KASE repo trades volume on October 5 - KZT57.9 bn ($390.8 mln)
06.10.11 15:54
/IRBIS, October 6, 2011/ - On October 5 regular trades on repo
transaction market were executed at Kazakhstan Stock Exchange
(KASE) by "nego" and "auto" repo methods 102 repo opening deals (in
table - "Open") were made. Volume of trades (on concluded and
executed opening deals) made up KZT 57,923.0 mln. ($390,843.7 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 1.24 4.00 2.69 2.73 44,435.0 73
Open 2 2.50 2.50 2.50 2.53 3,000.0 1
Open 5 2.00 2.00 2.00 2.02 632.0 2
Open 7 1.00 8.00 1.46 1.48 7,950.0 22
Open 28 1.50 5.00 1.61 1.63 1,905.0 3
Open 30 10.00 10.00 10.00 10.47 1.0 1
------- ---------- ------ ----- ------- --------- -------- -----
Total: 57,923.0 102
------- ---------- ------ ----- ------- --------- -------- -----
Close 1 0.30 1.60 1.00 1.00 28,483.8 49
Close 7 0.25 8.00 2.42 2.48 909.4 10
Close 28 1.25 5.00 1.32 1.33 2,007.0 5
------- ---------- ------ ----- ------- --------- -------- -----
Total: 31,400.3 64
------------------------------- ------- --------- -------- -----
Exchange (calculated) turnover: 89,323.3 166
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[2011-10-06]