January 12, KASE repo trades volume - KZT 47.0 bn ($ 317.3 m)
13.01.10 19:27
/KASE, January 13, 2010/ - Today regular trades on repo transaction market
were executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method. 61 opening repo deals (in table - "Open") were made, volume of trades
(on concluded and executed opening deals) made up KZT 46,980.0 m.
($317,261.0 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 7.79 7.79 7.79 , 10.0 1
Open* 1 0.05 5.00 0.18 0.18 11,324.0 30
Open* 7 0.20 10.00 0.38 0.39 28,600.0 16
Open* 14 0.40 12.00 0.96 0.99 6,657.0 11
Open* 28 1.00 1.00 1.00 1.00 365.0 2
Open* 30 13.00 13.00 13.00 13.80 24.0 1
------- ---------- ------ ----- ------- --------- -------- -----
Total: . . . . 46,980.0 61
------- ---------- ------ ----- ------- --------- -------- -----
Close 0 7.79 7.79 7.79 , 10.0 1
Close 1 0.09 5.00 0.38 0.38 7,177.1 28
Close 4 15.00 15.00 15.00 16.17 0.7 1
Close 7 0.20 12.00 0.91 0.95 9,929.7 18
Close 14 0.50 17.00 0.72 0.72 25,155.9 19
Close 52 13.00 13.00 13.00 13.75 29.3 6
Close 58 13.00 13.00 13.00 13.73 28.1 5
------- ---------- ------ ----- ------- --------- -------- -----
Total: 42,330.9 78
------- ---------- ------ ----- ------- --------- -------- -----
Exchange (calculated) turnover: 89,310.9 139
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[2010-01-13]