15 March 2025, 18:48
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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
Indices/
Money market/
Repo
TONIA
TRION
TWINA
TONIA Compounded
REPGCC_1D

TCI

1,7496159659
+0,04
Time of recent data:
00:00

TCR_1M

15,02
+0,21
Time of recent data:
00:00

TCR_3M

15,12
+0,06
Time of recent data:
00:00

TCR_6M

14,88
+0,10
Time of recent data:
00:00

TCI (TONIA Composite Index) is a TONIA composite index calculated every calendar day based on the last calculated value of the TONIA indicator.

TCR (TONIA Compounded Rate) is a compound TONIA rate calculated every calendar day based on TCI values. The calculation uses a sliding window equal to the actual number of calendar days in the billing period. 

TCR is calculated for the following periods: one month (TCR_1M), three months (TCR_3M), six months (TCR_6M)

Indicator update time: daily on business days after the end of trading from 18:00 to 20:00 (GMT +05:00),

Indicator change: calculated when the indicator is published relative to the value of the previous trading day

Archive

Actual information

ADDITIONAL MATERIAL Methodology of calculation of repo transactions market indicators
INFORMATION Auction Viewing
FOR INVESTORS Financial instruments
INFORMATION KASE Rules
ADDITIONAL MATERIAL Rules of execution of repo transactions
FOR MEMBERS Trading and Clearing Shedule