March 13, KASE repo trade volume reaches USD202.4 m. (KZT30.4 bn.)
13.03.09 20:08
/KASE, March 13, 09/ - Today regular trades on repo transaction market were
executed at Kazakhstan Stock Exchange (KASE) by "direct" and "auto" repo
method. 159 opening repo deals (in table - "Open") was made, volume of trades
(on concluded and executed opening deals) reached $202,382.7 th.
(KZT30,416.1 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 0 24.01 24.01 24.01 0.8 1
Open 3 0.00 11.50 1.87 1.90 25,957.1 121
Open 7 3.50 16.00 12.94 13.86 2,449.0 13
Open 14 14.00 20.00 16.05 17.38 684.6 7
Open 17 1.01 6.99 2.67 2.74 48.5 2
Open* 28 8.50 17.00 11.47 12.18 893.1 7
Open 31 0.00 11.77 1.90 2.01 358.0 6
Open 32 12.00 12.00 12.00 12.68 2.0 1
Open 45 19.93 19.93 19.93 21.75 23.0 1
-------- ------------ ----- ----- ------- --------- -------- -----
Subtotal 30,416.1 159
-------- ------------ ----- ----- ------- --------- -------- -----
Close 0 24.01 24.01 24.01 0.8 1
Close 1 0.00 10.00 2.68 2.74 29,487.0 103
Close 3 11.50 11.50 11.50 12.18 300.3 1
Close 7 3.00 16.00 8.35 8.79 6,523.4 15
Close 8 12.00 12.00 12.00 12.73 222.6 3
Close 14 10.00 12.00 10.04 10.54 461.8 3
Close 28 11.99 13.00 12.92 13.71 695.8 10
Close 58 15.03 15.03 15.03 16.01 23.5 1
Close 78 0.00 0.00 0.00 0.00 300.0 3
Close 80 15.09 15.09 15.09 15.97 1.1 1
-------- ------------ ----- ----- ------- --------- -------- -----
Total: 38,016.3 141
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Stock (calculated) turnover: 68,432.4 300
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[2009-03-13]