Repo at KASE: day results

/IRBIS, Ranida Gabdeyeva, September 24, 04/ - Today at Kazakhstan Stock Exchange (KASE) 162 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT 19,915.8 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 weighted average Volume Repo terms, ------------------ KZT Number Deal Days min max nominal effective m of deals --------- -------- ----- ----- ------- --------- -------- -------- Open 3 1.50 3.30 2.08 2.11 7,022.0 61 Open* 7 2.50 2.80 2.53 2.56 1,805.0 13 Open 28 9.00 9.00 9.00 9.38 80.0 1 Open 33 9.01 13.00 10.54 11.08 62.9 2 Open 91 10.00 10.00 10.00 10.38 11.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 8,980.9 78 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 1.00 2.20 1.53 1.54 9,835.6 62 Close 7 2.65 3.50 3.01 3.05 787.5 11 Close 14 1.50 3.00 1.75 1.77 168.4 6 Close 22 8.10 8.10 8.10 8.41 1.5 1 Close 28 2.30 9.00 8.42 8.76 102.7 3 Close 30 9.00 9.00 9.00 9.38 39.2 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 10,934.9 84 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 19,915.8 162 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 148 deals totaled KZT 17,970.0 m including 73 (KZT 8,722.0 m) repo opening deals and 75 repo closing (KZT 9,247.9 m). Indicator TONIA according to trades' results totaled 2.09% APR and increased by 0.50 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 2.53 2.78 -0.25 28 days 9.00 8.64 +0.36 33 days 10.54 11.99 -1.45 ----------------------------------------------- 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: +0.2% (KZT -3,535.0 m), 6 participants. Second tier banks (STB): - KZT +8,371.0 m (borrowing, 6 banks), KZT -4,864.0 m (lending, 7 banks); - direct GS repo: +105.0; at the open trade market of GS (auto repo sector) KZT +3,402.0 m; - resulting balance was KZT +3,507.0 m (on previous day it was equal to KZT +615.6 m). National Bank did not participate in the repo sector. [2004-09-24]