KASE repo trades volume on September 6 - KZT50.0 bn ($339.7 mln)
06.09.10 19:10
/IRBIS, September 6, 2010/ - Today regular trades on repo transaction market
were executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method. 81 opening repo deals (in table - "Open") were made. Volume of trades
(on concluded and executed opening deals) made up KZT50,030.3 mln.
($339,694.9 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. % annual
Repo ------------------------------
transac- Weighted average
Deal tions ----------------- Volume
type term.days min. max. nominal effective m. tenge Deals
------- ---------- ------ ----- ------- --------- -------- -----
Open* 1 0.10 0.45 0.22 0.22 41,582.0 68
Open 2 0.20 0.50 0.34 0.34 665.2 3
Open* 7 0.27 11.00 0.30 0.30 7,668.0 8
Open* 28 12.00 12.00 12.00 12.69 5.0 1
Open* 30 10.00 10.00 10.00 10.47 110.0 1
------- ---------- ------ ----- ------- --------- -------- -----
Total: 50,030.3 81
------- ---------- ------ ----- ------- --------- -------- -----
Close 1 0.08 0.50 0.20 0.20 22,643.4 33
Close 2 0.15 0.50 0.29 0.29 1,374.0 12
Close 3 0.10 0.25 0.14 0.14 12,950.2 10
Close 14 0.60 0.60 0.60 0.60 118.0 1
Close 22 5.00 5.00 5.00 5.12 7.0 2
Close 30 10.00 10.00 10.00 10.47 110.9 1
Total 37,203.6 59
------------------------------- ------- --------- -------- -----
Exchange (calculated) turnover: 87,233.9 140
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[2010-09-06]