There have been made deals in futures market of KASE for the yield of euronotes of Kazakhstan

/IRBIS, October 24, 02/ - On Thursday during the trades in non-delivery currency futures contracts held at Kazakhstan Stock Exchange (KASE) two deals were made. Transactions were directed towards closing of existing positions on the contracts for the yield of euronotes of the third (XS0102764031) and the fourth (XS0111078183) issues with settlement in October (codes of futures - FENU0210UN_3 and FENU0210UN_4 correspondingly). Deals with FENU0210UN_3 today were made at 3.40% APR, that corresponds to dirty price of bond in the amount of 184.840814... (price is not rounded by the trade system) tenge for dollar of the debt. At this current yield of basic assets, judging on deals made at KASE in euronotes purchase and sale sector, equaled to 3.38% APR. Deals with FENU0210UN_4 were made at 4.56% APR that corresponds to dirty price 203.441204... tenge for dollar of the debt. No deals with basic asset of this contract at KASE were made today. Total volume of deals at the trades equaled to 10 contracts to the amount of USD12,569.83 at the current cost of the debt or KZT1,941,410.09 taking into account the current stock exchange's rate. At this all positions were closed. Following are the results of the trades held at KASE with bid and offer parameters at closing of the session (today were absent). -------------------------------------------------------------------- At closing of trades (% APR) --------------------------------------------- best settlement ------------------------- Deals price % APR bid, % APR offer, % APR volume --------- ----------- ------------ ------------ of open Contract num- vo- price quota- quota- posi- code ber lume value trend tion trend tion trend tions ------------ ---- ---- ----- ----- ------ ----- ------ ----- ------- FENU0210UN_3 1 5 3.41 0 - - - - 0 FENU0210UN_4 1 5 4.56 0 - - - - 0 ------------ ---- ---- ----- ----- ------ ----- ------ ----- ------- Total 2 10 0 -------------------------------------------------------------------- Notes for the tables. The fifth and the sixth positions in the contract code indicate the settlement year, seventh and eighth - settlement month. Settlement on contract is made on last Friday of the indicated month. All volumes are given in contracts. Price trends are given relative to previous resulting day, quotations - against previous trading day. Volume of open purchasing (or selling, since they are equal) is given. [2002-10-24]