KASE repo trades volume on November 9 - KZT23.3 bn ($157.7 mln)
09.11.11 18:06
/IRBIS, November 9, 2011/ - Today regular trades on repo transaction
market were executed at Kazakhstan Stock Exchange (KASE) by
"nego" and "auto" methods 45 repo opening deals (in table - "Open")
were made. Volume of trades (on concluded and executed opening
deals) made up KZT 23,325.2 mln. ($157,698.4 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 0.07 0.15 0.09 0.09 15,954.0 23
Open 4 9.00 9.00 9.00 9.41 14.7 1
Open* 7 0.10 0.15 0.13 0.13 6,714.0 11
Open* 28 1.00 5.00 1.13 1.14 531.0 3
Open* 30 8.00 8.00 8.00 8.30 96.0 5
Open 44 8.98 10.00 9.72 10.15 15.4 2
------- ---------- ----- ------ ------- --------- -------- -----
Total: 23,325.2 45
------- ---------- ----- ------ ------- --------- -------- -----
Close 1 0.05 0.12 0.10 0.10 8,829.0 15
Close 7 0.20 8.00 0.35 0.36 7,658.5 17
Close 28 1.40 5.50 1.71 1.72 552.7 4
------- ---------- ----- ------ ------- --------- -------- -----
Total: 17,040.3 36
------------------------------- ------- --------- -------- -----
Exchange (calculated) turnover: 40,365.4 81
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[2011-11-09]