Repo at KASE: day results

/IRBIS, Natalya Kuznetsova, May 3, 05/ - Today at Kazakhstan Stock Exchange (KASE) 166 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT44,767.5 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 1.76 0.68 0.69 13,598.01 46 Open* 2 0.40 2.99 1.79 1.81 2,303.00 6 Open* 3 1.00 1.00 1.00 1.00 195.00 2 Open* 7 1.00 2.00 1.18 1.19 2,508.00 4 Open 13 5.01 5.01 5.01 5.13 3.06 1 Open 14 10.00 10.00 10.00 10.50 23.00 1 Open 27 2.20 8.48 5.34 5.52 300.00 6 Open* 28 2.00 10.00 5.74 5.96 267.00 6 Open 92 5.93 5.93 5.93 6.05 200.00 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 19,397.07 73 --------- -------- ----- ----- ------- --------- --------- -------- Close 4 0.20 5.00 1.22 1.24 23,621.18 72 Close 5 1.00 4.78 4.45 4.56 117.07 2 Close 6 5.06 5.06 5.06 5.19 85.42 1 Close 7 1.00 1.60 1.45 1.46 262.08 4 Close 8 1.00 1.20 1.09 1.10 996.24 9 Close 15 1.70 5.97 3.70 3.79 188.26 2 Close 28 2.05 2.05 2.05 2.07 100.16 3 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal 25,370.41 93 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 44,767.49 166 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 148 deals totaled KZT43,473.5 m. including 62 (KZT18,752.0 m.) repo opening deals and 86 repo closing (KZT24,721.5 m.). Indicator TONIA according to trades results totaled 0.68 and decreased compared to last trading day by 0.43. Dynamics of repo rates (on repo opening deals for comparable terms). ----------------------------------------------- Term calendar Today Previous day days rate, % APR rate, % APR Trend ------------- ----------- ------------ ----- 7 1.18 4.17 -2.99 14 10.00 6.50 +3.50 28 5.74 7.50 -1.76 ----------------------------------------------- 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: -16.2% (-KZT13,609.0 m.), 11 participants. Second tier banks (STB): - +KZT17,546.0 m. (borrowing 6 banks), -KZT5,296.0 m. (lending 8 banks); - in direct deals on GS repo -KZT150.0 m., at open trade market (autorepo sector) +KZT12,403.0 m., in CS repo sector -KZT3.0 m.; - resulting balance totaled +KZT12,250.0 m. (on previous day it was equal to +KZT17,681.8 m.). National Bank today did not change its participation stake on repo market working for borrowing money as usual. National banks counterparties were pension asset managers, second-tier banks and its clients. Overnight repurchase agreement was used as liquidity regulation tool. [2005-05-03]