KASE repo trades volume on December 24 - KZT41.5 bn ($281.7 mln)
24.12.10 18:49
/IRBIS, December 24, 2010/ - Today regular trades on repo transaction market
were executed at Kazakhstan Stock Exchange (KASE) by "nego" and "auto" repo
method 71 opening repo deals (in table - "Open") were made. Volume of trades
(on concluded and executed opening deals) made up KZT41,451.0 mln.
($281,711.4 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 0.33 0.33 34,395.0 54
Open* 2 0.10 0.50 0.22 0.22 1,450.0 4
Open* 3 0.40 0.50 0.40 0.40 2,004.0 3
Open* 7 0.50 0.65 0.63 0.63 3,041.0 6
Open* 14 0.60 9.00 3.20 3.32 550.0 3
Open* 30 8.00 8.00 8.00 8.30 11.0 1
------- ---------- ------ ----- ------- --------- -------- -----
Total: 41,451.0 71
------- ---------- ------ ----- ------- --------- -------- -----
Close 1 0.15 0.50 0.33 0.33 29,934.3 39
Close 3 0.50 0.50 0.50 0.50 2,000.1 4
Close 14 9.00 9.00 9.00 9.40 199.7 1
Close 28 10.50 10.50 10.50 11.02 4.0 1
Total 32,138.1 45
------------------------------- ------- --------- -------- -----
Exchange (calculated) turnover: 73,589.1 116
----------------------------------------------------------------
[2010-12-24]