OREANDA-NEWS. Kazakhstan Stock Exchange (KASE) put into operation on its website a new section devoted to indicators of the currency swap market – SWAP-1D (USD) and SWAP-2D (USD).

SWAP-1D (USD) is an indicator of profitability of one-day currency swap transactions USD/KZT, which represents the deal volume-weighted average yield on all opening deals for a particular currency swap with a term of one working day concluded in KASE trading system within a day.

SWAP-2D (USD) is an indicator of profitability of two-day currency swap transactions USD/KZT, which represents the deal volume-weighted average yield on all opening deals for a particular currency swap with a term of two working days concluded in KASE trading system within a day.

Values of indicators are re-calculated after conclusion of each deal on the respective currency swap market.

The Exchange began releasing data on SWAP-1D (USD) and SWAP-2D (USD) on the title page of its website in the indicators section one year ago due to an increased interest on the part of market participants and its regulator towards the conditions of the short money market.