January 27, KASE repo trades volume - KZT52.8 bn ($356.4 m)
27.01.10 18:56
/KASE, January 27, 2010/ - Today regular trades on repo transaction market
were executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method. 86 opening repo deals (in table - "Open") were made, volume of trades
(on concluded and executed opening deals) made up KZT52,775.5 m.
($356,422.9 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 3.11 3.11 3.11 126.0 1
Open* 1 0.09 5.00 0.10 0.10 43,169.0 46
Open* 2 0.15 0.15 0.15 0.15 350.0 1
Open* 7 0.20 10.00 1.00 1.04 3,814.0 18
Open* 14 0.58 12.00 1.16 1.18 5,203.0 18
Open 22 8.50 8.50 8.50 8.85 7.5 1
Open* 30 10.00 10.00 10.00 10.47 106.0 1
------- ---------- ------ ----- ------- --------- --------- -----
Total: 52,775.5 86
------- ---------- ------ ----- ------- --------- --------- -----
Close 0 3.11 3.11 3.11 126.0 1
Close 1 0.05 5.00 0.10 0.10 53,168.2 44
Close 2 0.20 0.20 0.20 0.20 200.0 1
Close 7 0.20 10.00 0.83 0.86 7,471.2 23
Close 14 0.40 12.00 0.97 0.99 6,659.5 11
------- ---------- ------ ----- ------- --------- --------- -----
Total: 67,624.8 80
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Exchange (calculated) turnover: 120,400.4 166
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[2010-01-27]