Repo on KASE: day results
/IRBIS, Ruslan Dzyubaylo, July 10, 07/ - Today on Kazakhstan stock exchange (KASE) 250 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT82,330.2 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 2.43 8.00 6.14 6.33 32,728.6 85
Open* 2 7.50 7.50 7.50 7.79 500.0 1
Open 3 3.65 3.65 3.65 3.72 35.0 1
Open 7 5.00 9.51 8.77 9.16 2,317.4 12
Open 10 7.50 7.50 7.50 7.78 139.0 4
Open 14 7.00 8.50 8.09 8.41 1,339.6 9
Open 15 8.50 8.51 8.51 8.86 20.5 2
Open 17 0.02 0.02 0.02 0.02 0.2 1
Open* 28 7.00 10.00 7.83 8.13 3,644.1 10
Open 31 7.01 12.00 9.56 10.00 29.5 4
Open 62 9.25 9.25 9.25 9.60 11.0 1
Open 92 9.50 12.00 9.79 10.11 17.0 2
--------- -------- ----- ----- ------- --------- -------- --------
Subtotal: 40,781.9 132
--------- -------- ----- ----- ------- --------- -------- --------
Close 1 4.00 7.48 5.38 5.52 34,635.2 70
Close 6 7.00 7.00 7.00 7.25 35.0 1
Close 7 5.00 8.00 6.72 6.95 1,567.0 11
Close 11 7.50 7.50 7.50 7.78 281.0 3
Close 14 5.00 9.00 8.19 8.53 2,057.5 10
Close 28 5.50 9.50 7.30 7.56 2,475.8 16
Close 29 7.25 7.25 7.25 7.50 205.0 1
Close 32 6.01 6.01 6.01 6.17 12.8 2
Close 35 6.89 6.89 6.89 7.11 221.5 1
Close 55 18.02 18.02 18.02 19.43 38.0 1
Close 83 9.00 9.00 9.00 9.31 4.1 1
Close 91 12.12 12.12 12.12 12.68 15.5 1
--------- -------- ----- ----- ------- ---------
Subtotal: 41,548.4 118
--------- -------- ----- ----- ------- --------- -------- --------
TOTAL: 82,330.2 250
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By open trades method (in automatic repo sector) volume of 194 deals totaled KZT76,495.5 m. including 97 (KZT37,466.4 m.) repo opening deals and 97 repo closing deals (KZT39,029.3 m.) Indicator TONIA according to trade results totaled 6.14 and increased relative to the previous trading day by 0.80.
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
-------------- ----------- ------------ -----
1 6.14 5.36 +0.78
7 8.77 6.59 +2.18
14 8.09 6.42 +1.67
28 7.83 8.50 -0.67
31 9.56 8.00 +1.56
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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 market subjects: -11.7% (-KZT10,555.1 m.), 6 participants.
Second tier banks (STB):
- +KZT30,809.4 m. (borrowing, 6 banks); -KZT18,103.1 m. (lending, 10 banks);
- on the open trade market in GS (automatic repo sector) +KZT11,446.0 m. CS repo sector +270.0 m.; in nego deals with GS sector - KZT990.3 m.
- resulting balance totaled +KZT12,706.3 m. (on the previous day it was +KZT16,946.0 m.).
[2007-07-10]