KASE repo trades volume on May 31 - KZT58.9 bn ($405.0 mln)
31.05.11 18:44
/IRBIS, May 31, 2011/ - Today regular trades on repo transaction
market were executed at Kazakhstan Stock Exchange (KASE) by
"nego" and "auto" repo method 87 opening repo deals (in table -
"Open") were made. Volume of trades (on concluded and executed
opening deals) made up KZT 58,903.5 mln. ($405,030.1 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 0.50 0.15 0.15 18,940.0 46
Open* 2 0.50 0.50 0.50 0.50 200.0 1
Open* 3 0.20 0.20 0.20 0.20 500.0 1
Open* 7 0.25 8.00 0.32 0.32 33,665.0 23
Open* 14 1.20 1.20 1.20 1.21 115.0 3
Open 24 14.00 14.00 14.00 14.95 1.5 1
Open* 28 1.20 1.20 1.20 1.21 5,482.0 12
------- ---------- ------ ----- ------- --------- -------- -----
Total: 58,903.5 87
------- ---------- ------ ----- ------- --------- -------- -----
Close 1 0.07 25.00 0.14 0.15 22,091.0 32
Close 7 0.35 8.00 0.86 0.87 6,798.1 12
Close 14 0.96 0.96 0.96 0.96 1,500.6 2
Close 28 1.20 5.50 1.22 1.23 3,563.3 7
Total: 33,953.0 53
------------------------------- ------- --------- -------- -----
Exchange (calculated) turnover: 92,856.6 140
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[2011-05-31]