KASE repo trades volume on May 24 - KZT70.9 bn ($483.7 mln)
24.05.10 19:36
/IRBIS, May 24, 2010/ - Today regular trades on repo transaction market were
executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method. 87 opening repo deals (in table - "Open") were made, volume of trades
(on concluded and executed opening deals) made up KZT70,854.0 mln.
($483,744.3 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, % annual
Repo ------------------------------
transac- Weighted average
Deal tions ----------------- Volume
type term,days min. max. nominal effective m. tenge Deals
------- ---------- ------ ----- ------- --------- --------- -----
Open 1 0.10 2.00 0.86 0.86 44,821.0 70
Open 2 0.25 0.40 0.25 0.25 21,500.0 7
Open 3 0.30 0.50 0.34 0.34 2,500.0 2
Open 7 0.30 1.00 0.76 0.76 1,526.0 5
Open 28 1.00 1.00 1.00 1.00 507.0 3
------- ---------- ------ ----- ------- --------- --------- -----
Total: , , , , , 70,854.0 87
------- ---------- ------ ----- ------- --------- --------- -----
Close 1 0.10 1.00 0.55 0.55 13,623.6 28
Close 2 0.20 0.80 0.36 0.36 6,103.2 18
Close 3 0.20 0.80 0.37 0.37 27,500.8 14
Close 7 0.20 0.50 0.35 0.35 1,026.1 4
Close 28 12.00 12.00 12.00 12.69 9.1 1
------- ---------- ------ ----- ------- --------- --------- -----
Total: 48,262.8 65
------- ---------- ------ ----- ------- --------- --------- -----
Exchange,(calculated),turnover: 119,116.8 152
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[2010-05-24]