Repo on KASE: day results
/IRBIS, Ruslan Dzyubaylo, November 5, 07/ - Today on Kazakhstan stock exchange (KASE) 460 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ130,569.2 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 intraday 0.00 0.36 0.01 X 50.7 2
Open 1 0.00 11.75 3.05 3.13 49,139.4 111
Open* 2 3.00 3.00 3.00 3.05 1,447.0 1
Open 3 3.00 9.00 6.46 6.71 1,145.5 6
Open 7 4.50 12.30 8.12 8.48 6,390.4 57
Open 10 11.68 11.68 11.68 12.36 79.0 1
Open 14 10.00 12.00 11.34 11.98 275.8 7
Open 25 13.14 13.14 13.14 13.97 50.0 1
Open 26 0.41 0.41 0.41 0.41 3.4 1
Open* 28 8.50 11.50 9.16 9.56 552.0 7
Open 30 3.00 13.50 10.45 10.98 2,536.5 23
Open 31 11.50 11.50 11.50 12.12 34.0 1
Open 32 10.98 10.98 10.98 11.55 31.0 1
Open 61 12.00 12.00 12.00 12.59 0.4 1
Open 64 7.50 7.50 7.50 7.73 1,559.9 9
Open 71 51.41 51.41 51.41 63.12 0.0 1
Open 86 10.00 10.00 10.00 10.38 16.8 1
Open 91 10.50 12.00 11.94 12.49 1,666.3 5
Open 148 30.00 30.00 30.00 32.25 100.0 2
Open 365 7.50 8.00 7.50 7.50 0.8 3
-------- -------- ----- ----- ------- --------- --------- --------
Subtotal 65,078.9 241
-------- -------- ----- ----- ------- --------- --------- --------
Close intraday X X X X 50.7 2
Close 3 0.50 10.49 1.54 1.57 35,874.6 81
Close 4 2.00 9.00 5.04 5.23 1,770.0 2
Close 5 5.00 11.00 9.64 10.11 1,003.1 8
Close 6 10.01 10.01 10.01 10.51 19.9 1
Close 7 6.00 13.00 8.36 8.74 12,486.2 44
Close 8 5.50 13.00 9.05 9.50 1,826.7 15
Close 12 7.50 10.10 9.67 10.14 365.5 6
Close 13 12.00 12.00 12.00 12.72 41.2 1
Close 14 6.50 14.00 9.80 10.30 903.4 8
Close 18 10.01 10.01 10.01 10.50 70.7 2
Close 19 9.91 9.91 9.91 10.39 51.3 1
Close 21 12.50 12.50 12.50 13.27 0.5 1
Close 25 9.49 12.27 11.19 11.80 295.2 3
Close 26 12.28 12.28 12.28 13.00 104.8 1
Close 28 10.00 14.00 11.12 11.72 1,758.9 9
Close 31 10.00 10.00 10.00 10.47 2,034.2 3
Close 32 13.00 13.00 13.00 13.80 35.4 2
Close 33 14.00 14.00 14.00 14.93 111.0 1
Close 34 14.52 14.52 14.52 15.50 12.8 1
Close 35 11.00 11.00 11.00 11.56 21.7 1
Close 40 16.00 16.00 16.00 17.19 15.3 1
Close 45 12.04 12.04 12.04 12.69 4.3 1
Close 46 12.58 12.58 12.58 13.28 72.2 1
Close 48 11.05 11.05 11.05 11.58 5.1 1
Close 64 12.68 12.68 12.68 13.34 4.7 1
Close 68 10.43 10.43 10.43 10.87 3.5 1
Close 69 10.27 10.27 10.27 10.71 16.4 1
Close 74 6.03 6.03 6.03 6.17 4.0 1
Close 95 9.41 9.41 9.41 9.71 4.7 1
Close 185 7.50 7.50 7.50 7.50 888.3 4
Close 186 9.13 9.13 9.13 9.13 43.6 1
Close 192 9.13 9.13 9.13 9.13 31.9 1
Close 195 9.98 9.98 9.98 9.98 5.3 1
Close 214 8.30 9.00 9.00 9.00 2,818.3 4
Close 354 12.00 12.00 12.00 12.00 102.4 1
Close 363 11.75 11.75 11.75 11.75 2,540.9 2
Close 685 10.34 10.34 10.34 10.34 59.7 1
Close 808 9.93 9.93 9.93 9.93 15.8 1
Close 816 9.93 9.93 9.93 9.93 15.9 1
-------- -------- ----- ----- ------- --------- --------- --------
Subtotal 65,490.3 219
-------- -------- ----- ----- ------- --------- --------- --------
Total 130,569.2 460
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By open trades method (in automatic repo sector) volume of 300 deals totaled KZT112,128.3 m. including 162 (KZT57,671.8 m.) repo opening deals and 138 repo closing deals (KZT54,456.5 m.) Indicator TONIA according to trade results totaled 2.18 and increased relative to the previous trading day by 1.13.
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
-------------- ----------- ------------ ------
3 6.46 1.56 +4.90
7 8.12 7.87 +0.25
10 11.68 0.00 +11.68
14 11.34 8.96 +2.38
28 9.16 11.00 -1.84
31 11.50 6.78 +4.72
32 10.98 13.00 -2.02
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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: + 32.33% (-KZT25,485.1 m.), 8 participants.
Second tier banks (STB):
- +KZT48,325.9 m. (borrowing, 12 banks); -KZT20,916.1 m. (lending, 8 banks);
- in GS repo sector +KZT26,244.9 m.; in CS repo sector +KZT1,164.8 m.;
- resulting balance totaled +KZT27,409.8 m. (on the previous day it was +KZT23,555.1 m.).
[2007-11-05]