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Market and Company News
Repo on KASE: day results
/IRBIS, Vitaliy Tomskiy, July 18, 07/ - Today on Kazakhstan stock exchange (KASE) 245 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT83,861.9 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 1 1.50 9.00 3.64 3.71 37,645.4 81
Open 2 5.47 6.50 6.22 6.41 1,181.6 4
Open* 5 4.00 5.50 4.47 4.57 5,582.0 8
Open 7 5.30 9.00 6.10 6.29 1,190.2 10
Open 14 7.01 7.51 7.50 7.78 500.5 5
Open* 30 8.50 8.50 8.50 8.84 663.1 4
Open 31 9.50 9.50 9.50 9.92 2.2 2
Open 33 7.00 11.00 9.79 10.24 346.8 6
Open 62 10.00 15.99 12.49 13.17 149.0 2
Open 63 11.00 11.00 11.00 11.49 62.0 1
Open 359 11.00 11.00 11.00 11.00 4.3 1
Open 366 11.00 11.00 11.00 5.3 1
--------- -------- ----- ----- ------- --------- -------- --------
Subtotal: 47,332.4 125
--------- -------- ----- ----- ------- --------- -------- --------
Close 1 1.00 7.50 3.52 3.59 32,269.3 67
Close 2 0.00 0.00 0.00 0.00 20.9 2
Close 5 5.05 5.05 5.05 5.18 205.1 2
Close 6 9.00 9.00 9.00 9.41 130.2 1
Close 7 6.50 8.00 6.99 7.24 1,435.0 18
Close 14 6.50 7.20 6.68 6.90 1,807.6 8
Close 21 6.00 6.00 6.00 6.17 100.3 1
Close 29 8.79 8.79 8.79 9.16 130.9 1
Close 30 7.00 11.00 7.86 8.16 236.3 9
Close 33 3.00 3.00 3.00 3.04 1.0 1
Close 36 9.00 9.00 9.00 9.37 92.6 1
Close 61 8.00 8.00 8.00 8.26 25.1 1
Close 100 9.80 9.80 9.80 10.12 1.3 1
Close 110 7.06 7.06 7.06 7.23 0.6 1
Close 133 9.85 9.85 9.85 10.09 3.1 1
Close 163 9.00 9.00 9.00 9.20 52.0 3
Close 201 9.00 9.00 9.00 9.00 17.9 1
Close 362 8.16 8.16 8.16 8.16 0.3 1
--------- -------- ----- ----- ------- --------- -------- --------
Subtotal: 36,529.5 120
--------- -------- ----- ----- ------- --------- -------- --------
TOTAL: 83,861.9 245
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By open trades method (in automatic repo sector) volume of 188 deals
totaled KZT79,758.9 m. including 92 (KZT44,266.2 m.) repo opening deals
and 96 repo closing deals (KZT35,492.7 m.) Indicator TONIA according to
trade results totaled 3.51 and increased relative to the previous trading day
by 0.07.
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 3.64 3.58 +0.06
2 6.22 6.02 +0.20
7 6.10 6.93 -0.83
14 7.50 7.65 -0.15
30 8.50 8.78 -0.28
31 9.50 9.09 +0.41
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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: -14.9 % (-KZT7,438.0 m.), 5 participants.
Second tier banks (STB):
- +KZT43,264.1 m. (borrowing, 8 banks); -KZT33,151.1 m. (lending, 7 banks);
- on the open trade market in GS (automatic repo sector) +KZT9,808.0 m. CS repo sector + KZT305.0 m.;
- resulting balance totaled +KZT10,113.0 m. (on the previous day it was +KZT14,423.8 m.).
[2007-07-18]