Repo on KASE: day results
/IRBIS, Zaure yessimova, June 17, 05/ - Today on Kazakhstan Stock Exchange (KASE) 168 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT39,687.9 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 3 0.50 5.04 1.62 1.64 20,684.5 69
Open 6 4.03 4.03 4.03 4.11 56.4 1
Open 7 1.60 1.70 1.63 1.64 413.0 4
Open 10 5.20 5.20 5.20 5.33 60.0 1
Open 27 7.49 7.49 7.49 7.75 7.0 1
Open 28 2.30 2.30 2.30 2.32 100.0 1
Open 31 7.51 8.50 8.47 8.81 215.9 2
Open 61 7.51 7.51 7.51 7.74 100.0 1
--------- -------- ---- ---- ------- --------- -------- --------
Subtotal: 21,636.8 80
--------- -------- ---- ---- ------- --------- -------- --------
Close 1 0.40 2.56 1.64 1.65 15,509.7 73
Close 3 2.85 2.85 2.85 2.89 1,000.2 1
Close 7 1.50 1.50 1.50 1.51 333.1 3
Close 10 3.50 3.50 3.50 3.56 60.1 1
Close 14 5.30 5.30 5.30 5.44 11.8 1
Close 28 2.00 2.00 2.00 2.02 170.3 1
Close 30 8.40 8.50 8.43 8.76 725.0 3
Close 31 2.00 2.00 2.00 2.02 2.0 1
Close 63 6.99 6.99 6.99 7.19 5.9 1
Close 81 9.52 9.52 9.52 9.86 66.4 1
Close 106 6.52 6.52 6.52 6.66 98.5 1
Close 151 4.50 4.50 4.50 4.55 68.0 1
--------- -------- ---- ---- ------- --------- -------- --------
Subtotal: 18,051.1 88
--------- -------- ---- ---- ------- --------- -------- --------
TOTAL: 39,687.9 168
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By open trades method (in automatic repo sector) volume of 147 deals totaled KZT37,548.3 m. including 69 (KZT20,535.0 m.) repo opening deals and 78 repo closing deals (KZT17,013.3 m.). Indicator TONIA according to trades results totaled 1.65 and increased compared to last trading day by 0.01.
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
------------- ----------- ------------ -----
7 1.63 1.70 -0.07
28 2.30 5.10 -2.80
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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: +71.5% (-KZT9,625.0 m.), 12 participants.
Second tier banks (STB):
- +KZT20,305.0 m. (borrowing 10 banks), -KZT10,931.0 m. (lending 8 banks);
- in sector of direct deals on GS net-position was zero, on open trade market (autorepo sector) +KZT9,214.0 m., in sector of CS repo +KZT160.0 m.;
- resulting balance totaled +KZT9,374.0 m. (on previous day it was equal to +KZT5,373.0 m.).
National Bank today did not change its participation stake on repo market working for borrowing money. National bank's counterparties were pension market's subjects, STB and their clients. Three days repo was used as liquidity regulation tool.
[2005-06-17]