December 14, KASE repo trades volume - KZT 24.2 bn ($ 162.4 m)
14.12.09 18:40
/KASE, December 14, 09/ - Today regular trades on repo transaction market
were executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method. 77 opening repo deals (in table - "Open") were made, volume of trades
(on concluded and executed opening deals) made up KZT 24,159.9 m.
($162,364.8 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 0.30 0.30 0.30 150.0 2
Open* 1 0.15 5.00 0.44 0.45 15,337.0 52
Open 3 3.00 3.00 3.00 3.04 38.9 1
Open* 7 0.20 6.00 0.30 0.30 7,582.0 16
Open* 14 0.40 0.40 0.40 0.40 500.0 2
Open* 28 0.90 10.00 3.61 3.72 552.0 4
------- ---------- ------ ----- ------- --------- -------- -----
Total: 24,159.9 77
------- ---------- ------ ----- ------- --------- -------- -----
Close 0 0.30 0.30 0.30 150.0 2
Close 1 0.10 5.50 0.82 0.82 26,595.8 70
Close 2 0.30 0.48 0.37 0.38 290.0 4
Close 3 0.10 0.10 0.10 0.10 273.0 1
Close 7 0.25 0.80 0.51 0.51 7,024.7 11
Close 14 0.50 1.50 0.65 0.65 2,043.5 4
Close 28 5.00 10.00 6.83 7.08 253.3 3
Close 34 12.05 12.05 12.05 12.72 23.1 1
Close 63 0.50 0.50 0.50 0.50 765.7 4
------- ---------- ------ ----- ------- --------- -------- -----
Total: 37,419.2 100
------- ---------- ------ ----- ------- --------- -------- -----
Exchange,(calculated),turnover: 61,579.1 177
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[2009-12-14]