July 20, KASE repo trade volume reaches KZT52.2 bn. (USD345.9 m.)
20.07.09 18:21
/KASE, July 20, 09/ - Today regular trades on repo transaction market were
executed at Kazakhstan Stock Exchange (KASE) by "direct" and "auto" repo
method. 141 opening repo deals (in table - "Open") was made, volume of trades
(on concluded and executed opening deals) reached KZT52,158.3 m.
($345,923.5 th.). 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.
----------------------------------------------------------------------
Yield of repo
transactions, % APR
Repo --------------------------------
transac- Weighted average
Deal tions ------------------ Volume
type term,days min. max. nominal effective m. tenge Deals
-------- --------- ----- ----- ------- --------- -------- -----
Open* 0 1.75 1.75 1.75 42.1 1
Open 1 0.00 5.00 1.84 1.86 32,631.7 90
Open* 3 1.00 2.00 1.54 1.55 9,112.0 27
Open* 7 3.00 3.00 3.00 3.04 1,032.0 5
Open* 14 10.00 10.00 10.00 10.50 3.0 1
Open 28 8.00 8.00 8.00 8.30 7,600.0 4
Open 31 0.00 12.57 2.96 3.13 1,701.1 10
Open 72 0.05 0.05 0.05 0.05 3.4 1
Open 85 30.00 30.00 30.00 33.55 33.0 2
-------- --------- ----- ----- ------- --------- -------- -----
Subtotal 52,158.3 141
-------- --------- ----- ----- ------- --------- -------- -----
Close 0 1.75 1.75 1.75 42.1 1
Close 3 0.50 5.00 1.62 1.63 26,692.9 75
Close 4 1.50 1.50 1.50 1.51 3,621.3 13
Close 5 1.50 2.50 1.85 1.87 6,608.5 40
Close 7 1.50 9.00 2.13 2.15 4,144.7 9
Close 21 0.50 0.50 0.50 0.50 353.3 1
Close 28 8.50 8.50 8.50 8.84 5,737.2 3
Close 31 12.00 12.00 12.00 12.68 5.1 1
Close 59 12.06 12.06 12.06 12.68 195.2 3
Close 84 12.11 12.11 12.11 12.67 4.8 1
Close 90 12.12 12.12 12.12 12.68 22.3 1
-------- --------- ----- ----- ------- --------- -------- -----
Total: 47,427.4 148
-------- --------- ----- ----- ------- --------- -------- -----
Stock (calculated) turnover: 99 585.8 289
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[2009-07-20]