January 11, KASE repo trades volume - KZT 24.1 bn ($ 162.8 m)
11.01.10 21:05
/KASE, January 11, 2010/ - Today regular trades on repo transaction market
were executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method. 53 opening repo deals (in table - "Open") were made, volume of trades
(on concluded and executed opening deals) made up KZT 24,118.0 m.
($162,794.6 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 0.23 0.23 16,740.0 40
Open 7 0.20 0.25 0.23 0.23 2,764.0 5
Open 14 0.62 0.62 0.62 0.62 4,000.0 1
Open 28 1.00 13.00 1.13 1.14 614.0 7
------- ---------- ------ ----- ------- --------- -------- -----
Total: , . . . 24,118.0 53
------- ---------- ------ ----- ------- --------- -------- -----
Close 1 0.10 5.00 0.39 0,39 9,704.1 36
Close 6 10.00 10.00 10.00 10,51 28.5 1
Close 14 0.40 0.90 0.76 0,76 2,798.8 4
Close 28 0.90 10.00 3.61 3,73 553.5 4
------- ---------- ------ ----- ------- --------- -------- -----
Total: 13,085.0 45
------- ---------- ------ ----- ------- --------- -------- -----
Exchange (calculated) turnover: 37,203.0 98
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[2010-01-11]