Repo on KASE: day results
/IRBIS, Zaure Yessimova, October 7, 05/ - Today on Kazakhstan stock exchange (KASE) 116 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT31,238.0 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 0.01 3.50 0.24 0.24 9,510.0 40
Open 7 0.90 4.00 1.61 1.63 1,430.0 3
Open 14 1.50 1.55 1.55 1.56 1,045.0 3
Open 28 1.95 1.95 1.95 1.97 245.0 3
Open 31 11.99 11.99 11.99 12.67 8.3 1
Open 90 5.00 5.00 5.00 5.09 300.0 1
Open 91 12.00 12.00 12.00 12.55 2.1 2
Open 182 9.00 9.00 9.00 9.20 350.0 1
Open 367 9.50 9.50 9.50 9.50 1,362.9 2
--------- -------- ----- ----- ------- --------- -------- --------
Subtotal: 14,253.3 56
--------- -------- ----- ----- ------- --------- -------- --------
Close 1 0.10 8.76 0.41 0.41 6,721.1 26
Close 2 0.45 2.01 0.59 0.59 490.0 4
Close 3 1.50 4.00 1.96 1.99 254.0 2
Close 7 0.55 9.00 1.63 1.66 6,913.2 13
Close 8 4.17 4.17 4.17 4.26 25.0 1
Close 14 1.65 1.65 1.65 1.66 1,000.6 2
Close 28 2.00 2.25 2.12 2.15 1,469.4 10
Close 30 12.01 12.01 12.01 12.70 8.4 1
Close 135 7.80 7.80 7.80 7.95 102.9 1
--------- -------- ----- ----- ------- --------- -------- --------
Subtotal: 16,984.7 60
--------- -------- ----- ----- ------- --------- -------- --------
TOTAL: 31,238.0 116
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By open trades method (in automatic repo sector) volume of 87 deals totaled KZT25,326.6 m. including 44 (KZT11,469.0 m.) repo opening deals and 43 repo closing deals (KZT13,857.6 m.). Indicator TONIA according to trades results totaled 0.08 and decreased compared to last trading day by 0.13.
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
------------- ----------- ------------ -----
7 1.61 1.24 +0.37
14 1.55 1.59 -0.04
28 1.95 4.31 -2.36
90 5.00 5.00 0
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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: +72.2% (-KZT11,990.0 m.), 16 participants.
Second tier banks (STB):
- +KZT11,611.0 m. (borrowing 9 banks), -KZT569.0 m. (lending 3 banks);
- on open trade market (in autorepo sector) +KZT11,042.0 m.;
- resulting balance totaled +KZT11,042.0 m. (on previous day it was equal to +KZT6,877.0 m.).
National Bank today did not participate in deals on the repo market.
[2005-10-07]