KASE repo trades volume on December 14 - KZT27.8 bn ($188.0 mln)
14.12.11 18:04
/IRBIS, December 14, 2011/ - Today regular trades on repo
transaction market were executed at Kazakhstan Stock Exchange
(KASE), by "nego" and "auto" methods 67 repo opening deals (in table
- "Open") were made. Volume of trades (on concluded and executed
opening deals) made up KZT 27,820.7 mln. ($188,028.7 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 0 0 0 0 6.3 1
Open* 1 0.40 8.00 0.55 0.55 16,702.0 36
Open* 6 0.30 4.00 0.46 0.46 1,225.0 3
Open* 7 0.16 1.00 0.41 0.41 9,749.0 16
Open 8 10.00 10.00 10.00 10.50 25.8 1
Open 12 0.00 0.00 0.00 0.00 3.6 1
Open* 14 9.00 9.00 9.00 9.40 15.0 2
Open* 28 2.00 5.50 3.94 4.03 45.0 4
Open* 30 5.50 7.30 6.75 6.97 49.0 3
------- ---------- ------ ----- ------- --------- -------- -----
Total: 27,820.7 67
------- ---------- ------ ----- ------- --------- -------- -----
Close 0 0.00 0.00 0.00 0.00 6.3 1
Close 1 0.03 0.10 0.06 0.06 13,200.0 16
Close 7 0.10 6.00 0.12 0.12 6,489.2 13
Close 14 8.00 8.00 8.00 8.32 33.1 3
Close 28 0.99 1.00 0.99 1.00 25.0 2
Close 30 6.50 7.50 7.13 7.37 54.3 4
Close 90 11.00 11.00 11.00 11.46 25.7 1
------- ---------- ------ ----- ------- --------- -------- -----
Total: 19,833.6 40
------------------------------- ------- --------- -------- -----
Exchange (calculated) turnover: 47,654.3 107
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[2011-12-14]