Repo at KASE: day results

/IRBIS, Ranida Gabdeyeva, August 6, 04/ - On August 6 at Kazakhstan Stock Exchange (KASE) 134 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT 29,329.3 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 -------------------------------- Volume Repo terms, KZT weighted average KZT Number Deal days min max nominal effective m of deals --------- -------- ----- ----- ------- --------- -------- -------- Open 3 0.30 1.50 0.53 0.54 16,145.0 70 Open 7 1.60 1.60 1.60 1.61 100.0 1 Open* 28 1.80 10.00 3.86 3.98 430.0 9 Open 31 2.60 2.60 2.60 2.63 17.0 1 Open 63 7.01 7.02 7.02 7.22 370.6 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 17,062.7 83 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.30 1.50 0.79 0.79 10,843.2 38 Close 4 2.01 2.01 2.01 2.03 30.0 1 Close 7 1.00 1.00 1.00 1.00 93.0 1 Close 8 2.70 2.70 2.70 2.74 104.1 1 Close 14 2.40 3.00 2.65 2.69 1,033.1 5 Close 28 2.20 10.00 8.87 9.28 112.8 4 Close 32 11.52 11.52 11.52 12.14 50.5 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 12,266.6 51 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 29,329.3 134 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 121 deals totaled KZT 28,266.4 m. including 75 (KZT16,279.0 m) repo opening deals and 46 repo closing (KZT 11,987.4 m). Indicator TONIA according to trades' results totaled 0.53% APR and decreased by 0.26 relative to previous day. Dynamics of repo rates (repo opening. comparable terms) is bets described by following indicators: ----------------------------------------------- Term calendar Today Previous day days. rate. % APR rate. % APR Trend ------------- ----------- ------------ ----- 7 days 1.60 3.46 -1.86 28 days 3.86 2.00 +1.86 ----------------------------------------------- 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 system entities: +100.5% (-KZT 2,640.0 m), 11 participants. Second tier banks (STB): - +KZT 16,228.0 m. (borrowing, 10 banks). -KZT 12,493.0 m. (lending, 7 banks); - in the direct deals sector: no deals were made; at the open trade market: GS (auto repo sector): +KZT 3,735.0 m; - resulting balance was +KZT 3,735.0 m. (on previous day it was equal to +KZT 3,035.2 m). National Bank slightly increased its market share solely working as borrower. Its counterparts on deals included commercial banks and their clients. Three-day repurchase agreement was used as liquidity regulation tool. [2004-08-06]