Indicators of the repo market
The Exchange calculates and posts the following indices and indicators of the repo market:
- TONIA - main risk-free benchmark on the money market
- TONIA Compounded - Series of derivative indicators of the money market on TONIA basis
- TRION and TWINA - additional indicators of the repo market
The risk-free rate selected by market participants within the framework of the working group on money market indicators with the participation of the European Bank for Reconstruction and Development and second-tier banks of the Republic of Kazakhstan, it represents the weighted average interest rate on repo opening transactions for a period of one business day concluded on the Exchange during the day in the sector of automatic repo with securities of the GS Basket with a cut-off of 5% of transactions with the lowest and highest returns
Change, month to date | +0,66 (+4,06 %) |
Change, year to date | -0,10 (-0,59 %) |
Maximum for 52 weeks | 18,71 |
Minimum for 52 weeks | 15,50 |
Historical maximum | 317,95 |
Historical minimum | 0,01 |
Volume of transactions, bln KZT | 525,91 |
Volume of transactions, mln USD | 1 108,41 |
Indicator update time: daily on business days after the end of trading from 17:30 to 20:00 (GMT +05:00),
Indicator change: calculated when the indicator is published relative to the value of the previous trading day