November 12, KASE repo trades volume - KZT 10.8 bn ($71.8 m)
12.11.09 21:15
/KASE, November 12, 09/ - Today regular trades on repo transaction market
were executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method. 41 opening repo deals (in table - "Open") were made, volume of trades
(on concluded and executed opening deals) made up KZT 10,798.0 m.
($71,781.0 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 0 6.60 6.60 6.60 71.0 1
Open* 1 0.01 1.00 0.49 0.49 6,506.0 19
Open* 4 0.30 0.30 0.30 0.30 1,300.0 1
Open* 7 0.50 15.00 1.12 1.16 2,432.0 12
Open* 28 0.90 1.90 1.81 1.83 489.0 8
------- ---------- ------ ----- ------- --------- -------- -----
Total: 10,798.0 41
------- ---------- ------ ----- ------- --------- -------- -----
Close 0 6.60 6.60 6.60 71.0 1
Close 1 0.10 1.00 0.33 0.33 20,226.2 39
Close 3 0.20 0.20 0.20 0.20 489.0 1
Close 7 0.50 15.00 1.48 1.54 1,461.4 6
Close 14 9.00 9.00 9.00 9.40 57.2 2
Close 28 2.50 2.50 2.50 2.53 1,499.9 5
Close 31 24.95 24.95 24.95 27.98 23.5 1
------- ---------- ------ ----- ------- --------- -------- -----
total: 23,828.2 55
------- ---------- ------ ----- ------- --------- -------- -----
Exchange,(calculated),turnover: 34,626.2 96
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[2009-11-12]