Repo on KASE: day results
/IRBIS, Ruslan Dzyubaylo, June 26, 07/ - Today on Kazakhstan stock exchange (KASE) 285 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT123,577.3 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 2.50 7.09 3.43 3.49 37,126.2 80
Open 2 4.00 7.00 4.60 4.71 6,220.0 9
Open* 3 5.00 5.60 5.52 5.67 1,154.0 4
Open 6 7.02 7.02 7.02 7.27 18.2 1
Open 7 5.00 9.00 8.36 8.72 10,052.0 23
Open 13 7.00 7.17 7.17 7.42 15.2 2
Open 14 7.00 9.50 8.10 8.43 2,240.1 13
Open 17 7.01 7.01 7.01 7.24 34.4 1
Open 24 9.00 9.00 9.00 9.39 123.4 1
Open* 28 8.50 11.00 10.63 11.17 350.0 3
Open 30 7.91 9.50 8.81 9.18 1,700.3 13
Open 62 9.30 9.30 9.30 9.65 206.0 1
Open 92 9.50 9.50 9.50 9.80 50.0 1
--------- -------- ----- ----- ------- --------- --------- --------
Subtotal: 59,289.8 152
--------- -------- ----- ----- ------- --------- --------- --------
Close 1 4.00 7.10 5.45 5.60 44,839.9 81
Close 5 9.00 9.00 9.00 9.41 3.2 1
Close 6 7.60 9.00 8.80 9.20 143.7 2
Close 7 7.00 9.00 8.75 9.14 15,570.3 23
Close 11 12.00 12.00 12.00 12.72 282.3 1
Close 14 3.00 9.00 7.78 8.10 1,764.9 13
Close 22 1.46 1.46 1.46 1.47 55.3 1
Close 27 7.50 7.50 7.50 7.76 331.8 2
Close 28 8.50 8.50 8.50 8.84 756.9 2
Close 46 3.00 3.00 3.00 3.04 10.0 1
Close 133 6.05 6.05 6.05 6.14 112.4 1
Close 144 3.01 3.01 3.01 3.04 42.5 1
Close 159 3.02 3.02 3.02 3.04 50.7 1
Close 167 5.10 5.10 5.10 5.16 61.4 1
Close 173 5.01 5.01 5.01 5.07 67.6 1
Close 180 4.82 4.82 4.82 4.88 194.5 1
--------- -------- ----- ----- ------- ---------
Subtotal: 64,287.5 133
--------- -------- ----- ----- ------- --------- --------- --------
TOTAL: 123,577.3 285
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By open trades method (in automatic repo sector) volume of 231 deals totaled KZT117,211.4 m. including 120 (KZT56,041.3 m.) repo opening deals and 111 repo closing deals (KZT61,170.2 m.) Indicator TONIA according to trade results totaled 3.34 and decreased relative to the previous trading day by 2.07.
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 3.43 5.44 -2.01
2 4.60 6.63 -2.03
3 5.52 5.50 +0.02
14 8.36 6.41 +1.95
28 8.10 8.43 -0.33
30 10.63 9.10 +1.53
92 8.81 14.31 -5.50
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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: +22.6% (-KZT9,334.0 m.), 8 participants.
Second tier banks (STB):
- +KZT53,143.0 m. (borrowing, 11 banks); -KZT29,658.3 m. (lending, 11 banks);
- on the open trade market in GS (automatic repo sector) +KZT22,620.0 m.; in CS sector +KZT564.7 m.;
- resulting balance totaled +KZT23,484.7 m. (on the previous day it was +KZT34,593.0 m.).
[2007-06-26]