KASE repo trades volume on October 28 - KZT54.2 bn ($367.6 mln)
28.10.11 18:17
/IRBIS, October 28, 2011/ - Today regular trades on repo transaction
market were executed at Kazakhstan Stock Exchange (KASE) by
"nego" and "auto" repo methods 62 repo opening deals (in table -
"Open") were made. Volume of trades (on concluded and executed
opening deals) made up KZT 54,239.0 mln. ($367,622.5 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 3 0.03 0.49 0.08 0.08 24,637.0 32
Open 7 0.15 8.00 0.30 0.30 25,804.0 22
Open 14 0.25 0.40 0.28 0.28 3,702.0 5
Open 28 1.50 1.50 1.50 1.51 75.0 2
Open 31 8.00 8.00 8.00 8.30 21.0 1
-------- ---------- ----- ----- ------- --------- --------- -----
Total: 54,239.0 62
-------- ---------- ----- ----- ------- --------- --------- -----
Close 1 0.10 1.25 0.67 0.67 19,821.4 39
Close 2 0.10 0.55 0.10 0.10 4,203.0 3
Close 3 0.20 0.20 0.20 0.20 995.0 3
Close 7 0.35 0.60 0.37 0.37 30,152.1 13
Close 14 2.00 2.00 2.00 2.02 20.0 1
Close 28 1.20 1.50 1.32 1.33 1,651.7 5
-------- ---------- ----- ----- ------- --------- --------- -----
Total: 56,843.2 64
------------------------------- ------- --------- --------- -----
Exchange (calculated) turnover: 111,082.3 126
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[2011-10-28]