This indicator is the weighted average percentage rate on one day repo transactions opening deals on the automatic repo market in government securities of the Republic of Kazakhstan.
Unit of measure: % APR.
Indicators updated: real-time.
Indicator trend update time: real-time against the previous trading day.
This indicator is the weighted average seven days repo percentage rate on the automatic repo market in government securities of the Republic Kazakhstan.
Unit of measure: % APR.
Indicators updated: real-time.
Indicator trend update time: real-time against the previous trading day.
Monies are the trades subject in the automatic repo sector, money offering orders and money raising can be satisfied by any trades participant.
These market indicators show actual values of weighted average repo rate with different terms, set at KASE trades in government (GS) and corporate securities (CS) repo sectors as well as in automatic repo sector. The indicator takes in account volume of deals over opened repo with up to 14 days maturity. Due to specifics of Kazakhstan market these rates can be regarded as current value of "short money" on financial market, and therefore, indicator of short-term liquidity of money market participants. The rates are calculated only by results of trades held on the day the deals were concluded. Since borrowing period is less than two weeks, it makes no sense to use annual effective rate. Therefore, several indicators, arranged by their borrowing period, are shown in this sector, and corresponding nominal profitability is calculated. The borrowing period means repo term (days between opening and closing repo deals declared by participants). The calculation is made only on repo opening deals. The index covers rates of repo opened on the day of deals conclusion (not all repo deals opened on the floor). In case, participants open repos indexed to devaluation (opening and closing prices are declared in dollars, and settlement is made in tenge at the Exchange rate), then a corresponding indicator indicating (USD) instead of (KZT) appears in the section.
Indicators updated: each business day after closing of the trades from 5:00PM to 8:00PM (sometimes settlement may be delayed).
Indicators life span: 1 business day.
Indicators trend life span: 1 business day.
This indicator takes into account volumes of all opening deals on all operations of auto repo with GS and CS, as well as nego repo with GS and CS, regardless of repo operation term.
Unit of measure of volume indicator: m. KZT.
Indicators updated: each business day after closing of the trades from 5:30PM to 8:00PM (sometimes settlements may be delayed).
Indicators life span: 1 business day.
Indicators trend life span: 1 business day.