December 24, KASE repo trades volume - KZT 41.4 bn ($ 279.2 m)
24.12.09 22:28
/KASE, December 24, 09/ - Today regular trades on repo transaction market
were executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method. 102 opening repo deals (in table - "Open") were made, volume of trades
(on concluded and executed opening deals) made up KZT 41,427.1 m. ($
279,233.3 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 0.10 5.00 0.65 0.65 33,047.0 81
Open* 2 0.20 0.20 0.20 0.20 600.0 1
Open 3 0.11 0.20 0.15 0.15 893.0 3
Open* 7 0.30 0.90 0.32 0.33 5,425.0 9
Open* 14 0.40 8.00 0.49 0.49 1,105.0 5
Open* 28 0.80 1.30 0.93 0.93 357.0 3
------- ---------- ----- ------ ------- --------- -------- -----
Total: 41,427.1 102
------- ---------- ----- ------ ------- --------- -------- -----
Close 1 0.05 5.00 0.23 0.23 12,125.1 28
Close 2 3.00 3.00 3.00 3.05 1,595.4 3
Close 3 0.20 5.50 0.42 0.43 1,099.0 6
Close 14 7.50 13.00 8.22 8.57 23.1 3
Close 28 1.60 1.60 1.60 1.61 499.6 3
------- ---------- ----- ------ ------- --------- -------- -----
Total: 15,342.2 43
------- ---------- ----- ------ ------- --------- -------- -----
Exchange,(calculated),turnover: 56,769.3 145
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[2009-12-24]