KASE repo trades volume on November 15 - KZT54.5 bn ($369.1 mln)
15.11.10 18:20
/IRBIS, November 15, 2010/ - Today regular trades on repo transaction market
were executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method. 48 opening repo deals (in table - "Open") were made. Volume of trades
(on concluded and executed opening deals) made up KZT54,519.0 mln.
($369,144.9 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 0.17 0.17 29,515.0 27
Open* 2 0.15 0.39 0.16 0.16 3,950.0 3
Open* 7 0.31 0.65 0.35 0.36 21,054.0 18
------- ---------- ------ ----- ------- --------- --------- -----
Total: 54,519.0 48
------- ---------- ------ ----- ------- --------- --------- -----
Close 1 0.10 0.40 0.17 0.17 29,762.4 23
Close 2 0.20 0.39 0.30 0.30 573.0 3
Close 3 0.15 0.31 0.22 0.22 2,692.1 4
Close 7 0.30 0.70 0.35 0.35 20,425.4 16
Close 14 1.24 1.24 1.24 1.25 434.2 1
Close 28 10.00 10.00 10.00 10.47 6.1 2
Total 53,893.2 49.0
------------------------------- ------- --------- --------- -----
Exchange (calculated) turnover: 108,412.2 97
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[2010-11-15]