Repo on KASE: day results

/IRBIS, Zaure Yessimova, August 18, 05/ - Today on Kazakhstan stock exchange (KASE) 161 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT28,525.2 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 0.70 7.30 2.39 2.43 12 298.6 57 Open 4 3.00 3.00 3.00 3.05 240.0 3 Open 7 2.80 6.90 3.72 3.79 1 735.3 17 Open 14 2.80 6.00 3.44 3.50 657.4 7 Open 28 6.20 6.21 6.20 6.38 120.0 2 Open 32 8.99 8.99 8.99 9.36 29.0 1 Open 92 10.50 11.01 10.96 11.36 190.0 2 Open 292 13.62 13.62 13.62 13.62 1.0 1 Open 365 7.00 7.00 7.00 7.00 180.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: . . . . . 15 451.2 91 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 1.00 6.50 4.45 4.55 9 788.1 44 Close 2 4.00 4.00 4.00 4.08 3.0 1 Close 3 1.20 1.20 1.20 1.21 150.0 1 Close 7 1.00 1.80 1.46 1.47 1 600.4 7 Close 10 7.38 7.39 7.38 7.65 92.9 3 Close 13 2.20 2.20 2.20 2.22 92.8 2 Close 14 1.50 1.70 1.66 1.67 1 000.6 3 Close 28 7.50 7.50 7.50 7.77 60.3 1 Close 31 8.50 8.50 8.50 8.84 29.2 1 Close 73 14.05 14.05 14.05 14.86 1.0 1 Close 91 11.13 11.13 11.13 11.60 174.7 1 Close 92 2.52 9.00 4.16 4.25 80.8 5 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: . . . . . 13 074.0 70 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: . . . . . 28 525.2 161 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 119 deals totaled KZT29,096.3 m. including 66 (KZT13,970.0 m.) repo opening deals and 53 repo closing deals (KZT12,126.2 m.). Indicator TONIA according to trades results totaled 2.34 and increased compared to last trading day by 2.03. Dynamics of repo rates (on repo opening deals for comparable terms). -------------------------------------------- Term calendar Today Previous day days rate, % APR rate, % APR Trend ------------- ----------- ------------ ----- 1 2.39 4.45 -2.06 7 3.72 4.13 -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: -18.0% (-KZT6,307.0 m.). 9 participants. Second tier banks (STB): - +KZT13,434.0 m. (borrowing 8 banks). -KZT7,237.0 m. (lending 6 banks); - in sector of direct deals on GS net-position of STB was zero (gross - KZT400 m.), on open trade market (autorepo sector) +KZT6,197.0 m.; - resulting balance totaled +KZT6,197.0 m. (on previous day it was equal to +KZT7,008.1 m.). National Bank today did not participate in repo market. [2005-08-18]