KASE repo trades volume on December 9 - KZT54.4 bn ($369.4 mln)
09.12.10 18:50
/IRBIS, December 9, 2010/ - Today regular trades on repo transaction market
were executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method. 86 opening repo deals (in table - "Open") were made. Volume of trades
(on concluded and executed opening deals) made up KZT54,448.8 mln.
($369,444.9 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.
----------------------------------------------------------------
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 2.00 0.21 0.22 27,111.0 33
Open* 2 0.40 0.50 0.45 0.45 2,020.0 6
Open* 3 0.32 0.40 0.35 0.35 4,000.0 7
Open* 7 0.31 10.00 0.97 1.00 20,875.0 33
Open* 14 5.00 10.00 9.08 9.50 399.0 4
Open 17 1.49 6.00 5.85 6.02 39.8 2
Open* 28 8.00 8.00 8.00 8.30 4.0 1
------- ---------- ------ ----- ------- --------- -------- -----
Total: 54,448.8 86
------- ---------- ------ ----- ------- --------- -------- -----
Close 1 0.10 0.25 0.20 0.20 26,452.1 31
Close 4 6.00 6.00 6.00 6.18 8.1 1
Close 5 6.00 6.00 6.00 6.18 3.5 1
Close 7 0.35 10.00 1.58 1.64 10,714.3 22
Close 13 6.00 6.00 6.00 6.18 4.8 1
Close 14 1.00 10.00 4.37 4.55 933.6 6
Close 24 6.00 6.00 6.00 6.17 21.3 1
Close 26 6.00 6.00 6.00 6.17 25.3 1
Close 28 11.00 11.00 11.00 11.58 6.1 2
Total 38,169.1 66
------------------------------- ------- --------- -------- -----
Exchange (calculated) turnover: 92,617.9 152
----------------------------------------------------------------
[2010-12-09]