Repo at KASE: day results

/IRBIS, Nataliy Kuznetsova, December 1, 04/ - Today at Kazakhstan Stock Exchange (KASE) 163 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT32,865.0 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 0 cor rection trans action 16.60 1 Open 1 0.30 5.30 0.99 1.00 12,365.21 47 Open* 2 4.02 4.02 4.02 4.10 16.36 1 Open 7 0.80 3.17 1.16 1.17 1,348.66 9 Open 14 4.97 4.97 4.97 5.09 22.20 1 Open 28 2.00 10.00 5.97 6.19 534.00 17 Open 30 9.00 9.00 9.00 9.38 50.00 1 Open* 90 8.52 8.52 8.52 8.79 108.00 1 Open 365 10.00 10.00 10.00 10.00 310.00 1 --------- -------- ----- ------- ------- --------- --------- -------- Subtotal: 14,771.03 79 --------- -------- ----- ------- ------- --------- --------- -------- Close 0 cor rection trans action 16.60 1 Close 1 0.10 6.94 0.39 0.39 16 597.71 55 Close 2 4.56 4.56 4.56 4.67 115.03 2 Close 7 5.40 5.48 5.43 5.57 352.36 5 Close 8 11.21 11.26 11.22 11.86 40.10 2 Close 9 12.17 12.42 12.28 13.05 62.47 2 Close 12 11.76 11.76 11.76 12.45 22.59 1 Close 14 1.50 2.00 1.96 1.98 146.11 4 Close 20 2.56 2.56 2.56 2.59 10.01 1 Close 21 5.04 10.43 7.27 7.56 97.06 2 Close 28 2.00 8.20 4.16 4.28 527.88 7 Close 30 12.00 12.00 12.00 12.68 50.49 1 Close 337 12.01 12.01 12.01 12.01 55.54 1 --------- -------- ----- ------- ------- --------- --------- -------- Subtotal: 18,093.96 84 --------- -------- ----- ------- ------- --------- --------- -------- TOTAL: 32,864.99 163 --------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 125 deals totaled KZT29,888.8 m. including 65 (KZT12,894.0 m.) repo opening deals and 60 repo closing (KZT16,994.8 m.). Indicator TONIA according to trades' results totaled 0.89% APR and increased compared to last trading day by 0.52%. Dynamics of repo rates (repo opening. comparable terms) is best described by following indicators: -------------------------------------------- Term calendar Today Previous day days rate, % APR rate, % APR Trend ------------- ----------- ------------ ----- 1 day 0.99 0.39 +0.60 2 days 4.02 1.75 +2.27 7 days 1.16 5.00 -3.84 14 days 4.97 3.00 +1.97 28 days 5.97 4.15 +1.82 30 days 9.00 12.17 -3.17 -------------------------------------------- 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: +17.5% (KZT-5,162.7 m.), 11 participants. Second tier banks (STB): - KZT+12,385.0 m. (borrowing, 9 banks), KZT-8,967.2 m. (lending, 6 banks); - in the sector of direct transactions - KZT-610.2 m., at the open trade market of GS (auto repo sector) KZT+4,028.0 m.; - resulting balance was KZT+3,417.8 m. (on previous day it was equal to KZT+4,151.8 m.). National Bank today did not change its participation stake on repo market solely working as borrower. Counterparts of National Bank on deals were STB and their clients. Repo overnight was used as liquidity regulation tool. [2004-12-01]