Repo at KASE: day results

/IRBIS, Natalya Kuznetsova, February 14, 05/ - Today at Kazakhstan Stock Exchange (KASE) 148 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT23,530.4m. 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 2.02 1.16 1.17 8,950.29 53 Open 7 1.00 5.80 4.05 4.16 499.01 8 Open 10 10.00 10.00 10.00 10.50 50.00 1 Open* 14 1.80 5.00 2.00 2.02 313.26 3 Open* 28 2.00 9.52 2.24 2.27 309.98 4 Open 30 7.51 7.51 7.51 7.77 15.33 1 Open 101 3.00 3.00 3.00 3.03 107.00 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 10,244.87 71 --------- -------- ----- ----- ------- --------- --------- -------- Close 3 0.20 5.50 1.14 1.15 12,527.19 62 Close 4 0.80 0.80 0.80 0.80 50.00 2 Close 5 1.60 1.60 1.60 1.61 13.00 1 Close 7 2.10 5.80 5.68 5.84 271.30 4 Close 28 2.55 2.55 2.55 2.58 80.16 2 Close 31 10.00 10.00 10.00 10.47 45.38 1 Close 32 9.50 9.50 9.50 9.92 5.04 1 Close 33 7.49 7.49 7.49 7.75 20.14 1 Close 46 7.36 7.36 7.36 7.60 8.07 1 Close 62 8.00 8.00 8.00 8.26 157.56 1 Close 80 2.99 2.99 2.99 3.03 107.70 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 13,285.55 77 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 23,530.41 148 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 120 deals totaled KZT21,783.3 m. including 56 (KZT9,392.0 m.) repo opening deals and 64 repo closing (KZT12,391.3 m.). Indicator TONIA according to trades results totaled 1.18% APR and increased compared to last trading day by 0.09. 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 4.05 1.54 +2.51 14 2.00 1.77 -0.23 28 2.24 2.00 +0.24 ----------------------------------------------- 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: -66.8% (-KZT2,621.0 m), 8 participants. Second tier banks (STB): - +KZT9,443.0 m. (borrowing 10 banks), -KZT5,332.3 m. (lending 9 banks); - in sector of direct deals on GS -KZT19.0 m.; in open trade market (autorepo sector) + KZT4,148.0 m., in CS repo sector - KZT18.3 m ; - resulting balance totaled +KZT4,110.7 m. (on previous day it was equal to +KZT9,230.0 m.). National Bank has slightly enhanced its participation stake today working for borrowing money as usual. National banks counterparties' included second- tier banks and their clients. Overnight repurchase agreement was used as liquidity regulation tool. [2005-02-14]