Repo at KASE: day results

/IRBIS, Natalya Khoroshevskaya, March 5, 03/ - Today at Kazakhstan Stock Exchange (KASE) 112 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT17,390.1 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 4 0.10 1.45 0.77 0.78 8,198.0 52 Open 9 4.50 4.50 4.50 4.60 23.0 1 Open 13 5.70 5.70 5.70 5.86 85.0 1 Open 31 6.99 7.51 7.36 7.61 28.8 6 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 8,334.8 60 --------- -------- ---- ---- ------- --------- -------- -------- Close 1 0.10 3.01 0.36 0.36 8,961.1 45 Close 4 0.31 0.31 0.31 0.31 49.8 1 Close 8 4.47 4.47 4.47 4.57 23.0 1 Close 22 4.98 4.98 4.98 5.10 3.0 1 Close 26 4.51 4.51 4.51 4.61 5.0 1 Close 365 7.50 7.50 7.50 7.50 13.2 3 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 9,055.2 52 --------- -------- ---- ---- ------- --------- -------- -------- TOTAL: 17,390.0 112 ----------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 95 deals totaled KZT17,014.1m. including 52 (KZT8,198.0 m.) repo opening deals and 43 repo closing (KZT8,816.1 m.). Indicator TONIA according to trades results totaled 0.77 and increased compared to last trading day by 0.44. 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: -12.2% (-KZT4,988.0 m), 10 participants. Second tier banks (STB): - +KZT8,097.0 m. (borrowing 11 banks), -KZT3,037.0 m. (lending 5 banks); - in direct deals on GS net position was zero; in open trade market (autorepo sector) + KZT4,975.0 m.; in CS +KZT85.0 m.; - resulting balance totaled +KZT5,060.0 m. (on previous day it was equal to +KZT5,644.1 m.). National Bank did not significantly change its participation stake today working for borrowing money as usual. National banks counterparties' included pension asset managers and second-tier banks. Four day repurchase agreement was used as liquidity regulation tool. [2005-03-05]