Repo at KASE: day results

/IRBIS, Natalya Kouznetsova, March 1, 03/ - Today at Kazakhstan Stock Exchange (KASE) 211 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT43,651.2m. 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 2.00 0.88 0.89 11,150.48 55 Open 2 0.40 0.50 0.47 0.47 149.83 2 Open 13 8.00 8.00 8.00 8.32 15.00 1 Open* 14 2.50 5.50 4.73 4.84 31.00 2 Open 15 15.00 15.00 15.00 16.13 0.78 1 Open 27 3.30 3.30 3.30 3.35 32.40 2 Open* 28 2.00 10.00 5.32 5.52 310.01 16 Open 29 5.03 10.07 8.56 8.93 50.00 2 Open 30 2.01 8.34 7.22 7.49 334.02 11 Open 31 8.00 8.00 8.00 8.30 14.68 2 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 12,088.19 94 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 0.20 5.60 0.88 0.88 30,383.75 94 Close 4 0.40 0.40 0.40 0.40 99.70 1 Close 5 2.15 2.15 2.15 2.17 31.70 1 Close 7 4.13 4.51 4.34 4.44 27.37 4 Close 8 4.56 4.60 4.58 4.68 12.68 2 Close 12 1.22 1.22 1.22 1.23 100.04 1 Close 14 1.50 5.50 1.74 1.76 372.25 3 Close 18 9.44 9.44 9.44 9.88 8.97 1 Close 22 9.56 9.56 9.56 10.00 15.09 1 Close 26 9.61 9.70 9.66 10.10 70.48 2 Close 28 1.98 1.98 1.98 1.99 57.51 1 Close 40 8.04 8.04 8.04 8.33 88.77 1 Close 88 9.35 9.35 9.35 9.69 28.63 1 Close 235 10.00 10.00 10.00 10.00 266.09 4 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 31,563.03 117 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 43,651.22 211 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 160 deals totaled KZT41,838.9m. including 66 (KZT11,210.0 m.) repo opening deals and 94 repo closing (KZT30,628.9 m.). Indicator TONIA according to trades results totaled 0.88 and increased compared to last trading day by 0.02. 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 ------------- ----------- ------------ ----- 1 0.88 0.92 -0.04 28 5.32 8.61 -3.29 ----------------------------------------------- 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: -19.0% (-KZT4,681.0 m), 9 participants. Second tier banks (STB): - +KZT11,027.8 m. (borrowing 9 banks), -KZT6,849.7 m. (lending 10 banks); - in direct deals on GS -KZT86.4 m; in open trade market (autorepo sector) + KZT4,050.0 m., in CS repo sector +KZT214.5 m; - resulting balance totaled +KZT4,178.1 m. (on previous day it was equal to +KZT5,821.9 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. Three-day repurchase agreement was used as liquidity regulation tool. [2005-03-01]