Repo at KASE: day results

/IRBIS, Assel Omarova, May 18, 05/ - Today at Kazakhstan Stock Exchange (KASE) 158 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT38,156.0 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 0.50 2.75 1.38 1.39 16,241.6 56 Open* 2 0.75 1.90 1.51 1.52 2,000.0 4 Open* 5 0.60 4.50 1.74 1.77 1,692.0 3 Open* 14 1.75 1.75 1.75 1.76 98.0 1 Open* 28 10.00 10.00 10.00 10.47 24.0 1 Open 30 3.30 8.50 7.30 7.58 921.9 4 Open 31 2.52 2.52 2.52 2.55 100.0 6 Open 33 7.75 9.99 9.57 10.00 92.0 5 Open 92 9.00 9.00 9.00 9.27 20.0 1 Open 124 9.01 9.01 9.01 9.21 9.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 21,198.5 83 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.30 2.75 1.12 1.13 14,751.5 51 Close 5 1.00 1.00 1.00 1.01 100.0 1 Close 7 1.30 1.50 1.37 1.38 503.1 4 Close 14 1.40 1.50 1.44 1.45 162.1 2 Close 28 10.00 10.00 10.00 10.47 24.2 1 Close 30 7.49 10.34 8.59 8.94 827.8 8 Close 37 2.00 2.00 2.00 2.02 44.9 1 Close 48 2.72 2.72 2.72 2.75 100.4 2 Close 49 6.88 6.88 6.88 7.08 5.0 1 Close 63 3.00 3.00 3.00 3.04 40.2 1 Close 89 11.01 11.01 11.01 11.47 174.6 1 Close 97 2.61 2.61 2.61 2.63 21.5 1 Close 180 3.32 3.32 3.32 3.35 202.2 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 16,957.4 75 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 38,156.0 158 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 114 deals totaled KZT34,642.7 m. including 61 (KZT19,626.0 m.) repo opening deals and 53 repo closing (KZT15,016.0 m.). Indicator TONIA according to trades results totaled 1.38 and increased compared to last trading day by 0.24. Dynamics of repo rates (on repo opening deals for comparable terms). ----------------------------------------------- Term calendar Today Previous day days rate, % APR rate, % APR Trend ------------- ----------- ------------ ----- 1 1.38 1.12 +0.26 14 1.75 2.99 -1.24 28 10.00 8.00 +2.00 30 7.30 3.30 +4.00 31 2.52 7.16 -4.64 ----------------------------------------------- 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: +18.4% (-KZT8,973.0 m.), 9 participants. Second tier banks (STB): - +KZT18,927.0 m. (borrowing 10 banks), -KZT10,831.9 m. (lending 8 banks); - at open trade market (autorepo sector) +KZT8,297.0 m., in CS repo sector -KZT201.9 m.; - resulting balance totaled +KZT8,095.1m. (on previous day it was equal to +KZT7,376.07 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. Overnight repurchase agreement was used as liquidity regulation tool. [2005-05-18]