Repo at KASE: day results

/IRBIS, Ranida Gabdeyeva, February 4, 05/ - Today at Kazakhstan Stock Exchange (KASE) 242 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT39,204.0 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 3 0.30 2.75 1.11 1.12 18,611.0 106 Open* 7 1.80 5.00 2.78 2.83 657.0 13 Open 14 4.08 5.50 4.65 4.76 210.7 2 Open* 28 2.30 2.30 2.30 2.32 113.0 1 Open 89 9.01 9.01 9.01 9.32 20.0 1 ---------- -------- ----- ----- ------- --------- -------- -------- Subototal: 19,611.7 123 ---------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.40 2.00 1.23 1.24 17,705.3 94 Close 7 2.00 5.00 2.51 2.55 1,352.7 18 Close 11 10.00 10.00 10.00 10.50 2.0 1 Close 14 1.80 1.80 1.80 1.82 90.1 1 Close 38 4.00 4.00 4.00 4.07 262.8 1 Close 121 6.00 6.00 6.00 6.12 20.4 1 Close 213 9.00 9.00 9.00 9.00 86.5 1 Close 214 9.99 9.99 9.99 9.99 61.6 1 Close 365 10.00 10.00 10.00 10.00 11.0 1 ---------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 19,592.3 119 ---------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 39,204.0 242 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 224 deals totaled KZT37,465.0 m. including 118 (KZT19,114.0 m.) repo opening deals and 106 repo closing (KZT18,351.0 m.). Indicator TONIA according to trades results totaled 1.1% APR and decreased compared to last trading day by 0.13. 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 2.78 4.29 -1.51 14 4.65 6.00 -1.35 28 2.30 4.41 -2.11 89 9.01 9.51 -0.50 ----------------------------------------------- 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: +26.5% (-KZT6,642.0 m), 15 participants. Second tier banks (STB): - +KZT18,656.0 m. (borrowing 10 banks), -KZT12,885.0 m. (lending 12 banks); - in the sector of direct transactions on GS the net position was zero, at the open trade market (auto repo sector) +KZT5,771.0 m.; - resulting balance totaled +KZT5,771.0 m. (on previous day it was equal to +KZT4,303.0 m.). National Bank has inginficantly enhanced its aprticipation stake today working for borrowing money as usual. National banks counterparties' included pension system entities, second-tier banks and their clients. Three day repurchase agreement was used as liquidity regulation tool. [2005-02-04]