January 6, KASE repo trade volume reaches USD1,450.9 m. (KZT175.5 bn.)
06.01.09 00:13
/KASE, January 6, 09/ - Today 469 deals for the total of USD1,450,877.6 th.
(KZT175,483.6 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.
----------------------------------------------------------------
Repo rate, % APR
-----------------------------
Calendar Weighted average Volume
term ----------------- m.
Leg days min max nominal effective tenge Deals
--------- -------- ----- ----- ------- --------- --------- -----
Open 0 9.76 9.76 9.76 101.0 1
Open 1 9.13 9.13 9.13 9.55 40.0 1
Open 2 0.02 46.74 6.92 7.21 46,507.7 133
Open 3 0.01 12.00 7.28 7.59 782.0 4
Open 6 9.88 9.88 9.88 10.37 50.0 2
Open 7 5.00 13.00 8.27 8.62 13,621.3 31
Open 8 0.01 0.01 0.01 0.01 33.5 1
Open 9 0.00 0.00 0.00 0.00 35.0 1
Open* 14 9.50 10.50 9.95 10.45 3,920.0 11
Open 20 15.00 15.00 15.00 16.11 78.0 1
Open 23 15.01 15.01 15.01 16.11 62.8 1
Open* 28 10.50 12.50 11.29 11.90 3,217.0 14
Open 29 14.01 14.01 14.01 14.94 1.2 1
Open* 30 11.00 12.00 11.95 12.63 5,377.0 8
Open 31 2.00 14.02 8.91 9.40 131.4 5
--------- -------- ----- ----- ------- --------- --------- -----
Subtotal: 73,958.0 215
--------- -------- ----- ----- ------- --------- --------- -----
Close 0 9.76 9.76 9.76 101.0 1
Close 1 3.00 12.00 8.77 9.18 38,616.4 106
Close 6 2.00 15.87 4.40 4.50 193.1 4
Close 7 0.05 15.00 10.56 11.13 50,998.7 82
Close 8 6.75 12.00 11.69 12.39 2,689.9 6
Close 11 11.00 11.00 11.00 11.61 8.6 1
Close 12 6.90 12.00 8.14 8.50 408.1 2
Close 14 5.00 12.00 9.24 9.71 2,274.0 14
Close 18 15.00 15.00 15.00 16.12 201.5 1
Close 26 11.64 11.64 11.64 12.29 50.5 1
Close 28 10.00 12.50 10.61 11.14 5,220.2 14
Close 32 10.53 15.05 13.68 14.58 90.0 3
Close 33 10.92 10.92 10.92 11.48 31.3 1
Close 34 13.02 14.00 13.36 14.19 146.1 4
Close 35 14.02 14.02 14.02 14.93 1.3 1
Close 39 12.69 12.69 12.69 13.43 3.0 1
Close 43 9.23 9.23 9.23 9.61 35.4 1
Close 46 13.85 13.85 13.85 14.70 8.0 1
Close 68 13.63 13.63 13.63 14.40 21.3 2
Close 70 12.28 12.28 12.28 12.90 102.4 1
Close 99 3.51 3.51 3.51 3.55 89.0 1
Close 102 13.53 13.53 13.53 14.15 10.1 1
Close 195 12.12 12.13 12.12 12.12 67.0 2
Close 256 14.00 14.00 14.00 14.00 158.7 3
--------- -------- ----- ----- ------- --------- --------- -----
Subtotal: 101,525.7 254
--------- -------- ----- ----- ------- --------- --------- -----
TOTAL: 175,483.6 469
----------------------------------------------------------------
[2009-01-06]