Repo at KASE - KZT21,714.0m
/IRBIS, November 22, 02/ - On November 222, at Kazakhstan Stock Exchange (KASE) 125 deals were made at the repo floors (including automatic repo sector) amounting to KZT21,714.0m. Results of trades are given in a 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
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Open 3 2.50 6.50 4.58 4.70 8,252.30 42
Open 7 6.00 6.50 6.10 6.29 595.00 5
Open* 14 6.00 6.50 6.09 6.27 550.00 3
Open* 28 6.00 11.00 8.50 8.87 90.00 3
Open* 31 9.00 9.80 9.70 10.14 31.02 2
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Subtotal: 9,518.32 55
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Close 1 2.49 7.50 5.10 5.25 10,082.30 56
Close 2 5.50 5.50 5.50 5.65 150.05 3
Close 3 5.00 5.00 5.00 5.13 100.04 1
Close 7 4.50 5.50 4.65 4.76 1,234.10 3
Close 9 4.87 4.87 4.87 4.99 200.32 2
Close 14 5.10 5.20 5.13 5.26 300.59 2
Close 16 4.57 4.57 4.57 4.67 28.06 1
Close 21 4.52 4.52 4.52 4.61 100.26 2
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Subtotal: 12,195.71 70
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TOTAL: 21,714.03 125
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By open trades method (in automatic repo sector) a volume of 91 deals has amounted to KZT10,348.5m, including 39 (KZT3,525.0m) repo opening deals and 52 (KZT6,823.5m) repo closing deals. Indicator TONIA according to trades' results equaled to 6.04% APR and fell by 0.46 relative to the previous trading day.
Dynamics of repo rates (on opening transactions for comparable terms) is characterized with following parameters:
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Calendar Today's Previous day's
term. days rate, % APR rate, % APR Trend
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7 6.10 6.50 -0.40
14 6.09 5.70 +0.39
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Positions of major categories of participants in the market of repo on GS looked in the following way (based on net positions of opening transactions;
in volumes "+" - borrowing, "-" - lending; trends in percents relative to previous trading day).
Pension market subjects: +48.4% (KZT2,032.0m), 11 participants.
Second tier banks (STB):
- +KZT4,259.7m (borrowing, 6 banks), -KZT5,350.2m (lending, 4 banks);
- in direct deals sector -KZT2,823.5m, in open trade market (auto repo sector) +KZT1,760.0m;
- resulting balance was -KZT1,090.5m (on previous day it was equal to +KZT1,722.1m).
National Bank today did not take part at repo market.
[2002-11-22]