Repo on KASE: day results
/IRBIS, Natalya Kuznetsova, September 19, 06/ - Today on Kazakhstan stock exchange (KASE) 208 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT51,846.9 m. Results of trades are given in the table. Repo opening transactions, which are made only through open-trade method, are marked with asterisk.
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Repo rate, % APR
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Type of Calendar weighted average Volume
repo terms, ------------------ KZT Number
deal days min max nominal effective m. of deals
--------- -------- ----- ----- ------- --------- -------- --------
Open 1 3.00 7.00 3.87 3.95 20,785.7 66
Open 2 4.50 5.00 4.70 4.81 250.0 3
Open 3 4.40 4.40 4.40 4.50 421.0 1
Open 6 6.08 6.08 6.08 6.27 4.5 1
Open 7 3.00 7.50 4.11 4.20 4,386.0 28
Open 8 8.00 8.00 8.00 8.32 300.0 1
Open 9 3.00 3.00 3.00 3.05 415.4 2
Open 10 3.00 3.00 3.00 3.05 207.7 1
Open 13 3.00 3.00 3.00 3.04 223.9 1
Open 14 6.50 6.50 6.50 6.71 300.0 1
Open 21 7.50 7.50 7.50 7.77 769.9 1
Open 28 6.80 6.80 6.80 7.02 108.0 2
Open 30 3.04 10.00 7.83 8.13 762.9 12
Open 91 10.00 10.00 10.00 10.38 300.0 1
--------- -------- ----- ----- ------- --------- -------- --------
Subtotal: 29,235.1 121
--------- -------- ----- ----- ------- --------- -------- --------
Close 1 2.00 9.00 3.60 3.67 15,066.8 44
Close 7 3.00 8.00 3.21 3.26 3,256.0 12
Close 14 5.00 7.00 5.88 6.05 1,851.6 17
Close 28 6.75 8.00 7.52 7.79 588.4 5
Close 29 9.49 9.49 9.49 9.91 17.3 1
Close 34 5.50 5.50 5.50 5.64 696.1 2
Close 47 12.05 12.05 12.05 12.69 304.7 2
Close 203 3.00 3.00 3.00 3.00 830.8 4
--------- -------- ----- ----- ------- --------- -------- --------
Subtotal: 22,611.8 87
--------- -------- ----- ----- ------- --------- -------- --------
TOTAL: 51,846.9 208
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By open trades method (in automatic repo sector) volume of 165 deals totaled KZT45,594.8 m., including 93 (KZT25,897.1 m.) repo opening deals and 72 repo closing deals (KZT19,697.7 m.). Indicator TONIA, according to trade results, totaled 3.63 and increased by 0.50 relative to the previous trade day.
Dynamics of repo rates (on repo opening deals for comparable terms):
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Term, calendar Today Previous day
days rate, % APR rate, % APR Trend
-------------- ----------- ------------ -----
1 3.87 3.61 +0.26
3 4.40 3.50 +0.90
7 4.11 5.12 -1.01
14 6.50 6.21 +0.29
28 6.80 4.30 +2.50
30 7.83 7.39 +0.44
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Positions of major categories of participants in the market of repo were as follows (based on net positions of opening transactions; in volumes "+" - borrowing. "-" - lending; trends in percents relative to previous trading day).
Pension market subjects: -31.0% (-KZT7,381.1 m.), 9 participants.
Second tier banks (STB):
- +KZT24,430.0 m. (borrowing, 6 banks); -KZT14,045.7 m. (lending 9 banks);
- on open trade market in GS (auto repo sector) +KZT11,546.0 m.; in CS repo sector -KZT1,161.7 m.;
- resulting balance totaled +KZT10,384.3 m. (on previous day it was equal to +KZT9,327.5 m.).
[2006-09-19]