Repo on KASE: day results
/IRBIS, Vitaliy Tomskiy, August 29, 07/ - Today on Kazakhstan stock exchange (KASE) 301 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ76,323.9 m. Results of trades are given in the table. Repo opening transactions, which are made only through open-trade method, are marked with asterisk.
------------------------------------------------------------------------
Repo rate, % APR
--------------------------------
Type of Calendar weighted average Volume
repo terms, ------------------ KZT Number
deal days min max nominal effective m. of deals
-------- -------- ----- ----- ------- --------- -------- --------
Open 4 1.46 13.99 8.72 9.13 14,191.8 93
Open 7 6.00 13.01 9.17 9.59 28,950.5 47
Open 9 10.02 10.02 10.02 10.52 102.0 1
Open 12 9.50 9.50 9.50 9.95 298.5 4
Open 14 9.00 11.00 9.45 9.90 362.1 6
Open 27 10.30 10.37 10.33 10.84 27.0 6
Open 28 7.00 10.01 9.42 9.85 347.4 8
Open 30 8.00 15.00 9.96 10.47 2,796.5 10
Open 31 10.00 10.00 10.00 10.47 0.7 1
Open 33 10.00 12.00 11.37 11.98 45.9 8
Open 52 0.01 0.01 0.01 0.01 48.2 1
Open 60 11.00 11.00 11.00 11.52 84.0 1
Open 89 10.00 10.00 10.00 10.38 30.0 1
Open 92 10.00 14.00 12.54 13.09 32.9 2
-------- -------- ----- ----- ------- --------- -------- --------
Subtotal 47,317.6 189
-------- -------- ----- ----- ------- --------- -------- --------
Close 1 1.83 11.01 8.02 8.37 8,471.3 39
Close 5 8.76 8.76 8.76 9.15 43.0 3
Close 6 9.02 11.02 9.59 10.06 606.2 7
Close 7 7.00 12.00 9.26 9.70 6,916.5 13
Close 13 10.05 10.05 10.05 10.56 5.6 1
Close 14 8.50 9.69 9.36 9.80 960.3 10
Close 19 9.01 9.01 9.01 9.40 1,004.7 10
Close 21 13.89 13.89 13.89 14.83 806.8 1
Close 23 0.00 11.00 5.52 5.82 7.0 2
Close 26 10.00 10.00 10.00 10.48 45.3 1
Close 28 8.00 8.00 8.00 8.30 88.5 1
Close 30 5.00 15.00 12.23 13.01 1,526.0 13
Close 35 9.50 9.50 9.50 9.92 3.0 1
Close 42 7.02 7.02 7.02 7.24 0.3 1
Close 50 7.15 7.15 7.15 7.37 0.2 1
Close 93 8.75 8.75 8.75 9.01 2.2 2
Close 96 5.03 5.03 5.03 5.11 6.0 2
Close 106 5.54 5.54 5.54 5.64 85.4 1
Close 142 6.98 6.98 6.98 7.11 0.8 1
Close 229 5.58 5.58 5.58 5.58 0.3 1
Close 331 12.00 12.00 12.00 12.00 8,427.0 1
-------- -------- ----- ----- ------- --------- -------- --------
Subtotal 29,006.3 112
-------- -------- ----- ----- ------- --------- -------- --------
Total 76,323.9 301
------------------------------------------------------------------------
By open trades method (in automatic repo sector) volume of 160 deals totaled KZT59,471.2 m. including 112 (KZT43,016.2 m.) repo opening deals and 48 repo closing deals (KZT16,455.0 m.) Indicator TONIA according to trade results totaled 8.65 and increased relative to the previous trading day by 0.98.
Dynamics of repo rates (on repo opening deals for comparable terms):
------------------------------------------------
Term. calendar Today Previous day
days rate. % APR rate. % APR Trend
-------------- ----------- ------------ -----
7 9.17 9.14 +0.03
14 9.45 10.00 -0.55
28 9.42 12.2 -2.78
30 9.96 9.51 +0.45
31 10.00 9.08 +0.92
------------------------------------------------
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: -5.4% (-KZT4,699.0m.), 7 participants.
Second tier banks (STB):
- +KZT35,694.1 m. (borrowing, 12 banks); -KZT28,889.0 m. (lending, 8 banks);
- in GS repo sector +KZT5,340.0 m.; on the open trade market in GS (automatic repo sector) +KZT63.0 m.; in CS repo sector +KZT1,402.0 m.;
- resulting balance totaled +KZT6,805.0 m. (on the previous day it was -KZT11,770.4 m.).
[2007-08-29]