KASE repo trades volume on October 27 - KZT54.6 bn ($370.4 mln)
27.10.10 18:26
/IRBIS, October 27, 2010/ - Today regular trades on repo transaction market
were executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method. 76 opening repo deals (in table - "Open") were made. Volume of trades
(on concluded and executed opening deals) made up KZT54,647.0 mln.
($370,387.8 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 0.20 0.50 0.29 0.29 47,396.0 48
Open 3 0.30 0.30 0.30 0.30 744.0 2
Open 7 0.60 5.00 2.97 3.04 6,361.0 22
Open 14 1.00 1.00 1.00 1.00 132.0 2
Open 28 10.00 10.00 10.00 10.47 4.0 1
Open 30 8.00 8.00 8.00 8.30 10.0 1
------- ---------- ------ ----- ------- --------- --------- -----
Total: 54,647,0 76
------- ---------- ------ ----- ------- --------- --------- -----
Close 1 0.20 0.40 0.22 0.22 54,018.3 55
Close 2 0.20 0.30 0.20 0.21 4,608.1 7
Close 7 0.25 0.60 0.35 0.35 13,579.9 9
Close 14 0.25 2.50 2.15 2.18 3,591.0 9
------- ---------- ------ ----- ------- --------- --------- -----
Total 75,797.3 80
------- ---------- ------ ----- ------- --------- --------- -----
Exchange (calculated) turnover: 130,444.3 156
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[2010-10-27]