Repo at KASE: day results

/IRBIS, Zaure Yesimova, May 13, 05/ - Today at Kazakhstan Stock Exchange (KASE) 153 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT30,907.3m. 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 3 0.20 3.00 1.14 1.15 13,441.0 62 Open* 4 1.00 1.00 1.00 1.01 100.0 1 Open* 5 1.00 3.20 1.51 1.53 130.1 2 Open 7 1.00 1.00 1.00 1.00 445.0 3 Open 14 7.00 7.00 7.00 7.24 30.0 1 Open 17 7.00 7.00 7.00 7.24 24.2 2 Open 28 2.05 2.40 2.06 2.08 223.0 6 Open 31 3.00 3.00 3.00 3.04 7.0 1 Open 32 9.47 9.50 9.48 9.90 10.0 2 Open 185 9.00 9.00 9.00 9.00 41.0 1 --------- -------- ---- ---- ------- --------- -------- -------- Итого: 14,451.3 81 --------- -------- ---- ---- ------- --------- -------- -------- Close 1 0.40 1.00 0.63 0.63 14,286.3 55 Close 2 0.50 1.10 0.60 0.60 600.0 2 Close 3 1.10 1.50 1.19 1.19 801.1 4 Close 7 0.79 0.80 0.80 0.80 500.1 2 Close 9 0.89 0.89 0.89 0.89 100.0 1 Close 14 6.50 6.50 6.50 6.71 30.1 1 Close 28 2.40 2.40 2.40 2.43 4.0 4 Close 29 9.44 9.50 9.47 9.89 10.1 2 Close 163 3.00 3.00 3.00 3.02 124.5 1 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 16,456.1 72 --------- -------- ---- ---- ------- --------- -------- -------- TOTAL: 30,907.3 153 ---------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 134 deals totaled KZT29,920.4 m. including 70 (KZT14,029.0 m.) repo opening deals and 64 repo closing (KZT15,891.4 m.). Indicator TONIA according to trades results totaled 1.13 and increased compared to last trading day by 0.50. Dynamics of repo rates (on repo opening deals for comparable terms). -------------------------------------------- Term calendar Today Previous day days rate, % APR rate, % APR Trend ------------- ----------- ------------ ----- 7 1.00 1.00 0 14 7.00 7.30 -0.30 32 9.48 6.00 +3.48 -------------------------------------------- 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: -24.0% (-KZT7,141.0 m.), 10 participants. Second tier banks (STB): - +KZT12,711.0 m. (borrowing 11 banks), -KZT6,483.1 m. (lending 7 banks); - in direct deals on GS repo net position was zero (gross - KZT400.0 m), at open trade market (autorepo sector) +KZT6,255.0 m., in CS repo sector -KZT27.2 m.; - resulting balance totaled +KZT6,227.9m. (on previous day it was equal to +KZT9,057.4 m.). National Bank today did not change its participation stake on repo market working for borrowing money as usual. National banks counterparties included pension asset managers, second-tier banks and their clients. Three-day repurchase agreement was used as liquidity regulation tool. [2005-05-12]