KASE repo trades volume on November 1 - KZT48.9 bn ($331.7 mln)
01.11.10 20:30
/IRBIS, November 1, 2010/ - Today regular trades on repo transaction market
were executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method. 61 opening repo deals (in table - "Open") were made. Volume of trades
(on concluded and executed opening deals) made up KZT48,933.9 mln.
($331,732.7 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 0.00 0.00 0.00 7.9 1
Open 1 0.10 15.00 0.21 0.21 20,327.0 31
Open 3 0.30 0.30 0.30 0.30 500.0 2
Open 7 0.30 0.70 0.34 0.34 27,661.0 25
Open 14 1.24 1.24 1.24 1.25 434.0 1
Open 28 12.00 12.00 12.00 12.69 4.0 1
------- ---------- ------ ----- ------- --------- --------- -----
Total: 48,933.9 61
------- ---------- ------ ----- ------- --------- --------- -----
Close 0 0.00 0.00 0.00 0.00 7.9 1
Close 1 0.10 10.00 0.26 0.26 27,794.3 31
Close 2 0.20 0.45 0.25 0.25 20,410.6 16
Close 3 0.25 0.30 0.26 0.26 3,744.1 4
Close 7 0.25 5.00 1.52 1.55 12,034.5 26
Close 14 10.00 10.00 10.00 10.50 4.0 1
Close 28 11.00 11.00 11.00 11.58 4.0 1
Close 30 8.00 8.00 8.00 8.30 30.2 1
Total 64,029.6 81
------------------------------- ------- --------- --------- -----
Exchange (calculated) turnover: 112,963.5 142
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[2010-11-01]