Repo on KASE: day results

/IRBIS, Zaure Yessimova, August 22, 05/ - Today on Kazakhstan stock exchange (KASE) 165 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT37,388.3 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 1.20 6.01 1.61 1.62 12 664.8 48 Open 2 1.20 1.70 1.32 1.33 1 120.0 5 Open 3 5.20 5.20 5.20 5.34 280.0 1 Open 9 2.00 5.90 2.99 3.04 2 048.0 9 Open 10 5.70 5.70 5.70 5.86 17.0 1 Open 14 2.50 2.50 2.50 2.53 340.0 8 Open 31 9.00 10.00 9.67 10.10 30.0 2 Open 92 8.00 8.00 8.00 8.22 40.8 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: . . . . . 16 540.7 75 --------- -------- ---- ----- ------- --------- -------- -------- Close 3 0.50 4.50 1.12 1.13 17 122.6 59 Close 5 5.25 5.50 5.42 5.56 150.1 2 Close 7 2.00 4.80 3.07 3.12 1 596.2 8 Close 10 3.72 3.72 3.72 3.79 150.2 1 Close 11 5.70 5.70 5.70 5.86 17.0 1 Close 12 6.00 6.00 6.00 6.18 90.4 1 Close 14 1.60 7.50 1.97 1.99 1 029.8 12 Close 28 7.50 7.50 7.50 7.77 120.7 1 Close 33 8.49 10.00 9.50 9.92 30.3 2 Close 63 3.50 7.50 4.13 4.21 493.5 2 Close 91 8.01 8.01 8.01 8.26 46.9 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 20 847.6 90 --------- -------- ---- ----- ------- --------- -------- -------- TOTAL: 37 388.3 165 ----------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 135 deals totaled KZT33,8021.7 m. including 62 (KZT15,000.0 m.) repo opening deals and 73 repo closing deals (KZT18,802.6 m.). Indicator TONIA according to trades results totaled 1.50 and increased compared to last trading day by 1.46. Dynamics of repo rates (on repo opening deals for comparable terms). -------------------------------------------- Term calendar Today Previous day days rate, % APR rate, % APR Trend ------------- ----------- ------------ ----- 1 5.20 1.14 +4.06 14 2.50 2.52 -0.02 31 9.67 7.97 +1.70 -------------------------------------------- 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: -0.23% (-KZT12,058.7 m.). 16 participants. Second tier banks (STB): - +KZT15,169.9 m. (borrowing 11 banks). -KZT3,608.1 m. (lending 6 banks); - on open trade market (autorepo sector) +KZT11,559.0 m., in repo CS sector +KZT2.7 m.; - resulting balance totaled +KZT11,561.7 m. (on previous day it was equal to +KZT12,533.0 m.). National Bank today did not participate in repo market. [2005-08-22]