November 26, KASE repo trades volume - KZT 33.8 bn ($227.5 m)
26.11.09 21:09
/KASE, November 26, 09/ - Today regular trades on repo transaction market
were executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method. 76 opening repo deals (in table - "Open") were made, volume of trades
(on concluded and executed opening deals) made up KZT 33,838.0 m.
($227,528.4 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 6.99 6.99 6.99 71.0 1
Open 1 0.10 11.00 0.54 0.55 24,188.0 55
Open* 7 0.50 15.00 0.76 0.77 9,046.0 15
Open* 28 1.60 1.60 1.60 1.61 499.0 3
Open 54 12.00 12.17 12.08 12.71 34.0 2
------- ---------- ------ ----- ------- --------- -------- -----
Total: 33,838.0 76
------- ---------- ------ ----- ------- --------- -------- -----
Close 0 6.99 6.99 6.99 71.0 1
Close 1 0.50 12.00 0.87 0.88 23,422.1 75
Close 2 0.70 0.70 0.70 0.70 1,120.0 11
Close 3 0.50 6.00 1.00 1.01 2,422.2 12
Close 7 0.50 15.00 3.67 3.92 332.2 3
Close 20 15.00 15.00 15.00 16.11 2.3 1
------- ---------- ------ ----- ------- --------- -------- -----
total: 27,369.9 103
------- ---------- ------ ----- ------- --------- -------- -----
Exchange,(calculated),turnover: 61,207.9 179
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[2009-11-26]