March 17, KASE repo trade volume reaches USD394.1 m. (KZT59.3 bn.)
17.03.09 19:55
/KASE, March 17, 09/ - Today regular trades on repo transaction market were
executed at Kazakhstan Stock Exchange (KASE) by "direct" and "auto" repo
method. 245 opening repo deals (in table - "Open") was made, volume of trades
(on concluded and executed opening deals) reached $394,050.5 th.
(KZT59,257.3 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 1.50 11.50 2.64 2.68 37,828.0 156
Open* 2 2.00 2.00 2.00 2.02 51.0 1
Open* 3 3.50 6.00 3.82 3.89 708.0 5
Open 7 0.00 15.00 6.36 6.58 19,580.9 65
Open 14 12.00 20.00 19.15 21.05 141.0 2
Open 15 12.17 12.17 12.17 12.90 0.1 2
Open* 28 6.00 10.00 7.08 7.33 595.0 4
Open 30 12.00 15.00 14.42 15.42 103.3 2
Open 31 0.00 12.00 0.22 0.23 169.1 4
Open 62 18.00 18.00 18.00 19.34 81.0 4
-------- ------------ ----- ----- ------- --------- --------- -----
Subtotal 59,257.3 245
-------- ------------ ----- ----- ------- --------- --------- -----
Close 1 0.30 15.00 2.01 2.06 28,855.7 110
Close 6 0.00 0.00 0.00 0.00 5.0 1
Close 7 0.00 15.00 7.88 8.22 36,542.6 73
Close 11 0.00 0.00 0.00 0.00 5.0 1
Close 12 12.00 12.00 12.00 12.72 201.8 1
Close 15 8.50 8.50 8.50 8.85 2.1 1
Close 20 12.31 12.31 12.31 13.05 18.1 1
Close 27 0.00 0.00 0.00 0.00 29.3 2
Close 28 0.01 13.00 12.60 13.38 451.3 3
Close 29 0.01 0.01 0.01 0.01 1.0 1
Close 48 0.00 0.00 0.00 0.00 6.0 1
Close 49 0.00 0.00 0.00 0.00 5.0 1
Close 54 11.87 11.87 11.87 12.47 15.3 1
Close 57 9.87 9.87 9.87 10.29 162.5 2
Close 61 0.00 0.00 0.00 0.00 175.0 1
Close 89 7.46 7.46 7.46 7.67 3.1 1
Close 161 0.00 0.00 0.00 0.00 0.9 2
-------- ------------ ----- ----- ------- --------- --------- -----
Total: 66,479.6 203
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Stock (calculated) turnover: 125,736.9 448
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[2009-03-17]