Repo at KASE: day results

/IRBIS, Natalya Khoroshevskaya, March 29, 05/ - Today at Kazakhstan Stock Exchange (KASE) 134 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT23,774.6 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 0.30 9.03 1.25 1.26 10,285.06 41 Open* 2 0.70 0.70 0.70 0.70 500.00 1 Open* 3 1.00 1.50 1.24 1.24 1,234.00 8 Open 6 4.56 4.94 4.67 4.78 20.78 3 Open* 7 1.30 1.30 1.30 1.31 500.00 2 Open 14 5.50 5.50 5.50 5.65 23.00 1 Open 28 8.50 8.50 8.50 8.84 50.00 1 Open 31 2.47 11.50 3.69 3.80 9.81 5 Open 184 7.99 8.00 8.00 8.00 8.50 5 --------- -------- ---- ----- ------- --------- --------- -------- Subtotal: 12,631.16 67 --------- -------- ---- ----- ------- --------- --------- -------- Close 1 0.15 0.60 0.36 0.36 10,463.11 43 Close 4 0.24 0.24 0.24 0.24 100.00 1 Close 14 5.50 5.50 5.50 5.65 23.05 1 Close 26 5.00 5.00 5.00 5.12 6.09 1 Close 27 8.61 8.67 8.65 9.00 56.36 3 Close 28 2.00 10.00 5.33 5.53 311.28 16 Close 305 9.00 9.00 9.00 9.00 161.86 1 Close 341 9.00 9.00 9.00 9.00 21.68 1 --------- -------- ---- ----- ------- --------- --------- -------- Subtotal: 11,143.43 67 --------- -------- ---- ----- ------- --------- --------- -------- TOTAL: 23,774.59 134 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 105 deals totaled KZT22,437.5m. including 49 (KZT11,777.0 m.) repo opening deals and 56 repo closing (KZT10,660.5 m.). Indicator TONIA according to trades results totaled 1.05 and increased compared to last trading day by 0.69. Dynamics of repo rates (on repo opening deals with comparable maturities). ----------------------------------------------- Term calendar Today Previous day days rate, % APR rate, % APR Trend ------------- ----------- ------------ ----- 1 1.25 0.36 +0.89 7 1.30 1.59 -0.29 28 8.50 10.50 -2.00 31 3.69 9.96 -6.27 ----------------------------------------------- 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: -1.4% (-KZT6,296.0 m), 13 participants. Second tier banks (STB): - +KZT11,236.0 m. (borrowing 6 banks), -KZT5,944.0 m. (lending 7 banks); - in direct deals on GS net position was zero; in open trade market (autorepo sector) + KZT5,292.0 m.; - resulting balance totaled +KZT5,292.0 m. (on previous day it was equal to +KZT5,583.1 m.). National Bank did not change its participation stake today working for borrowing money as usual. National banks counterparties' included pension asset managers, second-tier banks and their clients. Overnight repurchase agreement was used as liquidity regulation tool. [2005-03-29]