Repo at KASE - KZT7,684.1m
/IRBIS, May 28, 02/ - On May 28, at Kazakhstan Stock Exchange (KASE) 75 deals were made at the repo floors (including automatic repo sector) amounting to KZT7,684.1m. Results of trades are given in a 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 4.00 4.75 4.49 4.59 1,849.9 14
Open* 2 4.60 4.60 4.60 4.71 65.0 1
Open* 7 4.25 5.00 4.96 5.09 740.0 6
Open* 14 5.50 5.50 5.50 5.65 375.0 2
Open* 28 6.45 6.45 6.45 6.65 250.0 1
Open 30 6.00 6.00 6.00 6.17 90.8 1
Open 31 10.01 10.30 10.03 10.50 12.4 2
--------- -------- ----- ----- ------- --------- ------- --------
Subtotal: 3,383.2 27
--------- -------- ----- ----- ------- --------- ------- --------
Close 1 3.50 4.75 4.53 4.63 3,203.8 22
Close 7 5.00 5.50 5.18 5.32 856.5 9
Close 11 4.70 4.70 4.70 4.81 70.1 2
Close 14 5.50 5.50 5.50 5.65 65.1 1
Close 28 6.00 6.00 6.00 6.17 105.5 2
--------- -------- ----- ----- ------- --------- ------- --------
Subtotal: 4,300.9 36
--------- -------- ----- ----- ------- --------- ------- --------
TOTAL: 7,684.1 63
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By open trades method (in automatic repo sector) a volume of 40 deals has amounted to KZT6,051.7m, including 16 (KZT2,585.0m) repo opening deals and 24 (KZT3,466.7m) repo closing deals. Indicator TONIA according to trades' results has been fixed at the level of 4.70% APR and grew relative to previous trade day by 0.19.
Dynamics of repo rates (on opening transactions for comparable terms) is characterized with following parameters:
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Calendar Today's Previous day's
term, days rate, % APR rate, % APR Trend
---------- ----------- -------------- -----
1 4.49 4.53 -0.04
7 4.96 5.20 -0.24
14 5.50 5.58 -0.08
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[2002-05-28]