------- --------
Total 1,216.5 (499.9) 5 (10)
-------------- -------- ------- ------- -------------- ---------------- --------
Euronotes of Kazakhstan, USD
34.1% (31.1%) of sector's turnover
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*274 - 289 4.04 6.23 4.65 4.75 (4.76) 1,400.6 7
**1009 - 1034 5.64 7.40 5.74 5.84 (6.19) 1,741.6 32
***1932 - 1956 6.56 6.83 6.59 6.66 (6.63) 4,323.1 28
-------------- -------- ------- ------- -------------- ---------------- --------
Total 7,465.2(4,465.0) 67 (63)
-------------- -------- ------- ------- -------------- ---------------- --------
GRANDTOTAL 21865.1(14371.2) 290(281)
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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 907 deals were registered for a total of
KZT150,845.6m in December. Corresponding figure for the previous month
- 1,082 deals for KZT157,184.7m.
In December the share of the Exchange's turnover in total volume of the
deals made on the Kazakhstan secondary market of GS based on
comparable operations (including euronotes and repo deals) equaled 86.0%
(in November - 88.8%).