December 15, KASE repo trade volume reaches USD931.5 m. (KZT112.3 bn.)
15.12.08 22:03
/KASE, December 15, 08/ - Today 364 deals for the total of USD931,500.3 th.
(KZT112,338.9 m.) were executed on repo floors (including auto repo) at
Kazakhstan Stock Exchange (KASE). Trade results are provided in the table.
Repo opening transactions executed solely by open trade method are marked
with asterisk.
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Repo rate, % APR
-----------------------------
Calendar Weighted average Volume
term ----------------- m.
Leg days min max nominal effective tenge Deals
--------- -------- ----- ----- ------- --------- --------- -----
Open 0 4.98 4.98 4.98 288.7 1
Open 3 0.85 11.84 4.53 4.70 33,946.0 85
Open 7 0.52 12.50 6.49 6.72 10,934.0 16
Open 8 9.99 12.12 12.00 12.73 2,768.2 31
Open 9 12.03 17.00 14.97 16.15 244.9 2
Open 10 12.07 12.07 12.07 12.80 100.0 1
Open 11 12.09 12.09 12.09 12.83 114.4 1
Open* 14 11.84 14.50 11.96 12.67 9,571.1 20
Open 21 14.00 14.00 14.00 14.96 2.6 1
Open* 28 9.55 12.00 9.62 10.06 1,029.0 3
Open 30 12.70 12.70 12.70 13.47 24.0 1
Open 31 0.01 14.01 8.42 8.80 263.7 10
Open 32 14.00 14.00 14.00 14.93 12.9 3
Open 365 12.00 12.00 12.00 12.00 48.6 4
--------- -------- ----- ----- ------- --------- --------- -----
Subtotal: 59,348.1 179
--------- -------- ----- ----- ------- --------- --------- -----
Close 0 4.98 4.98 4.98 288.7 1
Close 3 0.30 15.00 5.82 6.07 43,092.3 109
Close 4 4.00 4.00 4.00 4.08 200.1 1
Close 5 11.84 13.00 11.84 12.56 703.6 3
Close 6 7.00 15.00 11.80 12.52 2,896.7 34
Close 11 0.00 0.00 0.00 0.00 0.2 1
Close 14 9.50 10.99 10.08 10.59 42.8 3
Close 17 2.00 2.00 2.00 2.02 100.1 1
Close 20 10.02 10.02 10.02 10.51 18.6 1
Close 21 7.00 7.00 7.00 7.24 97.9 1
Close 24 0.96 0.96 0.96 0.96 0.7 1
Close 28 11.84 14.50 11.92 12.60 3,226.3 5
Close 31 12.00 12.50 12.21 12.91 1,486.3 6
Close 32 12.00 14.03 12.66 13.41 33.4 4
Close 38 5.00 5.00 5.00 5.11 58.7 1
Close 39 7.93 7.93 7.93 8.21 0.3 1
Close 47 0.00 0.00 0.00 0.00 0.1 1
Close 61 12.03 12.03 12.03 12.62 3.1 1
Close 69 12.42 12.42 12.42 13.05 321.8 3
Close 91 12.00 15.00 13.88 14.63 331.1 3
Close 98 11.63 11.63 11.63 12.08 1.0 1
Close 104 13.01 13.01 13.01 13.58 16.2 1
Close 160 15.00 15.00 15.00 15.56 7.9 1
Close 182 9.50 9.50 9.50 9.73 63.0 1
--------- -------- ----- ----- ------- --------- --------- -----
Subtotal: 52,990.8 185
--------- -------- ----- ----- ------- --------- --------- -----
TOTAL: 112,338.9 364
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[2008-12-15]