KASE repo trades volume on May 20 - KZT57.7 bn ($394.0 mln)
20.05.10 19:49
/IRBIS, May 20, 2010/ - Today regular trades on repo transaction market were
executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method. 98 opening repo deals (in table - "Open") were made, volume of trades
(on concluded and executed opening deals) made up KZT57,747.0 mln.
($394,043.1 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, % annual
Repo ------------------------------
transac- Weighted average
Deal tions ----------------- Volume
type term,days min. max. nominal effective m. tenge Deals
------- ---------- ------ ----- ------- --------- --------- -----
Open 1 0.20 1.00 0.34 0.34 45,268.0 53
Open 2 0.20 0.20 0.20 0.20 1,742.0 3
Open 3 0.20 0.20 0.20 0.20 1,000.0 1
Open 7 0.30 12.00 1.69 1.76 8,777.0 36
Open 14 0.70 10.00 3.12 3.25 960.0 5
------- ---------- ------ ----- ------- --------- --------- -----
Total: 57,747.0 98
------- ---------- ------ ----- ------- --------- --------- -----
Close 1 0.10 0.28 0.22 0.22 39,587.2 40
Close 3 0.18 0.30 0.22 0.22 1,500.0 2
Close 7 0.20 10.00 2.39 2.50 5,835.7 34
Close 14 0.70 10.00 4.28 4.48 651.1 4
Close 30 10.50 10.50 10.50 11.02 15.1 1
------- ---------- ------ ----- ------- --------- --------- -----
Total: 47,589.2 81
------- ---------- ------ ----- ------- --------- --------- -----
Exchange,(calculated),turnover: 105,336.2 179
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[2010-05-20]