Repo at KASE: day results

/IRBIS, Elena Korpusenko, September 30, 04/ - Today at Kazakhstan Stock Exchange (KASE) 153 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT 25,122.0 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 0.50 1.50 1.27 1.28 8,101.0 39 Open* 4 0.50 1.50 1.00 1.00 3,588.0 19 Open* 5 1.30 1.30 1.30 1.31 100.0 1 Open 7 1.00 6.92 2.21 2.25 2,470.7 17 Open 14 2.40 2.40 2.40 2.43 200.0 3 Open 29 12.00 12.00 12.00 12.68 9.1 1 Open 32 12.00 12.00 12.00 12.68 49.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 14,517.8 81 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.05 1.60 1.38 1.39 7,182.8 33 Close 2 1.60 2.00 1.83 1.85 1,570.2 11 Close 7 2.20 3.50 2.75 2.79 690.4 8 Close 9 3.50 3.50 3.50 3.56 8.6 1 Close 24 7.98 11.98 10.10 10.61 2.9 2 Close 28 1.70 6.00 2.88 2.93 911.0 8 Close 29 4.75 7.98 6.38 6.58 159.9 6 Close 30 12.00 12.00 12.00 12.68 50.5 1 Close 52 10.99 10.99 10.99 11.52 7.8 1 Close 63 4.01 4.01 4.01 4.07 20.2 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 10,604.2 72 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 25,122.0 153 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 122 deals totaled KZT 22,890.9 m including 65 (KZT 12,890.9 m) repo opening deals and 57 repo closing (KZT 10,048.9 m). Indicator TONIA according to trades' results totaled 1.26% APR and decreased by 0.13 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 1.27 1.38 -0.11 5 days 1.30 1.60 -0.30 7 days 2.21 1.94 +0.27 14 days 2.40 1.49 +0.91 ----------------------------------------------- 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: +60.5% (KZT -3,289.0 m), 10 participants. Second tier banks (STB): - KZT +12,618.0 m (borrowing, 9 banks), KZT -8,709.0 m (lending, 9 banks); - direct CS repo:-105.0, direct GS repo: KZT +117.0 m; at the open trade market of GS (auto repo sector) KZT +3,837.0 m; - resulting balance was KZT +3,909.0 m (on previous day it was equal to KZT +2,263.0 m). National Bank unchanged its participation stake solely working as borrower. Its counterparts on deals included pension market participants and commercial banks. Overnight repurchase agreement was used as liquidity regulation tool. [2004-09-30]