KASE repo trades volume on August 16 - KZT84.9 bn ($577.9 mln)
17.08.11 16:18
/IRBIS, August 17, 2011/ - August 16 regular trades on repo
transaction market were executed at Kazakhstan Stock Exchange
(KASE) by "nego" and "auto" repo method 77 repo opening deals (in
table - "Open") were made. Volume of trades (on concluded and
executed opening deals) made up KZT 84,884.9 mln. ($577,881.0 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 0.20 1.50 0.71 0.71 70,840.0 56
Open* 2 0.60 0.60 0.60 0.60 250.0 1
Open* 3 0.50 0.60 0.57 0.57 1,420.0 4
Open* 7 0.50 5.00 0.53 0.53 11,008.0 11
Open 10 0.01 0.01 0.01 0.01 14.9 1
Open* 28 1.00 1.50 1.37 1.38 1,352.0 4
-------- ---------- ----- ----- ------- --------- --------- -----
Total: 90.003.0 85
-------- ---------- ----- ----- ------- --------- --------- -----
Close 0.28 0.50 , 5
Close 1 0.20 2.00 0.33 0.33 66,483.6 43
Close 7 0.25 6.00 0.92 0.92 6,332.1 13
Close 28 1.10 1.10 1.10 1.11 1,986.7 5
Total: 74,802.4 66
------------------------------- ------- --------- --------- -----
Exchange (calculated) turnover: 159,687.3 143
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[2011-08-15]