Repo on KASE: day results

/IRBIS, Yelena Korpusenko, July 26, 05/ - Today on Kazakhstan Stock Exchange (KASE) 137 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT41,242.3 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 0.10 3.00 0.47 0.47 14 648.0 42 Open* 2 0.50 2.00 1.08 1.09 827.0 3 Open* 3 2.00 2.20 2.05 2.07 2 500.0 14 Open* 7 2.00 5.80 2.59 2.63 512.0 5 Open 28 5.00 5.00 5.00 5.12 260.0 1 Open 31 7.98 7.98 7.98 8.27 334.8 2 Open 92 12.00 12.00 12.00 12.49 33.5 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 19 115.3 68 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.10 3.52 0.41 0.42 17 151.2 53 Close 7 1.00 5.60 1.24 1.25 4 859.2 12 Close 11 6.00 6.00 6.00 6.18 0.3 1 Close 14 1.50 4.98 1.93 1.96 114.3 2 Close 28 6.00 6.00 6.00 6.17 2.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 22 127.0 69 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 41 242.3 137 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 114 deals totaled KZT37,560.3 m. including 56 (KZT16,987.0 m.) repo opening deals and 58 repo closing deals (KZT20,573.3 m.). Indicator TONIA according to trades results totaled 0.31 and increased compared to last trading day by 0.07. Dynamics of repo rates (on repo opening deals for comparable terms). ----------------------------------------------- Term calendar Today Previous day days rate, % APR rate, % APR Trend ------------- ----------- ------------ ----- 1 0.47 0.42 +0.05 2 1.08 0.71 +0.37 3 2.05 0.79 +1.29 7 2.59 5.60 -3.01 28 5.00 7.50 -2.50 ----------------------------------------------- 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: -12.1% (-KZT13,953.0 m.). 11 participants. Second tier banks (STB): - +KZT16,482.7 m. (borrowing 8 banks). -KZT4,459.0 m. (lending 5 banks); - on open trade market (autorepo sector) +KZT11,853.0 m., in CS repo market +KZT170.0 m.; - resulting balance totaled +KZT12,023.0 m. (on previous day it was equal to +KZT15,437.7 m.). National Bank today did not participate in repo market. [2005-07-26]