December 2, KASE repo trades volume - KZT 33.2 bn ($ 223.6 m)
02.12.09 20:33
/KASE, December 2, 09/ - Today regular trades on repo transaction market were
executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method. 97 opening repo deals (in table - "Open") were made, volume of trades
(on concluded and executed opening deals) made up KZT 33,248.0 m.
($223,606.4 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 0.20 0.20 0.20 966.0 13
Open* 1 0.05 6.00 0.51 0.52 11,875.0 42
Open* 3 0.40 0.40 0.40 0.40 2,000.0 12
Open* 7 0.20 10.00 0.56 0.58 17,229.0 18
Open* 14 0.50 10.00 1.26 1.29 1,178.0 12
------- ---------- ------ ----- ------- --------- -------- -----
Total: 33,248.0 97
------- ---------- ------ ----- ------- --------- -------- -----
Close 0 0.20 0.20 0.20 966.0 13
Close 1 0.10 5.50 0.39 0.39 18,427.2 58
Close 2 0.40 0.40 0.40 0.40 400.0 1
Close 7 0.60 10.00 0.89 0.91 17,520.0 20
Close 14 1.00 1.00 1.00 1.00 90.0 1
Close 28 1.50 1.50 1.50 1.51 621.7 8
Close 30 10.00 10.00 10.00 10.47 64.5 1
Close 62 8.33 8.33 8.33 8.62 8.2 1
------- ---------- ------ ----- ------- --------- -------- -----
total: 38,097.7 103
------- ---------- ------ ----- ------- --------- -------- -----
Exchange,(calculated),turnover: 71,345.7 200
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[2009-12-02]