Repo at KASE: day results
/IRBIS, Ranida Gabveyeva, November 26, 04/ - Today at Kazakhstan Stock Exchange (KASE) 146 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT29,933.0 m. Results of trades are given in the table. Repo opening transactions, which are made only through open-trade method, are marked with asterisk.
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Repo rate, % APR
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Type of Calendar weighted average Volume
repo terms, ------------------ KZT Number
deal days min max nominal effective m. of deals
--------- -------- ----- ----- ------- --------- -------- --------
Open* 3 0.10 11.00 0.76 0.77 10,227.0 43
Open 7 5.21 6.03 5.99 6.17 293.2 6
Open* 28 3.00 10.00 7.86 8.16 167.4 5
Open 62 5.00 5.00 5.00 5.10 76.6 1
Open 181 10.00 10.00 10.00 10.25 40.0 1
Open 367 11.00 11.00 11.00 11.00 130.0 1
--------- -------- ----- ----- ------- --------- -------- --------
Subtotal: 10,934.2 57
--------- -------- ----- ----- ------- --------- -------- --------
Close 1 0.25 5.10 0.78 0.79 17,178.4 67
Close 2 0.57 5.50 3.34 3.43 228.0 3
Close 3 11.00 11.00 11.00 11.62 25.0 1
Close 21 1.80 1.80 1.80 1.82 95.0 2
Close 28 4.00 10.00 9.76 10.22 25.2 2
Close 43 3.37 8.00 4.81 4.94 130.8 5
Close 87 6.00 6.00 6.00 6.14 40.6 4
Close 92 11.01 11.01 11.01 11.42 133.6 1
Close 156 9.01 9.01 9.01 9.21 31.2 1
Close 171 6.00 7.00 6.50 6.61 828.0 2
Close 186 6.08 6.08 6.08 6.08 283.1 1
--------- -------- ----- ----- ------- --------- -------- --------
Subtotal: 18,998.8 89
--------- -------- ----- ----- ------- --------- -------- --------
TOTAL: 29,933.1 146
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By open trades method (in automatic repo sector) volume of 107 deals totaled KZT27,192.4 m. including 40 (KZT10,043.0 m.) repo opening deals and 67 repo closing (KZT17,149.4 m.). Indicator TONIA according to trades' results totaled 0.66% APR and decreased compared to last trading day by 0.12%.
Dynamics of repo rates (repo opening. comparable terms) is best described by following indicators:
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Term calendar Today Previous day
days rate, % APR rate, % APR Trend
------------- ----------- ------------ -----
28 days 7.86 2.50 +5.36
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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: +21.9% (KZT-4,285.0 m.), 6 participants.
Second tier banks (STB):
- KZT+9,999.0 m. (borrowing, 7 banks), KZT-5,977.0 m. (lending, 4 banks);
- in the sector of direct transactions on GS net position was zero, at the open trade market of GS (auto repo sector) KZT+4,022.0 m.;
- resulting balance was KZT+4,022.0 m. (on previous day it was equal to KZT+2,413.0 m.).
National Bank today did not change its participation stake on repo market solely working as borrower. Counterparts of National Bank on deals were pension market's subjects and STB. Repo overnight was used as liquidity regulation tool for three days.
[2004-11-26]