Repo transactions market volume decreased by 8.4 % and made up KZT9.0 trln ($62.3 bn) at KZT18.3 trln ($126.0 m) turnover in 10 months of 2009
02.11.09 16:46
/KASE, November 2, 09/ - In ten months of 2009 repo transactions market trade
volume on Kazakhstan Stock Exchange (KASE) made up KZT9,031.8 bn
(USD62,307.4 m) and decreased against the similar 2008 period by 8.4 %
(24.0 % in USD).
In comparison with the previous ten month period (March-December 2008)
trades volume decreased by 22.1 % (35.3 % in USD).
The table below shows trades volume (calculated on raised amounts) in this
exchange market sector in 2009 with breakdown by month and sector, and
comparative data of 2008 (KZT bn, unless otherwise specified).
---------------------------------------------------------------
Auto repo Nego repo Trade volume
---------------- ------------ -----------------
Year, ------- ------- ----- ----- ------- --------
month CS GS CS GS bn KZT m USD
------------ ------- ------- ----- ----- ------- --------
2009, I 143.1 1,056.3 88.6 5.1 1,293.0 10,659.2
2009, II 119.1 988.2 132.0 4.8 1,244.2 8,535.7
2009, III 78.0 738.6 40.5 2.0 859.1 5,699.1
2009, IV 87.3 727.2 120.8 14.4 949.7 6,303.2
2009, V 65.4 559.0 148.8 9.4 782.5 5,205.7
2009, VI 23.3 706.1 56.4 15.2 800.9 5,327.6
2009, VII 19.7 848.8 58.0 22.4 949.0 6,299.6
2009, VIII 18.4 605.8 45.8 10.8 680.8 4,515.4
2009, IX 21.0 713.2 30.4 12.6 777.1 5,150.7
2009, X 18.6 643.4 27.7 5.5 695.3 4,611.3
------------ ------- ------- ----- ----- ------- --------
Total 593.8 7,586.7 749.0 102.3 9,031.8 62,307.4
structure, % 6.6 84.0 8.3 1.1 100.0 100.0
------------ ------- ------- ----- ----- ------- --------
2008, I-X 1,327.9 7,855.2 588.3 87.7 9,859.2 82,022.3
Trend, % -55.3 -3.4 +27.3 +16.6 -8.4 -24.0
---------------------------------------------------------------
CS - corporate serial securities;
GS - government serial securities;
nego repo - repo transactions carried out directly (with conclusion of nego
opening and closing repo deals).
The table below shows the exchange (calculated) turnover (calculated on all
executed opening and closing repo deals) in the exchange market sector in 2009
with breakdown by month and sector, and comparative data of 2008 (KZT bn,
unless otherwise specified).
--------------------------------------------------------------------
Auto repo Nego repo Exchange
(calculated) turnover
----------------- -------------- ---------------------
Year, ------- -------- ------- ----- --------- ----------
month CS GS CS GS bn KZT m USD
---------- ------- -------- ------- ----- --------- ----------
2009, I 288.4 2,117.2 182.5 14.2 2,602.4 21,453.8
2009, II 277.0 2,036.6 256.0 9.0 2,578.7 17,619.1
2009, III 170.4 1,515.7 91.5 5.3 1,783.0 11,829.2
2009, IV 171.2 1,465.2 219.1 24.3 1,879.8 12,475.9
2009, V 146.2 1,129.3 288.9 21.9 1,586.3 10,552.5
2009, VI 46.9 1,398.7 111.9 33.2 1,590.6 10,580.3
2009, VII 40.7 1,693.0 115.1 34.1 1,882.9 12,498.2
2009, VIII 36.9 1,215.0 114.5 23.9 1,390.3 9,220.9
2009, IX 42.2 1,423.7 64.6 20.9 1,551.4 10,282.4
2009, X 36.8 1,318.9 57.7 9.7 1,423.1 9,438.8
---------- ------- -------- ------- ----- --------- ----------
Total 1,256.6 15,313.4 1,502.0 196.5 18,268.4 125,951.1
---------- ------- -------- ------- ----- --------- ----------
2008, I-X 2,630.1 15,719.4 1,145.0 168.6 19,663.1 163,583.0
trend, % -52.2 -2.6 +31.2 +16.5 -7.1 -23.0
--------------------------------------------------------------------
The data on individual months in the tables above may differ from those
published by KASE due to cancellation of some deals by respective parties.
KASE reminds that from January 1, 2009, KASE switched to a new methodology
of consolidated trading statistics for the reported period based on application of
two indicators:
- trade volume (this is a new indicator showing total gross volume of deals);
- exchange (calculated) turnover (this is a traditional indicator which was
released earlier as "volume of trades", "exchange turnover", "trades volume",
"total volume of deals" and other similar in meaning names).
The indicators may be distinguished on repo transactions market and currency
swap transactions market, as each of such transactions are comprised of two
deals - opening and closing deals.
The volume of trades on repo transactions market and currency swap
transactions market shall comprise only opening deals (currency swap
transactions opening deals - provided such transactions are carries out in the
exchange market sector specifically launched for such purposes). That is an
indicator of trade volume currently shall account only sums attracted on repo
transactions and currency swap transactions.
The exchange (calculated) KASE turnover, as earlier, counts volumes (in tenge
with subsequent recalculation in dollar equivalent) of all executed repo
transactions closing deals and currency swap transactions closing deals; at that
only deals falling on to the reporting period shall be accounted for.
The purpose of described changes is bringing KASE statistical reports into line
with standards mostly used in the world exchange practice. Results of the
researches made by KASE show exchanges use the indicator of volume of trades
when publishing statistics.
In 2009 KASE is planning to publish both indicators (in comparison with existing
historical date), and beginning 2010 shall publish only trades volume indicating
the exchange (calculated) turnover value in specialized reports only.
[2009-11-02]