Repo at KASE: day results

/IRBIS, Assel Omarova, September 21, 04/ - Today at Kazakhstan Stock Exchange (KASE) 178 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT 24,701.2 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 1 1.80 2.50 2.13 2.16 11,947.1 88 Open 7 1.01 11.00 3.24 3.30 939.7 12 Open* 14 2.90 3.00 2.97 3.01 256.0 3 Open 48 9.01 9.01 9.01 9.37 40.6 1 Open 365 6.00 6.00 6.00 6.00 332.5 2 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 13,515.9 106 --------- -------- ---- ----- ------- --------- -------- -------- Close 1 1.50 4.50 2.76 2.80 10,668.0 60 Close 5 5.00 5.00 5.00 5.13 1.9 1 Close 7 1.01 11.00 3.86 3.96 437.3 7 Close 14 1.50 1.50 1.50 1.51 63.0 2 Close 15 3.50 3.50 3.50 3.56 5.0 1 Close 28 6.60 6.60 6.60 6.80 10.1 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 11,185.3 72 --------- -------- ---- ----- ------- --------- -------- -------- TOTAL: 24,701.2 178 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 161 deals totaled KZT 22,006.1 m including 97 (KZT 12,049.0 m) repo opening deals and 64 repo closing (KZT 9,957.1 m). Indicator TONIA according to trades' results totaled 2.14% APR and decreased by 0.76 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 2.13 2.76 -0.63 7 days 3.24 3.00 +0.24 14 days 2.97 3.00 -0.03 ----------------------------------------------- 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: -44.4% (KZT -4,092.0 m), 6 participants. Second tier banks (STB): - KZT +11,046.9 m (borrowing, 10 banks), KZT -8,772.1 m (lending, 10 banks); - direct GS repo: KZT -905.2 m; at the open trade market of GS (auto repo sector) KZT +3,180.0 m; - resulting balance was KZT +2,274.8 m (on previous day it was equal to KZT +5,212.1 m). National Bank did not participate in the repo sector. [2004-09-21]