Repo on KASE: day results
/IRBIS, Natalya Kuznetsova, October 10, 06/ - Today on Kazakhstan stock exchange (KASE) 330 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT97,220.1 m. Results of trades are given in the table. Repo opening transactions, which are made only through open-trade method, are marked with asterisk.
--------------------------------------------------------------------------
Repo rate, % APR
---------------------------------
Type of Calendar weighted average Volume
repo terms, ------------------ KZT Number
deal days min max nominal effective m. of deals
--------- -------- ----- ------ ------- --------- -------- --------
Open 1 2.50 119.18 4.66 4.80 41,663.5 145
Open 7 4.00 7.50 5.42 5.58 2,103.5 6
Open 14 6.00 7.50 7.42 7.69 338.0 3
Open 20 7.00 7.00 7.00 7.24 7.0 1
Open 27 10.00 10.00 10.00 10.47 21.0 1
Open 28 0.00 7.50 7.43 7.70 279.5 3
Open 31 4.00 9.00 6.81 7.04 167.1 6
Open 36 0.00 0.00 0.00 0.00 2.1 1
Open 90 10.50 10.50 10.50 10.92 24.9 1
Open 182 10.00 10.00 10.00 10.25 157.6 2
Open 365 10.00 10.00 10.00 10.00 50.0 1
--------- -------- ----- ------ ------- --------- -------- --------
Subtotal: 44,814.2 170
--------- -------- ----- ------ ------- --------- -------- --------
Close 1 3.48 7.00 5.88 6.06 50,243.6 125
Close 4 0.01 0.01 0.01 0.01 18.0 3
Close 6 7.00 7.00 7.00 7.24 2.0 1
Close 7 6.50 6.50 6.50 6.71 50.1 1
Close 8 21.99 21.99 21.99 24.53 9.7 1
Close 11 4.00 4.00 4.00 4.08 27.0 3
Close 12 2.74 3.00 2.98 3.03 167.9 2
Close 14 4.50 6.50 4.84 4.96 153.3 4
Close 21 7.50 7.50 7.50 7.77 773.2 1
Close 28 4.00 7.50 6.87 7.10 506.7 4
Close 34 10.01 10.01 10.01 10.47 46.4 1
Close 35 7.42 7.42 7.42 7.67 322.3 2
Close 46 10.00 10.00 10.00 10.44 13.8 5
Close 50 10.00 10.00 10.00 10.44 9.6 1
Close 62 8.00 8.00 8.00 8.26 14.1 1
Close 64 10.00 10.00 10.00 10.41 7.2 1
Close 77 3.01 10.00 5.31 5.46 23.3 2
Close 78 8.00 8.00 8.00 8.24 0.9 1
Close 132 8.02 8.02 8.02 8.18 16.8 1
--------- -------- ----- ------ ------- --------- -------- --------
Subtotal: 52,405.9 160
--------- -------- ----- ------ ------- --------- -------- --------
TOTAL: 97,220.1 330
--------------------------------------------------------------------------
By open trades method (in automatic repo sector) volume of 278 deals totaled KZT92,970.3 m., including 146 (KZT42,036.1 m.) repo opening deals and 132 repo closing deals (KZT50,934.1 m.). Indicator TONIA, according to trade results, totaled 4.53 and decreased by 1.32 relative to the previous trading day.
Dynamics of repo rates (on repo opening deals for comparable terms):
------------------------------------------------
Term, calendar Today Previous day
days rate, % APR rate, % APR Trend
-------------- ----------- ------------ -----
1 4.66 5.89 -1.23
7 5.42 4.76 +0.66
14 7.42 7.40 +0.02
28 7.43 6.72 +0.71
31 6.81 4.52 +2.29
------------------------------------------------
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: -32.98% (-KZT6,709.1 m.), 13 participants.
Second tier banks (STB):
- +KZT40,202.3 m. (borrowing, 10 banks); -KZT33,216.3 m. (lending 8 banks);
- on open trade market in GS (auto repo sector) +KZT7,306.0 m.; in CS repo sector -KZT320.0 m.;
- resulting balance totaled +KZT6,986.0 m. (on previous day it was equal to +KZT11,784.8 m.).
[2006-10-10]