Repo on KASE: day results

/IRBIS, Yelena Korpusenko, July 14, 05/ - Today on Kazakhstan Stock Exchange (KASE) 132 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT17,645.3 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 0.40 1.80 0.69 0.69 7 197.5 50 Open* 4 0.80 0.80 0.80 0.80 300.0 1 Open 5 3.07 3.07 3.07 3.11 150.0 1 Open* 7 1.20 5.69 1.58 1.60 403.0 5 Open 14 6.00 6.00 6.00 6.18 2.0 1 Open* 28 1.90 9.00 4.32 4.47 293.0 2 Open 32 1.94 9.50 7.92 8.22 114.1 4 Open 49 6.00 10.00 7.63 7.90 185.3 3 Open 92 8.00 8.00 8.00 8.22 402.7 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 9 047.6 69 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.30 1.90 1.06 1.07 6 923.2 43 Close 7 1.87 2.20 2.00 2.02 850.3 5 Close 14 5.50 5.50 5.50 5.65 77.2 1 Close 27 7.49 7.49 7.49 7.75 7.0 1 Close 28 2.30 9.00 5.11 5.29 239.9 2 Close 30 9.49 9.50 9.50 9.92 10.1 2 Close 64 1.99 10.02 7.20 7.47 31.4 2 Close 92 2.00 2.00 2.00 2.01 26.1 2 Close 93 6.00 6.00 6.00 6.12 203.1 1 Close 136 8.01 8.01 8.01 8.18 65.3 1 Close 143 8.01 8.01 8.01 8.17 39.2 1 Close 244 7.98 7.98 7.98 7.98 12.9 1 Close 365 12.00 12.00 12.00 12.00 112.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 8 597.7 63 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 17 645.3 132 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 102 deals totaled KZT15,681.8 m. including 53 (KZT7,769.0 m.) repo opening deals and 49 repo closing deals (KZT7,912.8 m.). Indicator TONIA according to trades results totaled 1.69 and decreased compared to last trading day by 0.37. Dynamics of repo rates (on repo opening deals for comparable terms). ----------------------------------------------- Term calendar Today Previous day days rate, % APR rate, % APR Trend ------------- ----------- ------------ ----- 1 0.69 1.06 -0.37 7 1.58 1.25 +0.33 14 6.00 8.40 -2.40 28 4.32 2.20 +2.12 ----------------------------------------------- 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: +11.4% (-KZT5,834.0 m.). 10 participants. Second tier banks (STB): - +KZT7,344.0 m. (borrowing 8 banks). -KZT2,002.0 m. (lending 5 banks); - in sector of direct deals on GS net-position was zero (gross - KZT576.0 m.), on open trade market (autorepo sector) +KZT5,186.0 m., in CS repo market +KZT156.0 m.; - resulting balance totaled +KZT5,342.0 m. (on previous day it was equal to +KZT4,762.0 m.). National Bank today did not participate in repo market. [2005-07-14]