KASE repo trades volume on December 29 - KZT103.8 bn ($701.5 mln)
29.12.11 20:01
/IRBIS, December 29, 2011/ - Today regular trades on repo transaction
market were executed at Kazakhstan Stock Exchange (KASE), by "nego" and
"auto" methods 104 repo opening deals (in table - "Open") were made. Volume
of trades (on concluded and executed opening deals) made up KZT103,849.6
mln. ($701,496.6 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 1.21 1.22 18,117.0 29
Open* 6 0.10 1.10 0.29 0.29 14,600.0 7
Open 7 0.25 8.00 0.75 0.76 45,273.5 59
Open* 14 0.30 2.25 1.86 1.88 25,849.0 7
Open* 28 5.00 5.00 5.00 5.12 10.0 2
-------- ---------- ----- ----- ------- --------- --------- -----
Total: 103,849.6 104
-------- ---------- ----- ----- ------- --------- --------- -----
Close 1 0.03 8.00 1.09 1.10 44,085.3 57
Close 2 0.10 0.50 0.13 0.13 8,000.1 6
Close 7 0.40 9.00 0.86 0.87 6,753.1 19
Close 14 0.00 0.00 0.00 0.00 2.2 1
Close 28 5.00 5.00 5.00 5.12 5.0 1
-------- ---------- ----- ----- ------- --------- --------- -----
Total: 58,845.7 84
------------------------------- ------- --------- --------- -----
Exchange (calculated) turnover: 162,695.3 188
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[2011-12-29]