Repo on KASE: day results

/IRBIS, Natalya Kuznetsova, August 25, 05/ - Today on Kazakhstan stock exchange (KASE) 127 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT23,842.2 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 5.20 1.08 1.09 6,446.07 40 Open* 2 0.50 4.00 0.66 0.67 1,769.66 8 Open* 6 0.50 4.87 0.68 0.69 2,645.30 9 Open* 7 1.50 1.50 1.50 1.51 220.00 3 Open 11 2.00 2.00 2.00 2.02 51.50 1 Open* 14 2.50 5.00 3.12 3.18 403.67 3 Open 28 8.00 8.00 8.00 8.30 169.00 2 Open 31 5.00 5.00 5.00 5.12 1.33 1 Open 32 8.00 8.00 8.00 8.30 24.00 1 Open 41 8.00 8.00 8.00 8.29 15.69 1 Open 95 11.01 11.01 11.01 11.42 130.00 2 Open 365 8.00 8.00 8.00 8.00 559.00 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 12,435.22 72 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 0.50 2.50 0.88 0.89 8,603.23 35 Close 2 1.30 1.60 1.45 1.46 700.06 2 Close 3 5.20 5.20 5.20 5.34 280.12 1 Close 7 2.80 6.90 3.65 3.72 1,674.17 14 Close 31 8.00 8.00 8.00 8.30 15.80 1 Close 91 10.99 10.99 10.99 11.45 133.56 2 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 11,406.93 55 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 23,842.15 127 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 98 deals totaled KZT20,473.2 m. including 52 (KZT9,945.0 m.) repo opening deals and 46 repo closing deals (KZT10,528.2 m.). Indicator TONIA according to trades results totaled 0.63 and decreased compared to last trading day by 0.20. Dynamics of repo rates (on repo opening deals for comparable terms). ----------------------------------------------- Term calendar Today Previous day days rate, % APR rate, % APR Trend ------------- ----------- ------------ ----- 1 1.08 0.88 +0.20 2 0.66 1.50 -0.84 7 1.50 7.50 -6.00 14 3.12 3.41 -0.29 ----------------------------------------------- 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: -25.1% (-KZT8,591.7 m.). 13 participants. Second tier banks (STB): - +KZT10,693.1 m. (borrowing 10 banks). -KZT2,587.6 m. (lending 6 banks); - in sector of direct deals of GS net-position was zero, on open trade market (autorepo sector) +KZT8,600.0 m.; in sector of CS repo - KZT494.5 m.; - resulting balance totaled +KZT8,105.5 m. (on previous day it was equal to +KZT11,293.0 m.). National Bank today did not participate in repo market. [2005-08-25]