Repo on KASE: day results

/IRBIS, Yelena Korpusenko, August 4, 05/ - Today on Kazakhstan Stock Exchange (KASE) 114 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT31,201.2 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 1.75 0.27 0.27 4 734.0 18 Open* 4 0.15 6.14 0.30 0.30 5 806.3 13 Open* 7 1.00 1.00 1.00 1.00 300.0 3 Open* 14 1.50 5.01 2.50 2.53 1 873.1 5 Open* 28 2.20 2.25 2.21 2.24 192.0 2 Open 32 8.99 11.51 9.26 9.66 19.0 3 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 12 924.3 44 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.09 0.55 0.24 0.24 7 346.1 27 Close 2 0.10 0.20 0.17 0.17 1 500.0 2 Close 3 0.60 0.60 0.60 0.60 400.0 3 Close 7 1.00 1.50 1.22 1.23 5 781.4 15 Close 14 5.58 5.58 5.58 5.73 62.2 1 Close 28 2.20 2.40 2.26 2.28 320.6 4 Close 31 8.99 8.99 8.99 9.37 12.0 1 Close 63 11.51 11.51 11.51 12.05 2.0 1 Close 119 12.49 12.50 12.50 13.03 203.9 5 Close 405 4.23 8.00 5.57 5.57 1 654.3 2 Close 437 8.00 8.00 8.00 8.00 166.1 1 Close 440 8.00 8.00 8.00 8.00 217.1 2 Close 443 8.00 8.00 8.00 8.00 271.5 4 Close 447 8.00 8.00 8.00 8.00 339.6 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: . . . . . 18 276.9 70 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: . . . . . 31 201.2 114 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 84 deals totaled KZT26, 604.9 m. including 35 (KZT11,707.0 m.) repo opening deals and 49 repo closing deals (KZT14,897.9 m.). Indicator TONIA according to trades results totaled 0.20 and decreased compared to last trading day by 0.04. Dynamics of repo rates (on repo opening deals for comparable terms). ----------------------------------------------- Term calendar Today Previous day days rate, % APR rate, % APR Trend ------------- ----------- ------------ ----- 1 0.27 0.24 +0.03 7 1.00 2.09 -1.09 14 2.50 1.50 +1.00 28 2.21 2.70 -0.49 ----------------------------------------------- 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: +3.1% (-KZT10,650.0 m.). 12 participants. Second tier banks (STB): - +KZT11,136.0 m. (borrowing 9 banks). -KZT1,020.0 m. (lending 2 banks); - on open trade market (autorepo sector) +KZT10,116.0 m., - resulting balance totaled +KZT10,116.0 m. (on previous day it was equal to +KZT9,575.0 m.). National Bank today did not participate in repo market. [2005-08-04]