Repo at KASE: day results

/IRBIS, Natalya Khoroshebskaya, February 28, 05/ - Today at Kazakhstan Stock Exchange (KASE) 215 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT44,455.8m. 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 0.20 8.03 0.92 0.93 30,825.0 100 Open* 28 2.03 13.04 8.61 8.99 230.6 19 Open 60 8.03 8.03 8.03 8.31 87.0 1 Open 88 3.00 3.00 3.00 3.03 220.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 31,362.7 121 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 0.10 2.01 0.90 0.91 10,088.7 57 Close 4 0.30 6.50 0.54 0.55 1,280.1 3 Close 7 1.20 8.00 2.85 2.93 154.1 3 Close 14 1.80 2.00 1.87 1.88 300.2 2 Close 21 12.00 12.00 12.00 12.71 1.5 1 Close 26 3.50 7.97 5.98 6.17 235.8 7 Close 27 8.30 8.33 8.31 8.63 311.9 4 Close 28 9.98 13.00 10.57 11.11 15.7 4 Close 31 8.00 9.50 8.88 9.25 68.6 3 Close 32 2.00 2.00 2.00 2.02 3.0 1 Close 33 8.23 8.23 8.23 8.55 63.9 1 Close 49 2.11 7.08 4.61 4.72 201.2 2 Close 59 12.06 12.06 12.06 12.69 0.1 1 Close 90 12.17 12.17 12.17 12.73 7.2 1 Close 95 12.08 12.08 12.08 12.57 1.2 1 Close 146 4.03 4.03 4.03 4.07 334.4 2 Close 157 13.00 13.00 13.00 13.42 25.4 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 13,093.1 94 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 44,455.8 215 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 152 deals totaled KZT41,966.0 m. including 92 (KZT30,278.0 m.) repo opening deals and 60 repo closing (KZT11,688.0 m.). Indicator TONIA according to trades results totaled 0.86 and decreased compared to last trading day by 0.04. 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 ------------- ----------- ------------ ----- 28 8.61 10.50 -1.89 ----------------------------------------------- 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: -2.9% (-KZT5,917.0 m), 11 participants. Second tier banks (STB): - +KZT30,302.0 m. (borrowing 12 banks), -KZT24,480.1 m. (lending 11 banks); - in open trade market (autorepo sector) + KZT5,718.0 m., in CS repo sector +KZT73.9 m; - resulting balance totaled +KZT5,821.9 m. (on previous day it was equal to +KZT5,783.0 m.). National Bank did not change its participation stake today working for borrowing money as usual. National banks counterparties' included pension asset managers and second-tier banks. Overnight repurchase agreement was used as liquidity regulation tool. [2005-02-28]