Repo at KASE: day results

/IRBIS, Nataliya Khoroshevskaya, December 6, 04/ - Today at Kazakhstan Stock Exchange (KASE) 123 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT27,579.0 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 0.29 11.00 0.74 0.74 13,249.0 51 Open* 7 1.00 5.60 3.04 3.12 432.0 4 Open* 14 9.00 9.00 9.00 9.40 7.0 1 Open 15 6.46 6.46 6.46 6.67 100.1 1 Open* 28 2.50 2.50 2.50 2.53 94.0 2 Open 31 10.01 11.99 10.03 10.50 227.1 3 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 14,109.3 62 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 0.20 11.00 0.78 0.79 12,802.8 47 Close 7 0.20 9.00 0.67 0.70 130.5 2 Close 10 2.78 2.78 2.78 2.82 3.0 1 Close 27 2.49 2.56 2.54 2.57 10.6 2 Close 28 2.50 2.50 2.50 2.53 25.0 1 Close 31 10.01 10.01 10.01 10.48 25.2 1 Close 32 9.02 9.02 9.02 9.40 201.6 1 Close 46 5.00 5.00 5.00 5.11 2.0 1 Close 84 2.89 2.89 2.89 2.92 103.7 2 Close 109 7.30 7.30 7.30 7.48 83.3 1 Close 110 7.30 8.00 7.65 7.85 81.8 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 13,469.7 61 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 27,579.0 123 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 97 deals totaled KZT24,172.8 m. including 52 (KZT11,555.0 m.) repo opening deals and 45 repo closing (KZT12,617.8 m.). Indicator TONIA according to trades' results totaled 0.79% APR and increased compared to last trading day by 0.03%. 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 ------------- ----------- ------------ ----- 7 days 3.04 5.60 -2.54 28 days 2.50 2.50 0 ----------------------------------------------- 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: +6.8% (KZT-3,243.0 m.), 8 participants. Second tier banks (STB): - KZT+13,253.0 m. (borrowing, 11 banks), KZT-10,257.0 m. (lending, 5 banks); - in the sector of direct transactions net-position was zero, at the open trade market of GS (auto repo sector) KZT+2,996.0 m.; - resulting balance was KZT+2,996.0 m. (on previous day it was equal to KZT+2,712.0 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. [2004-12-06]