KASE repo trades volume on December 15 - KZT73.7 bn ($500.1 mln)
15.12.10 18:18
/IRBIS, December 15, 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 KZT73,722.0 mln.
($500,081.5 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.
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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 0.75 0.31 0.31 42,800.0 44
Open* 2 0.35 0.40 0.38 0.38 2,100.0 6
Open* 7 0.30 5.00 0.53 0.53 27,869.0 20
Open* 14 0.50 5.00 1.74 1.77 953.0 6
------- ---------- ------ ----- ------- --------- --------- -----
Total: 73,722.0 76
------- ---------- ------ ----- ------- --------- --------- -----
Close 1 0.10 0.79 0.33 0.33 36,412.3 47
Close 2 0.40 0.40 0.40 0.40 766.0 3
Close 7 0.30 8.00 2.48 2.53 3,017.4 10
Close 15 8.00 8.00 8.00 8.31 12.1 1
Close 28 10.50 10.50 10.50 11.02 4.0 1
Total 40,211.9 62
------------------------------- ------- --------- --------- -----
Exchange (calculated) turnover: 113 933.9 138
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[2010-12-15]