KASE repo trades volume on November 23 - KZT52.9 bn ($359.1 mln)
23.11.11 18:01
/IRBIS, November 23, 2011/ - Today regular trades on repo
transaction market were executed at Kazakhstan Stock Exchange
(KASE) by "nego" and "auto" methods 85 repo opening deals (in table
- "Open") were made. Volume of trades (on concluded and executed
opening deals) made up KZT 52,916.0 mln. ($359,142.2 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 0.21 2.50 1.32 1.33 36,548.0 65
Open 2 0.50 1.50 1.30 1.31 10,045.0 11
Open 5 0.11 0.11 0.11 0.11 4,000.0 1
Open 7 0.50 0.50 0.50 0.50 2,050.0 6
Open 28 0.90 0.90 0.90 0.90 263.0 1
Open 30 7.50 7.50 7.50 7.76 10.0 1
-------- ---------- ----- ----- ------- --------- --------- -----
Total: 52,916.0 85
-------- ---------- ----- ----- ------- --------- --------- -----
Close 1 0.51 2.75 1.28 1.29 34,027.2 64
Close 2 0.10 0.10 0.10 0.10 2,800.0 2
Close 7 0.10 5.00 0.12 0.12 10,799.3 13
-------- ---------- ----- ----- ------- --------- --------- -----
Total: 47,626.5 79
------------------------------- ------- --------- --------- -----
Exchange (calculated) turnover: 100,542.5 164
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[2011-11-23]