May 8, KASE repo trade volume reaches USD236.8 m. (KZT35.6 bn.)
08.05.09 19:37
/KASE, May 8, 09/ - Today regular trades on repo transaction market were
executed at Kazakhstan Stock Exchange (KASE) by "direct" and "auto" repo
method. 114 opening repo deals (in table - "Open") was made, volume of trades
(on concluded and executed opening deals) reached $236,800.4 th.
(KZT35,629.0 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 1.00 1.00 1.00 103.0 1
Open 4 0.01 13.69 0.73 0.73 29,032.0 86
Open 7 2.90 23.00 5.94 6.17 5,020.0 18
Open* 14 11.50 20.00 13.55 14.53 206.1 4
Open 28 5.00 23.00 5.64 5.84 1,261.0 4
Open 31 12.00 12.00 12.00 12.68 6.9 1
-------- ------------ ----- ----- ------- --------- -------- -----
Subtotal 35,629.0 114
-------- ------------ ----- ----- ------- --------- -------- -----
Close 0 1.00 1.00 1.00 103.0 1
Close 1 0.10 23.00 0.84 0.86 13,825.3 46
Close 2 0.50 23.00 1.21 1.30 475.0 2
Close 3 1.50 1.50 1.50 1.51 1,440.2 8
Close 4 6.00 6.00 6.00 6.18 49.8 1
Close 14 4.50 15.00 5.80 6.00 1,764.0 10
Close 15 7.78 7.78 7.78 8.07 200.6 1
Close 23 8.81 8.81 8.81 9.18 603.3 2
Close 28 7.00 7.00 7.00 7.23 31.2 1
Close 31 0.47 0.47 0.47 0.47 3.8 1
Close 88 12.12 12.12 12.12 12.68 6.9 1
-------- ------------ ----- ----- ------- --------- -------- -----
Total: 18,503.2 74
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Stock (calculated) turnover: 54,132.1 188
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[2009-05-08]