November 17, KASE repo trades volume - KZT 35.8 bn ($240.3 m)
17.11.09 21:10
/KASE, November 17, 09/ - Today regular trades on repo transaction market
were executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method. 103 opening repo deals (in table - "Open") were made, volume of trades
(on concluded and executed opening deals) made up KZT 35,840.8 m.
($240,268.1 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 0,05 9,83 1,61 1,65 27 410,8 87
Open 2 9,11 9,11 9,11 9,54 7,0 1
Open 3 5,96 5,96 5,96 6,14 4,5 1
Open* 7 0,40 0,45 0,43 0,43 6 365,0 10
Open* 28 2,00 2,00 2,00 2,02 2 000,0 2
Open 31 12,00 12,00 12,00 12,68 53,4 2
------- ---------- ------ ----- ------- --------- -------- -----
Total: 35 840,8 103
------- ---------- ------ ----- ------- --------- -------- -----
Close 1 0,01 3,00 0,31 0,31 17 878,3 36
Close 7 0,50 0,70 0,55 0,55 10 103,1 17
Close 14 1,95 2,00 1,95 1,97 410,3 5
Close 56 20,00 20,00 20,00 21,74 4,3 1
Close 90 12,12 12,12 12,12 12,68 56,1 2
------- ---------- ------ ----- ------- --------- -------- -----
total: 28 452,1 61
------- ---------- ------ ----- ------- --------- -------- -----
Exchange,(calculated),turnover: 64 292,9 164
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[2009-11-17]