Repo on KASE: day results

/IRBIS, Assel Omarova, June 29, 05/ - Today on Kazakhstan Stock Exchange (KASE) 169 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT41,499.4 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 2.50 1.24 1.25 16,561.0 56 Open 2 1.00 7.00 1.42 1.44 7,323.3 29 Open 5 2.80 2.80 2.80 2.84 100.6 1 Open* 7 2.00 2.00 2.00 2.02 100.0 1 Open* 28 2.10 2.10 2.10 2.12 175.0 1 Open 30 3.00 3.01 3.01 3.05 4.7 2 Open* 362 9.00 9.00 9.00 9.00 200.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 24,464.7 91 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.20 3.32 0.86 0.86 14,712.4 48 Close 2 5.00 5.00 5.00 5.13 95.0 1 Close 5 1.29 5.00 3.54 3.62 660.3 2 Close 7 3.50 4.00 3.57 3.63 350.2 3 Close 14 2.00 2.00 2.00 2.02 30.0 1 Close 22 3.96 3.96 3.96 4.03 200.6 1 Close 28 2.20 10.00 5.41 5.60 593.5 17 Close 61 2.00 2.00 2.00 2.02 6.0 1 Close 365 10.50 10.50 10.50 10.50 386.8 4 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 17,034.8 78 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 41,499.4 169 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 146 deals totaled KZT38,182.0 m. including 83 (KZT22,843.0 m.) repo opening deals and 63 repo closing deals (KZT15,339.0 m.). Indicator TONIA according to trades results totaled 1.25 and increased compared to last trading day by 0.40. Dynamics of repo rates (on repo opening deals for comparable terms). ----------------------------------------------- Term calendar Today Previous day days rate, % APR rate, % APR Trend ------------- ----------- ------------ ----- 1 1.24 0.85 +0.39 2 1.42 3.32 -1.90 7 2.00 2.41 -0.41 ----------------------------------------------- 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: +83.2% (-KZT7,817.0 m.), 6 participants. Second tier banks (STB): - +KZT22,046.6 m. (borrowing 7 banks), -KZT15,309.4 m. (lending 10 banks); - in sector of direct deals on GS -KZT800.0 m., on open trade market (autorepo sector) +KZT7,177.0 m., in CS repo sector +KZT360.6 m.; - resulting balance totaled +KZT6,737.3 m. (on previous day it was equal to +KZT3,240.0 m.). National Bank today did not change its participation stake on repo market, working for borrowing money only. National bank's counterparties were STB and subjects of pension market. Repo overnight was used as liquidity regulation tool. [2005-06-29]