Repo at KASE: day results

/IRBIS, Assel Omarova, August 19, 04/ - On August 19 at Kazakhstan Stock Exchange (KASE) 140 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT 17,899.1 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 1 2.00 15.00 6.45 6.70 6,940.0 59 Open 4 5.00 7.25 6.51 6.73 1,258.0 10 Open* 7 6.75 7.00 6.87 7.11 400.0 2 Open* 14 3.00 5.00 4.13 4.22 353.0 2 Open* 28 8.00 8.00 8.00 8.30 280.0 4 Open 29 10.00 10.00 10.00 10.47 92.5 1 Open 74 7.31 7.31 7.31 7.51 81.5 1 Open 92 10.50 10.50 10.50 10.87 8.6 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 9,413.7 81 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.80 3.50 2.34 2.37 7,590.5 46 Close 7 0.80 1.00 0.84 0.85 442.1 5 Close 9 1.53 1.53 1.53 1.54 100.0 1 Close 28 4.50 8.00 7.47 7.74 331.9 5 Close 99 9.50 9.50 9.50 9.80 8.6 1 Close 203 4.00 4.00 4.00 4.00 12.3 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 8,485.4 59 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 17,899.1 140 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 117 deals totaled KZT 16,079.7 m. including 66 (KZT 8,037.0 m) repo opening deals and 51 repo closing (KZT 8,042.7 m). Indicator TONIA according to trades' results totaled 6.23% APR and increased by 3.89 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 ------------- ----------- ------------ ----- 1 day 6.45 2.33 +4.12 7 days 6.87 2.35 +4.52 14 days 4.13 3.05 +1.08 28 days 8.00 5.24 +2.76 92 days 10.50 9.01 +1.49 ----------------------------------------------- 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: +9.8% (KZT -2,639.0 m), 9 participants. Second tier banks (STB): - KZT +8,628.0 m. (borrowing, 10 banks). KZT -4,580.5 m. (lending, 6 banks); - GS direct repo sector: KZT +776.5 m; at the open trade market: GS (auto repo sector): KZT +3,271.0 m; - resulting balance was KZT +4,047.5 m. (on previous day it was equal to KZT +2,456.0 m). National Bank did not participate on the repo market. [2004-08-19]