Repo at KASE: day results

/IRBIS, Ranida Gabdeyeva, December 24, 04/ - Today at Kazakhstan Stock Exchange (KASE) 188 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT29,935.2 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 Correction transaction 300.0 1 Open 3 0.40 3.50 1.50 1.51 16 019.0 91 Open* 5 4.38 4.38 4.38 4.48 140.0 1 Open 7 4.00 4.00 4.00 4.08 16.0 1 Open 28 2.50 7.50 7.34 7.60 121.0 5 Open 31 7.18 9.02 8.82 9.19 238.0 5 Open 277 4.51 4.51 4.51 4.51 120.0 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 16,954.0 105 --------- -------- ---- ----- ------- --------- -------- -------- Close 0 Correction transaction 300.0 1 Close 1 0.20 5.30 0.63 0.63 11 606.2 68 Close 2 0.50 5.40 1.29 1.32 835.1 4 Close 4 5.00 5.00 5.00 5.13 55.0 1 Close 9 6.00 6.00 6.00 6.18 18.9 3 Close 28 3.00 10.00 7.86 8.16 143.9 4 Close 30 2.19 8.52 5.36 5.54 22.1 2 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 12,981.1 83 --------- -------- ---- ----- ------- --------- -------- -------- TOTAL: 29,935.2 188 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 165 deals totaled KZT28,976.2 m. including 97 (KZT16,623.0 m.) repo opening deals and 68 repo closing (KZT12,353.2 m.). Indicator TONIA according to trades' results totaled 0.51% APR and increased compared to last trading day by 0.97%. Pension system entities: +44.1% (KZT-3,636.0 m.), 10 participants. Second tier banks (STB): - KZT+16,399.0 m. (borrowing, 10 banks), KZT-11,904.0 m. (lending, 8 banks); - in the sector of direct transactions on GS net-position was zero, at the open trade market (auto repo sector) KZT+4,495.0 m.; - resulting balance was KZT+4,495.0 m. (on previous day it was equal to KZT+3,214.0 m.). National Bank today did not change its participation stake on repo market solely working as borrower. Counterparts of National Bank on deals were STB and their clients. Repo overnight was used as liquidity regulation tool. [2004-12-24]