KASE repo trades volume on December 30 - KZT18.7 bn ($125.9 mln)
30.12.11 18:51
/IRBIS, December 30, 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 KZT18,683.3
mln. ($125,898.3 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 5 0.50 8.00 0.98 0.99 7,821.3 20
Open* 7 0.25 10.00 1.10 1.11 9,858.0 22
Open* 14 2.00 2.00 2.00 2.02 500.0 1
Open* 28 2.00 5.00 2.02 2.04 504.0 2
------- ---------- ----- ------ ------- --------- -------- -----
Total: 18,683.3 45
------- ---------- ----- ------ ------- --------- -------- -----
Close 1 0.50 2.50 1.21 1.22 18,117.6 29
Close 2 2.00 2.00 2.00 2.02 500.1 1
Close 7 0.50 1.00 0.98 0.98 3,160.6 9
Close 28 5.00 5.15 5.13 5.26 47.2 5
------- ---------- ----- ------ ------- --------- -------- -----
Total: 21,825.5 44
------------------------------- ------- --------- -------- -----
Exchange (calculated) turnover: 40,508.8 89
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[2011-12-30]