Repo at KASE: day results

/IRBIS, Elena Gabdeyeva, August 26, 04/ - On August 26 at Kazakhstan Stock Exchange (KASE) 142 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT 20,857.8 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 1.00 4.00 1.58 1.59 9 372.6 54 Open* 5 2.25 3.00 2.63 2.66 400.0 2 Open* 7 2.50 2.50 2.50 2.53 100.0 1 Open 11 2.00 2.07 2.02 2.04 4.9 2 Open* 14 2.00 9.00 2.44 2.48 160.0 2 Open* 28 2.50 2.50 2.50 2.53 680.0 7 Open 32 8.00 13.00 8.73 9.09 55.0 3 Open 92 11.01 11.01 11.01 11.42 130.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 10,902.6 72 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.60 3.00 1.81 1.83 7 209.7 51 Close 2 2.50 5.00 4.22 4.31 1 152.4 8 Close 3 3.67 3.99 3.86 3.93 168.1 2 Close 7 6.75 7.00 6.88 7.11 400.5 2 Close 14 1.50 1.50 1.50 1.51 550.3 2 Close 24 8.50 8.50 8.50 8.85 44.3 1 Close 28 4.00 4.00 4.00 4.07 1.0 1 Close 29 4.00 4.00 4.00 4.07 31.3 1 Close 31 8.00 13.00 8.48 8.83 25.7 3 Close 65 5.50 5.50 5.50 5.62 45.4 1 Close 119 5.50 5.50 5.50 5.60 188.1 1 Close 182 13.01 13.01 13.01 13.43 138.4 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 9,955.2 74 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 20,857.8 146 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 122 deals totaled KZT 19,034.6 m. including 61 (KZT 10,192.0 m) repo opening deals and 61 repo closing (KZT 8,842.5 m). Indicator TONIA according to trades' results totaled 1.60% APR and decreased by 0.20 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 1.58 1.84 -0.26 7 days 2.50 1.65 +0.85 14 days 2.44 2.81 -0.37 28 days 2.50 5.00 -2.50 -------------------------------------------- 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: +0.4% (KZT -3,257.0 m), 8 participants. Second tier banks (STB): - KZT +12,540.1 m. (borrowing, 7 banks). KZT -8,117.5 m. (lending, 6 banks); - GS direct repo sector: KZT +495.1 m; at the open trade market: GS (auto repo sector): KZT +3,953.0 m; CS repo - KZT-25.5 m; - resulting balance was KZT +4,422.6 m. (on previous day it was equal to KZT +2,615.7 m). National Bank solely worked as borrower. Its counterparts on deals included commercial banks and their clients. Overnight repurchase agreement was used as liquidity regulation tool. [2004-08-26]