Repo on KASE: day results

/IRBIS, Ranida Gabdeyeva, August 27, 05/ - Today on Kazakhstan stock exchange (KASE) 103 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT26,140.4 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* 4 0.10 6.00 0.97 0.97 5,061.9 25 Open* 9 1.50 6.00 2.09 2.12 6,600.0 15 Open 30 8.00 9.00 8.83 9.19 442.0 2 Open 39 10.46 11.50 10.72 11.25 442.9 6 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 12,546.8 48 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.10 0.90 0.66 0.66 6,465.1 23 Close 2 0.50 4.00 0.66 0.67 1,769.7 8 Close 3 0.80 4.90 1.08 1.09 4,188.4 13 Close 8 6.78 6.78 6.78 7.01 28.0 2 Close 16 6.50 6.50 6.50 6.71 81.8 1 Close 17 6.00 6.00 6.00 6.17 8.5 1 Close 31 10.47 11.50 10.72 11.26 446.9 6 Close 51 5.99 5.99 5.99 6.15 605.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 13,593.6 55 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 26,140.4 103 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 70 deals totaled KZT23,041.4 m. including 29 (KZT10,825.9 m.) repo opening deals and 41 repo closing deals (KZT12,215.5 m.). Indicator TONIA according to trades results totaled 0.78 and increased compared to last trading day by 0.12. 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: +216.1% (-KZT9,386.9 m.), 13 participants. Second tier banks (STB): - +KZT10,670.9 m. (borrowing 7 banks), -KZT2,009.2 m. (lending 2 banks); - on open trade market (autorepo sector) +KZT8,670.9 m.; in sector of CS repo -KZT9.2 m.; - resulting balance totaled +KZT8,661.8 m. (on previous day it was equal to +KZT5,166.8 m.). National Bank today did not participate in deals on the repo market. [2005-08-27]