Repo at KASE: day results
/IRBIS, Nataya Khoroshevskaya, April 25, 05/ - Today at Kazakhstan Stock Exchange (KASE) 218 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT45,691.4 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 0.20 2.73 0.67 0.68 17,041.0 63
Open 2 0.50 2.99 1.20 1.22 909.0 6
Open* 3 0.50 0.50 0.50 0.50 417.0 2
Open 8 1.00 1.20 1.09 1.10 996.0 9
Open 9 1.55 1.55 1.55 1.56 100.0 1
Open 28 3.22 3.22 3.22 3.27 394.8 2
Open 30 7.27 15.00 10.65 11.18 484.0 11
Open 61 7.00 7.00 7.00 7.20 30.0 1
Open 66 8.00 8.00 8.00 8.26 42.0 1
Open 154 11.51 11.51 11.51 11.84 12.0 1
Open 267 8.00 8.00 8.00 8.00 62.5 1
Open 365 10.00 10.00 10.00 10.00 274.5 1
--------- -------- ----- ----- ------- --------- -------- --------
Subtotal: 20,762.9 99
--------- -------- ----- ----- ------- --------- -------- --------
Close 3 0.15 5.50 0.78 0.79 18,968.5 74
Close 6 2.00 2.00 2.00 2.02 10.4 1
Close 7 1.40 1.60 1.48 1.49 2,953.8 8
Close 10 5.81 5.81 5.81 5.98 19.8 5
Close 13 5.99 5.99 5.99 6.17 16.1 1
Close 14 1.50 1.50 1.50 1.51 500.3 1
Close 19 6.00 6.00 6.00 6.17 174.5 4
Close 25 3.53 3.53 3.53 3.58 18.7 1
Close 26 10.50 10.50 10.50 11.03 13.3 1
Close 28 10.50 10.50 10.50 11.02 75.6 1
Close 31 10.56 10.56 10.56 11.08 24.3 1
Close 32 10.49 11.50 10.89 11.45 257.9 2
Close 33 7.71 10.49 9.95 10.42 96.6 3
Close 37 6.00 6.00 6.00 6.16 603.6 2
Close 39 8.00 8.00 8.00 8.29 62.5 1
Close 55 14.99 14.99 14.99 15.96 0.8 1
Close 83 10.21 10.21 10.21 10.60 5.1 1
Close 90 6.00 6.00 6.00 6.14 304.4 1
Close 101 15.00 15.00 15.00 15.76 0.3 1
Close 126 14.07 14.07 14.07 14.57 6.1 1
Close 138 9.50 9.50 9.50 9.73 165.7 1
Close 185 3.22 3.22 3.22 3.22 394.2 2
Close 213 10.12 10.12 10.12 10.12 11.6 1
Close 244 8.00 8.00 8.00 8.00 3.5 1
Close 367 8.00 8.00 8.00 45.4 1
Close 369 10.00 11.47 10.20 195.3 2
--------- -------- ----- ----- ------- --------- -------- --------
Close 24,928.5 119
--------- -------- ----- ----- ------- --------- -------- --------
TOTAL: 45,691.4 218
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By open trades method (in automatic repo sector) volume of 153 deals totaled KZT41,312.3 m. including 76 (KZT19,007.0 m.) repo opening deals and 77 repo closing (KZT22,305.3 m.). Indicator TONIA according to trades results totaled 0.67 and decreased compared to last trading day by 0.09.
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
------------- ----------- ------------ -----
28 3.22 3.22 0
61 7.00 6.50 +0.50
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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 system entities: -3.6% (-KZT12,462.0 m.), 12 participants.
Second tier banks (STB):
- +KZT18,882.0 m. (borrowing 10 banks), -KZT5,515.8 m. (lending 5 banks);
- in direct deals on GS repo net position was zero (gross KZT200.0 m), at open trade market (autorepo sector) +KZT13,761.0 m., in CS repo sector -KZT394.8 m.;
- resulting balance totaled +KZT13,366.2 m. (on previous day it was equal to +KZT15,685.7 m.).
National Bank today did not change its participation stake on repo market working for borrowing money as usual. National banks counterparties were pension asset managers and second-tier banks. Overnight repurchase agreement was used as liquidity regulation tool.
[2005-04-25]