November 4, KASE repo trades volume - KZT 17.9 bn ($ 118.7 m)
04.11.09 20:36
/KASE, November 4, 09/ - Today regular trades on repo transaction market were
executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method. 67 opening repo deals (in table - "Open") were made, volume of trades
(on concluded and executed opening deals) made up KZT 17,904.5 m.
($118,722.5 th.). Trades results are shown in the table. Repo opening deals
executed by uninterrupted counter-auction method are marked with asterisk.
For the reference, 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* 1 0.10 5.00 0.30 0.30 12,520.0 27
Open* 5 1.20 1.20 1.20 1.21 275.0 1
Open 7 0.00 12.00 2.67 2.76 4,028.5 28
Open* 28 1.50 1.50 1.50 1.51 621.0 8
Open* 30 10.00 10.00 10.00 10.47 460.0 3
------- ---------- ------ ----- ------- --------- -------- -----
Total: 17,904.5 67
------- ---------- ------ ----- ------- --------- -------- -----
Close 1 0.30 7.00 0.42 0.42 17,199.2 50
Close 7 1.10 10.00 3.41 3.52 4,662.1 38
Close 13 9.16 9.16 9.16 9.57 11.0 1
Close 14 9.50 12.17 10.57 11.13 15.1 2
Close 28 7.00 7.00 7.00 7.23 13,371.4 7
------- ---------- ------ ----- ------- --------- -------- -----
total: 35,258.8 98
------- ---------- ------ ----- ------- --------- -------- -----
Exchange,(calculated),turnover: 53,163.3 165
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[2009-11-04]