KASE repo trades volume on May 27 - KZT751.9 bn ($353.9 mln)
27.05.10 20:44
/IRBIS, May 27, 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 KZT51,859.0 mln.
($353,942.2 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 9.99 0.35 0.36 47,812.0 62
Open* 7 0.40 12.00 4.68 4.91 2,785.0 20
Open* 28 1.00 1.10 1.08 1.08 1,298.0 5
------- ---------- ------ ----- ------- --------- --------- -----
Total: 51,895,0 87
------- ---------- ------ ----- ------- --------- --------- -----
Close 1 0.01 7.02 0.30 0.30 66,626.6 59
Close 3 0.30 0.50 0.34 0.34 2,500.1 2
Close 7 0.30 12.00 1.71 1.78 8,611.8 35
Close 10 10.00 10.00 10.00 10.50 8.0 1
Close 14 0.65 9.50 0.84 0.85 1,079.4 6
Close 45 2.00 2.00 2.00 2.02 39.6 8
Total: 78,865.4 111
------------------------------- ------- --------- --------- -----
Exchange (calculated) turnover: 130,760.4 198
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[2010-05-27]