March 2, KASE repo trade volume reaches USD218.4 m. (KZT32.9 bn.)
02.03.09 19:46
/KASE, March 2, 09/ - Today regular trades on repo transaction market were
executed at Kazakhstan Stock Exchange (KASE) by "direct" and "auto" repo
method. 137 opening repo deals (in table - "Open") was made, volume of trades
(on concluded and executed opening deals) reached $218,413.6 th.
(KZT32,893.1 m.). Trade results are provided in the table. Repo opening deals
executed by uninterrupted counter-auction method are marked with asterisk.
For note, the table comprises data on closing repo deals, executed the given day
(in table - "Close") and information on the yield of repo transactions in
compliance with opening and closing repo deals, included in the table.
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Yield of repo
transactions, % APR
-----------------------------
Repo Weighted average
Deal transactions ----------------- Volume
type term, days min. max. nominal effective m. tenge Deals
-------- ------------ ----- ----- ------- --------- -------- -----
Open 1 0.80 12.00 1.94 1.96 20,850.0 84
Open* 3 17.50 17.50 17.50 19.11 200.0 1
Open 4 7.34 7.34 7.34 7.61 120.0 2
Open 7 8.50 8.50 8.50 8.86 2.1 1
Open 8 6.00 20.00 7.88 8.24 7,268.7 29
Open* 14 15.00 17.50 16.91 18.36 786.0 4
Open 28 7.50 14.04 9.11 9.51 3,601.5 12
Open 30 16.00 16.00 16.00 17.23 2.3 1
Open 31 0.00 12.99 4.10 4.32 62.5 3
-------- ------------ ----- ----- ------- --------- -------- -----
Subtotal 32,893.1 137
-------- ------------ ----- ----- ------- --------- -------- -----
Close 3 0.00 17.50 3.41 3.53 22,482.7 83
Close 4 0.00 15.00 4.12 4.21 3,067.0 18
Close 5 4.00 4.70 4.63 4.74 3,862.5 2
Close 7 5.00 15.00 8.42 8.82 5,454.5 15
Close 13 0.01 0.01 0.01 0.01 8.0 1
Close 14 8.04 16.00 12.65 13.46 1,955.4 18
Close 28 8.00 13.00 8.47 8.82 366.4 2
Close 31 11.52 13.00 12.55 13.29 14.5 2
Close 32 13.00 13.00 13.00 13.80 10.1 1
Close 34 10.74 13.01 12.47 13.20 27.9 2
-------- ------------ ----- ----- ------- --------- -------- -----
Total: 37,249.0 144
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Stock (calculated) turnover: 70,142.0 281
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[2009-03-02]