March 31, KASE repo trade volume reaches USD320.6 m. (KZT48.4 bn.)
31.03.09 19:19
/KASE, March 31, 09/ - Today regular trades on repo transaction market were
executed at Kazakhstan Stock Exchange (KASE) by "direct" and "auto" repo
method. 194 opening repo deals (in table - "Open") was made, volume of trades
(on concluded and executed opening deals) reached $320,568.3 th.
(KZT48,431.5 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 12.00 13.51 12.99 2,600.0 4
Open 1 0.00 13.00 1.57 1.59 23,681.5 119
Open* 2 2.00 2.00 2.00 2.02 2,000.0 3
Open 3 0.41 0.41 0.41 0.41 1.2 1
Open 7 2.00 15.00 6.54 6.79 15,726.0 48
Open* 14 10.00 20.00 13.17 14.15 113.0 3
Open* 28 6.00 15.00 6.74 6.96 3,845.0 11
Open 30 12.00 12.05 12.04 12.73 47.0 3
Open 84 13.00 13.00 13.00 13.65 399.7 1
Open 90 18.00 18.00 18.00 19.25 18.0 1
-------- ------------ ----- ----- ------- --------- -------- -----
Subtotal 48,431.5 194
-------- ------------ ----- ----- ------- --------- -------- -----
Close 0 12.00 13.51 12.99 2,600.9 4
Close 1 0.00 13.00 0.94 0.95 24,182.7 118
Close 6 0.00 12.00 10.21 10.83 2.7 2
Close 7 5.00 15.00 6.37 6.59 13,281.4 39
Close 11 6.54 6.54 6.54 6.76 2.3 1
Close 14 12.00 12.00 12.00 12.72 15.1 1
Close 28 13.00 20.00 16.08 17.37 118.4 3
Close 34 12.03 12.03 12.03 12.71 18.2 1
Close 95 5.00 5.00 5.00 5.09 55.5 1
Close 102 5.00 5.00 5.00 5.08 106.3 1
-------- ------------ ----- ----- ------- --------- -------- -----
Total: 40,383.5 171
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Stock (calculated) turnover: 88,815.0 365
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[2009-03-31]