October 1, KASE repo trade volume reaches KZT 29.7 bn. (USD 196.5 m.)
01.10.09 18:32
/KASE, October 1, 09/ - Today regular trades on repo transaction market were
executed at Kazakhstan Stock Exchange (KASE) by "direct" and "auto" repo
method. 92 opening repo deals (in table - "Open") was made, volume of trades
(on concluded and executed opening deals) reached KZT 29,656.8 m.
($196,467.9 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.
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Yield of repo
transactions, % APR
Repo -----------------------------
transac- Weighted average
Deal tions ----------------- Volume
type term,days min. max. nominal effective m. tenge Deals
-------- --------- ----- ----- ------- --------- -------- -----
Open 0 3.00 10.22 3.25 133,1 3
Open* 1 0.20 5.00 0.91 0,92 16 043,0 68
Open* 4 0.50 0.80 0.78 0,79 2 460,0 5
Open* 7 1.00 15.00 1.12 1,14 10 927,0 12
Open* 14 2.00 2.00 2.00 2,02 84,0 2
Open 19 13.29 13.29 13.29 14,16 5,2 1
Open 32 0.80 0.80 0.80 0,80 4,5 1
-------- --------- ----- ----- ------- --------- --------
Subtotal 29,656,8 92
-------- --------- ----- ----- ------- --------- -------- -----
Close 0 3.00 10.22 3.25 133,1 3
Close 1 0.10 5.00 0.57 0,58 49 822,8 91
Close 2 0.50 1.00 0.91 0,92 3 400,2 6
Close 3 1.50 1.50 1.50 1,51 1 624,2 4
Close 7 1.00 10.00 7.66 8,03 38,1 4
Close 14 10.50 10.50 10.50 11,05 20,1 1
Close 30 12.01 12.01 12.01 12,70 7,1 1
Close 91 0.28 0.28 0.28 0,28 4,5 1
-------- --------- ----- ----- ------- --------- -------- -----
Total: 55,050.0 111
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Stock (calculated) turnover: 84,706.8 203
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[2009-10-01]