November 24, KASE repo trades volume - KZT 32.4 bn ($ 217.7 m)
24.11.09 20:57
/KASE, November 24, 09/ - Today regular trades on repo transaction market
were executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method. 109 opening repo deals (in table - "Open") were made, volume of trades
(on concluded and executed opening deals) made up KZT 32,380.7 m.
($217,686.7 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 0.20 1.19 0.22 450.41 2
Open 1 0.20 6.00 0.73 0.74 20,797.31 64
Open* 2 0.70 0.70 0.70 0.70 1,120.00 11
Open* 3 0.40 0.40 0.40 0.40 2,000.00 1
Open* 7 0.50 0.90 0.76 0.77 7,939.01 30
Open* 28 12.00 12.00 12.00 12.69 74.01 1
------- ---------- ------ ----- ------- --------- --------- -----
Total: 32,380.7 109
------- ---------- ------ ----- ------- --------- --------- -----
Close 0 0.20 1.19 0.22 450.4 2
Close 1 0.30 6.00 0.68 0.69 20,023.40 79
Close 4 4.30 6.16 4.31 4.40 876.83 5
Close 7 0.40 0.45 0.43 0.43 6,365.52 10
Close 14 0.70 12.00 1.59 1.65 269.21 2
Close 28 12.00 12.00 12.00 12.69 66.62 1
Close 291 0 0 0 0 104.00 1
------- ---------- ------ ----- ------- --------- --------- -----
total: 28,156.0 100
------- ---------- ------ ----- ------- --------- --------- -----
Exchange,(calculated),turnover: 60 536.7 209
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[2009-11-24]