May 13, KASE repo trade volume reaches USD284.8 m. (KZT42.7 bn.)
13.05.09 19:27
/KASE, May 13, 09/ - Today regular trades on repo transaction market were
executed at Kazakhstan Stock Exchange (KASE) by "direct" and "auto" repo
method. 133 opening repo deals (in table - "Open") was made, volume of trades
(on concluded and executed opening deals) reached $284,839.9 th.
(KZT42,726.0 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 --------------------------------
transact- Weighted average
Deal tions ------------------ Volume
type term,days min. max. nominal effective m. tenge Deals
-------- --------- ----- ----- ------- --------- -------- -----
Open 0 0 0 0 208.0 1
Open 1 0.50 12.00 1.12 1.13 23,458.0 88
Open* 5 1.00 15.00 1.16 1.18 1,821.0 9
Open 7 2.00 10.50 8.29 8.65 15,995.5 19
Open* 14 3.50 3.50 3.50 3.56 277.0 1
Open* 28 4.00 5.00 4.68 4.79 688.0 4
Open 30 12.00 20.00 12.62 13.40 266.5 10
Open 37 12.04 12.04 12.04 12.70 12.0 1
-------- --------- ----- ----- ------- --------- -------- -----
Subtotal 42 726,0 133
-------- --------- ----- ----- ------- --------- -------- -----
Close 0 0 0 0 0 208.0 1
Close 1 0 23.00 1.75 1.82 24,166.2 84
Close 7 0 20.00 8.12 8.48 19,359.6 37
Close 9 0 0 0 0 4.2 1
Close 14 4.50 18.00 5.18 5.33 803.6 8
Close 22 9.96 9.96 9.96 10.44 3.1 1
Close 28 13.00 13.00 13.00 13.81 143.4 1
Close 30 15.00 15.00 15.00 16.08 2.0 2
Close 33 0 0 0 0 5.0 1
Close 40 6.96 6.96 6.96 7.17 21.2 1
Close 89 0 0 0 0 0.0 1
Close 90 12.00 12.12 12.01 12.56 146.0 2
-------- --------- ----- ----- ------- --------- -------- -----
Total: 44,862.3 140
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Stock (calculated) turnover: 87,588.3 273
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[2009-05-13]