Indicators of the repo market
The Exchange calculates and posts the following indices and indicators of the repo market:
- TONIA - main risk-free benchmark on the money market
- TONIA Compounded - Series of derivative indicators of the money market on TONIA basis
- TRION and TWINA - additional indicators of the repo market
The risk-free rate selected by market participants within the framework of the working group on money market indicators with the participation of the European Bank for Reconstruction and Development and second-tier banks of the Republic of Kazakhstan, it represents the weighted average interest rate on repo opening transactions for a period of one business day concluded on the Exchange during the day in the sector of automatic repo with securities of the GS Basket with a cut-off of 5% of transactions with the lowest and highest returns
Change, month to date | -0,34 (-2,27 % ) |
Change, year to date | -1,57 (-9,70 % ) |
Maximum for 52 weeks | 16,19 |
Minimum for 52 weeks | 12,88 |
Historical maximum | 317,95 |
Historical minimum | 0,01 |
Volume of transactions, bln KZT | 515,48 |
Volume of transactions, mln USD | 985,30 |
Indicator update time: daily on business days after the end of trading from 17:30 to 20:00 (GMT +05:00),
Indicator change: calculated when the indicator is published relative to the value of the previous trading day