Repo at KASE: day results

/IRBIS, Ranida Gabdeyeva, January 10, 05/ - Today at Kazakhstan Stock Exchange (KASE) 147 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT22,828.3 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 0.50 1.45 0.91 0.91 8,088.0 49 Open 7 1.75 6.20 3.97 4.07 337.9 5 Open 18 2.25 6.02 3.67 3.75 67.1 3 Open 21 2.91 2.91 2.91 2.95 123.0 1 Open 22 6.74 6.74 6.74 6.96 100.0 1 Open* 28 2.70 2.70 2.70 2.73 14.0 1 Open 355 8.00 8.00 8.00 8.00 114.4 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 8,844.4 61 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 0.40 2.25 0.83 0.83 10,944.7 56 Close 11 1.99 2.00 2.00 2.02 1,811.5 17 Close 14 5.50 5.50 5.50 5.65 39.1 1 Close 21 2.00 2.00 2.00 2.02 2.0 1 Close 32 4.00 4.00 4.00 4.08 232.4 1 Close 53 6.03 6.03 6.03 6.18 33.4 1 Close 73 3.50 3.50 3.50 3.55 8.5 1 Close 159 6.19 9.00 7.51 7.65 666.5 2 Close 182 6.25 11.00 7.20 7.33 160.5 4 Close 220 4.50 4.50 4.50 4.50 28.5 1 Close 377 13.00 13.00 13.00 13.00 56.7 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 13,983.9 86 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 22,828.3 147 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 103 deals totaled KZT18,746.8 m. including 48 (KZT7,902.0 m.) repo opening deals and 55 repo closing (KZT10,844.7 m.). Indicator TONIA according to trades results totaled 0.91% APR and increased compared to last trading day by 0.08. Dynamics of repo rates (on repo opening deals with comparable maturities) is characterized by following indicators: ----------------------------------------------- Term calendar Today Previous day days rate, % APR rate, % APR Trend ------------- ----------- ------------ ----- 7 days 3.97 5.03 -1.06 ----------------------------------------------- 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: -37.8 m. (-KZT1,579.0 m), 5 participants. Second tier banks (STB): - +KZT7,788.0 m. (borrowing, 7 banks), -KZT6,847.8 m. (lending, 8 banks); - in the sector of direct transactions on GS -KZT41.9 m., at the open trade market (auto repo sector) +KZT1,156.0 m., in CS repo sector - KZT173.9 m.; - resulting balance totaled +KZT940.2 m. (on previous day it was equal to +KZT2,776.0 m.). National Bank today enhanced its presence slightly on repo market solely working as borrower. National banks counterparties included pension market's subjects and second-tier banks and its clients. Overnight repurchase agreement was used as liquidity regulation tool. [2005-01-10]