KASE repo trades volume on October 5 - KZT60.8 bn ($411.9 mln)
05.10.10 19:02
/IRBIS, October 5, 2010/ - Today regular trades on repo transaction market were
executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method. 100 opening repo deals (in table - "Open") were made. Volume of trades
(on concluded and executed opening deals) made up KZT60,777.0 mln.
($411,935.9 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* 0 0.50 0.50 0.50 41.0 1
Open* 1 0.30 1.00 0.57 0.57 44,081.0 56
Open* 2 0.60 0.90 0.76 0.76 4,534.0 8
Open* 3 0.30 0.30 0.30 0.30 500.0 1
Open* 7 0.50 0.90 0.68 0.68 11,611.0 33
Open* 28 9.00 9.00 9.00 9.38 10.0 1
------- ---------- ----- ------ ------- --------- --------- -----
Total: 60,777.0 100
------- ---------- ----- ------ ------- --------- --------- -----
Close 0 0.50 0.50 0.50 41.0 1
Close 1 0.30 0.50 0.35 0.35 48,996.5 61
Close 5 8.00 8.00 8.00 8.32 11.0 1
Close 7 0.70 13.00 0.78 0.78 6,986.0 17
Total 56,034.6 80
------------------------------- ------- --------- --------- -----
Exchange (calculated) turnover: 116,811.6 180
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[2010-10-05]