Repo on KASE: day results

/IRBIS, Yelena Korpusenko, June 23, 05/ - Today on Kazakhstan Stock Exchange (KASE) 202 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT63,365.8 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 4.80 15.00 9.19 9.66 28 117.4 86 Open* 4 6.00 9.00 7.72 8.03 2 490.0 8 Open* 7 4.00 6.25 6.23 6.42 3 430.0 7 Open 14 5.06 5.06 5.06 5.19 6.9 1 Open 28 7.55 7.55 7.55 7.82 58.0 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 34 102.3 103 --------- -------- ---- ----- ------- --------- -------- -------- Close 1 2.50 6.50 4.46 4.56 28 572.5 92 Close 7 1.50 1.70 1.55 1.56 400.1 4 Close 10 2.39 2.39 2.39 2.41 197.1 1 Close 28 7.30 7.30 7.30 7.55 43.2 1 Close 65 5.54 5.54 5.54 5.67 50.5 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 29 263.5 99 --------- -------- ---- ----- ------- --------- -------- -------- TOTAL: 63 365.8 202 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 193 deals totaled KZT62,829.6 m. including 98 (KZT33,932.0 m.) repo opening deals and 95 repo closing deals (KZT28,897.6 m.). Indicator TONIA according to trades results totaled 9.19 and increased compared to last trading day by 4.74. Dynamics of repo rates (on repo opening deals for comparable terms). ----------------------------------------------- Term calendar Today Previous day days rate, % APR rate, % APR Trend ------------- ----------- ------------ ----- 1 9.19 4.46 +4.73 7 6.23 3.57 +2.66 14 5.06 8.40 -3.34 ----------------------------------------------- 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: +2.1% (-KZT9,538.0 m.), 12 participants. Second tier banks (STB): - +KZT34,010.0 m. (borrowing 8 banks), -KZT21,065.4 m. (lending 12 banks); - on open trade market (autorepo sector) +KZT12,900.0 m., on CS +KZT44.6 m.; - resulting balance totaled +KZT10,315.0 m. (on previous day it was equal to +KZT12,944.5 m.). National Bank today placed its money in repo market. National bank's counterparties were STB. Repo for seven days was used as liquidity regulation tool. [2005-06-23]