Repo on KASE: day results
/IRBIS, Vitaliy Tomskiy, August 8, 07/ - Today on Kazakhstan stock exchange (KASE) 266 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ102,827.1 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 10.00 5.10 5.25 47,379.1 90
Open 5 8.99 8.99 8.99 9.40 100.0 1
Open 7 7.00 13.37 9.23 9.67 14,240.2 30
Open 14 8.00 9.50 8.40 8.75 752.8 16
Open 20 9.00 9.00 9.00 9.39 1.9 1
Open 23 14.07 14.07 14.07 15.03 800.4 1
Open 28 9.00 14.00 10.54 11.09 750.2 5
Open* 30 9.50 11.00 9.67 10.11 450.0 3
Open 33 1.50 12.00 6.76 7.06 76.3 6
Open 43 9.50 9.50 9.50 9.90 40.1 1
Open 61 9.00 10.50 9.65 10.03 31.0 9
Open 112 7.99 7.99 7.99 8.20 400.0 1
Open 180 10.00 10.00 10.00 10.25 1.2 1
-------- -------- ----- ----- ------- --------- --------- --------
Subtotal 65,023.2 165
-------- -------- ----- ----- ------- --------- --------- --------
Close 8.06 8.06 8.06 , 130.2 1
Close 1 0.00 7.50 6.85 7.09 31,698.3 70
Close 2 5.01 5.01 5.01 5.14 122.4 4
Close 7 9.00 9.00 9.00 9.41 3,005.2 2
Close 14 8.50 8.50 8.50 8.86 27.1 2
Close 20 10.00 10.00 10.00 10.49 2.9 1
Close 21 7.51 7.51 7.51 7.78 52.5 1
Close 28 8.00 9.50 8.89 9.26 2,167.8 10
Close 30 8.00 8.00 8.00 8.30 252.7 1
Close 33 9.99 9.99 9.99 10.46 4.2 1
Close 49 8.50 8.50 8.50 8.82 40.2 1
Close 56 9.00 9.00 9.00 9.35 33.5 1
Close 58 10.00 10.00 10.00 10.43 3.6 1
Close 76 9.50 9.50 9.50 9.84 106.6 1
Close 90 9.00 9.00 9.00 9.31 12.3 1
Close 273 3.02 3.02 3.02 3.02 73.7 1
Close 306 3.09 3.09 3.09 3.09 66.5 1
Close 310 3.03 3.03 3.03 3.03 4.3 1
-------- -------- ----- ----- ------- --------- --------- --------
Subtotal 37,803.9 101
-------- -------- ----- ----- ------- --------- --------- --------
Total 102,827.1 266
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By open trades method (in automatic repo sector) volume of 195 deals totaled KZT96,762.7 m. including 112 (KZT59,612.1 m.) repo opening deals and 83 repo closing deals (KZT37,150.7 m.) Indicator TONIA according to trade results totaled 5.02 and decreased relative to the previous trading day by 1.87.
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 5.10 6.85 -1.75
7 9.23 9.00 +0.23
14 8.40 9.89 -1.49
28 10.54 8.25 +2.29
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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: -9,2% (-KZT10,143.0 m.), 7 participants.
Second tier banks (STB):
- +KZT60,839.4 m. (borrowing, 12 banks); -KZT44,532.3 m. (lending, 8 banks);
- on the open trade market in GS (automatic repo sector) +KZT15,129.0 m.; in CS repo sector + KZT1,200.0 m.; in GS nego deals sector - KZT21.9 m.
- resulting balance totaled +KZT16,307.1 m. (on the previous day it was +KZT19,586.0 m.).
[2007-08-08]