KASE repo trades volume on October 13 - KZT70.1 bn ($474.5 mln)
13.10.11 18:01
/IRBIS, October 13, 2011/ - Today regular trades on repo transaction
market were executed at Kazakhstan Stock Exchange (KASE) by
"nego" and "auto" repo methods 112 repo opening deals (in table -
"Open") were made. Volume of trades (on concluded and executed
opening deals) made up KZT 70,093.3 mln. ($474,501.2 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 0.50 2.50 1.75 1.77 43,574.0 69
Open* 4 0.50 1.00 0.66 0.66 13,060.0 12
Open* 7 0.50 8.00 0.85 0.86 12,129.0 16
Open 8 9.99 10.00 10.00 10.50 3.3 4
Open* 14 6.00 8.00 7.38 7.65 291.0 3
Open* 28 1.30 5.50 1.32 1.33 1,004.0 4
Open 29 7.00 7.00 7.00 7.23 2.0 1
Open* 32 7.50 7.60 7.53 7.80 30.0 3
------- ---------- ------ ----- ------- --------- --------- -----
Total: 70,093.3 112
------- ---------- ------ ----- ------- --------- --------- -----
Close 1 0.35 2.00 0.74 0.75 37,715.8 46
Close 2 1.00 1.00 1.00 1.00 300.0 1
Close 3 0.70 1.40 1.17 1.17 4,500.4 5
Close 7 1.00 8.00 1.82 1.84 12,412.3 21
Close 14 6.00 8.00 7.38 7.65 291.8 3
Close 28 1.00 7.00 1.12 1.13 1,980.7 7
Close 30 7.00 7.00 7.00 7.23 10.1 1
Close 90 10.00 10.00 10.00 10.38 3.3 1
------- ---------- ------ ----- ------- --------- --------- -----
Total: 57,214.4 85
------------------------------- ------- --------- --------- -----
Exchange (calculated) turnover: 127,307.7 197
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[2011-10-13]