Repo at KASE: day results

/IRBIS, Natalya Khoroshevskaya, March 14, 05/ - Today at Kazakhstan Stock Exchange (KASE) 144 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT28,507.6 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 1 0.20 2.20 0.78 0.78 11,990.0 52 Open 2 0.30 0.60 0.30 0.30 2,020.0 2 Open 4 12.00 12.00 12.00 12.74 15.5 1 Open 7 4.56 4.56 4.56 4.67 12.1 1 Open 9 1.00 6.64 1.41 1.43 140.1 6 Open 14 4.00 6.03 5.34 5.48 12.1 3 Open 22 7.00 7.00 7.00 7.24 60.0 2 Open 28 2.30 2.30 2.30 2.32 252.0 1 Open 30 7.53 7.53 7.53 7.79 9.6 2 Open 31 9.50 9.54 9.52 9.94 10.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 14,521.3 72 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 0.10 0.70 0.36 0.37 12,480.4 54 Close 4 0.30 0.39 0.34 0.34 200.0 2 Close 5 0.30 1.10 0.90 0.90 400.0 2 Close 9 4.50 4.50 4.50 4.60 23.0 1 Close 13 8.00 8.00 8.00 8.32 15.0 1 Close 18 5.01 5.01 5.01 5.13 27.1 1 Close 28 2.00 9.52 2.24 2.27 310.5 4 Close 48 1.52 1.52 1.52 1.53 5.0 1 Close 53 6.11 6.11 6.11 6.27 8.3 1 Close 68 1.97 8.00 5.00 5.14 202.3 2 Close 75 5.35 5.35 5.35 5.46 10.1 1 Close 95 5.01 5.01 5.01 5.09 101.3 1 Close 119 5.00 5.00 5.00 5.08 203.3 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 13,986.3 72 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 28,507.6 144 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 113 deals totaled KZT25,772.9m. including 57 (KZT13,392.0 m.) repo opening deals and 56 repo closing (KZT12,380.9 m.). Indicator TONIA according to trades results totaled 0.81 and increased compared to last trading day by 0.40. 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 4.56 6.75 -2.19 14 5.34 6.40 -1.06 31 9.52 6.00 +3.52 -------------------------------------------- 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: -37.9% (-KZT3,431.0 m), 6 participants. Second tier banks (STB): - +KZT13,930.0 m. (borrowing 10 banks), -KZT7,997.0 m. (lending 7 banks); - in direct deals on GS net position was +KZT800.0 m; in open trade market (autorepo sector) + KZT5,123.0 m., in CS repo sector +KZT10 m; - resulting balance totaled +KZT5,933.0 m. (on previous day it was equal to +KZT5,890.6 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. [2005-03-14]