Repo at KASE: day results

/IRBIS, Ranida Gabdeyeva, October 4, 04/ - Today at Kazakhstan Stock Exchange (KASE) 150 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT 26,290.4 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 0.10 2.00 1.13 1.13 6,821.6 36 Open 2 0.40 1.00 0.50 0.50 1,500.0 6 Open 3 0.50 0.50 0.50 0.50 1,200.0 4 Open 4 6.92 6.92 6.92 7.16 90.2 1 Open 7 1.00 1.90 1.55 1.56 660.0 4 Open 14 1.90 1.90 1.90 1.92 101.0 2 Open 24 3.50 3.50 3.50 3.56 1.0 1 Open 25 3.50 9.99 6.75 7.02 64.0 2 Open 28 3.00 10.00 5.03 5.20 279.0 4 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 10,716.8 60 --------- -------- ---- ----- ------- --------- -------- -------- Close 3 0.30 2.00 0.95 0.95 10,431.8 52 Close 4 0.50 1.50 1.00 1.00 3,588.4 19 Close 5 1.60 8.03 1.91 1.93 210.1 2 Close 7 1.50 2.50 2.27 2.30 924.4 7 Close 14 3.00 3.00 3.00 3.04 20.0 1 Close 24 3.50 3.50 3.50 3.56 1.2 1 Close 28 2.00 10.00 4.81 4.99 217.8 3 Close 42 3.10 3.10 3.10 3.15 108.4 3 Close 61 8.01 8.01 8.01 8.27 35.1 1 Close 91 8.00 8.00 8.00 8.25 36.3 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 15,573.6 90 --------- -------- ---- ----- ------- --------- -------- -------- TOTAL: 26,290.4 150 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 129 deals totaled KZT 24,683.8 m including 52 (KZT 10,181.0 m) repo opening deals and 77 repo closing (KZT 14,502.8 m). Indicator TONIA according to trades' results totaled 1.15% APR and increased 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 ------------- ----------- ------------ ----- 3 days 0.50 0.94 -0.44 7 days 1.55 1.40 +0.15 14 days 1.90 1.78 +0.12 28 days 5.03 3.83 +1.20 ----------------------------------------------- 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: +43.2% (KZT -4,632.0 m), 5 participants. Second tier banks (STB): - KZT +8,771.6 m (borrowing, 8 banks), KZT -5,921.8 m (lending, 8 banks); - direct GS repo: no deals made, at the open trade market of GS (auto repo sector) KZT +2,972.0 m; CS repo sector - KZT -122.2 m; - resulting balance was KZT +2,849.8 m (on previous day it was equal to KZT +2,240.9 m). National Bank slightly increased 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. [2004-10-04]