KASE repo trades volume on October 20 - KZT56.8 bn ($385.0 mln)
20.10.10 18:43
/IRBIS, October 20, 2010/ - Today regular trades on repo transaction market
were executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method. 63 opening repo deals (in table - "Open") were made. Volume of trades
(on concluded and executed opening deals) made up KZT58,813.0 mln.
($385,052.5 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.
-----------------------------------------------------------------
Yield of repo
transactions. % annual
Repo ------------------------------
transac- Weighted average
Deal tions ----------------- Volume
type term.days min. max. nominal effective m. tenge Deals
------- ---------- ------ ----- ------- --------- --------- -----
Open* 1 0.00 1.00 0.23 0.23 39,697.0 44
Open* 2 0.25 0.55 0.35 0.35 3,376.0 7
Open* 7 0.25 0.60 0.35 0.35 13,579.0 9
Open* 14 0.70 0.70 0.70 0.70 90.0 1
Open* 28 1.00 1.00 1.00 1.00 60.0 1
Open 49 25.00 25.00 25.00 27.85 11.0 1
------- ---------- ------ ----- ------- --------- --------- -----
Total: 56,813.0 63
------- ---------- ------ ----- ------- --------- --------- -----
Close 1 0.20 0.45 0.27 0.27 32,378.3 38
Close 7 0.45 0.70 0.56 0.56 13,162.4 15
Close 28 12.10 12.10 12.10 12.80 6.1 2
Total 45,546.7 55
------------------------------- ------- --------- --------- -----
Exchange (calculated) turnover: 102,359.8 118
-----------------------------------------------------------------
[2010-10-20]