Repo at KASE: day results

/IRBIS, Natalya Khoroshevskaya, January 31, 05/ - Today at Kazakhstan Stock Exchange (KASE) 274 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT49,361.3 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 0.15 6.73 1.61 1.63 30,755.8 135 Open 3 0.70 12.00 10.64 11.29 434.4 2 Open* 7 5.70 5.80 5.76 5.92 265.0 3 Open 28 9.98 13.00 10.57 11.11 15.6 4 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 31,470.8 144 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 0.50 7.40 2.17 2.19 13,497.4 87 Close 4 5.00 7.41 6.18 6.38 903.9 10 Close 5 4.50 5.00 4.75 4.86 1,695.1 7 Close 7 5.70 5.70 5.70 5.86 150.2 1 Close 10 7.00 7.00 7.00 7.24 150.3 2 Close 14 2.50 10.00 3.57 3.66 176.2 3 Close 17 5.50 5.50 5.50 5.64 57.7 1 Close 19 7.00 7.00 7.00 7.24 75.3 1 Close 21 2.91 2.91 2.91 2.95 123.2 1 Close 25 3.40 9.99 7.14 7.42 316.0 10 Close 26 6.51 6.51 6.51 6.71 85.4 1 Close 31 10.00 10.01 10.00 10.47 62.6 3 Close 32 7.00 7.00 7.00 7.23 424.2 1 Close 33 13.00 13.00 13.00 13.80 2.0 1 Close 203 4.21 4.21 4.21 4.21 170.9 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 17,890.5 130 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 49,361.3 274 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 223 deals totaled KZT45,656.9 m. including 126 (KZT30,060.0 m.) repo opening deals and 97 repo closing (KZT15,596.9 m.). Indicator TONIA according to trades results totaled 1.56% APR and decreased compared to last trading day by 0.51. 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 5.76 2.57 +3.19 28 10.57 2.84 +7.73 ----------------------------------------------- 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: +24.4% (-KZT7,509.0 m), 14 participants. Second tier banks (STB): - +KZT28,993.5 m. (borrowing 13 banks), -KZT23,569.0 m. (lending 9 banks); - in the sector of direct transactions on GS +KZT52.5 m, at the open trade market (auto repo sector) +KZT5,412.0 m., in CS repo sector -KZT40.0 m; - resulting balance totaled +KZT5,424.5 m. (on previous day it was equal to +KZT5,123.3 m.). National Bank worked as a borrower as usual. National banks counterparties included pension system entities, second-tier banks and their clients. Overnight repurchase agreement was used as liquidity regulation tool. [2005-01-31]