Repo on KASE: day results

/IRBIS, Yelena Korpusenko, September 15, 05/ - Today on Kazakhstan stock exchange (KASE) 106 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT17,438.6 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 0.20 3.00 0.33 0.33 6,872.0 34 Open* 7 1.30 5.50 2.98 3.04 1,150.0 4 Open* 14 1.80 5.80 2.68 2.73 320.0 3 Open 28 6.19 6.19 6.19 6.38 60.0 1 Open 30 10.00 10.00 10.00 10.47 100.0 1 Open 32 9.47 10.00 9.62 10.05 30.0 4 Open 91 5.50 5.50 5.50 5.62 55.3 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 8,587.3 48 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.10 12.04 0.36 0.37 7,034.6 36 Close 2 0.45 0.50 0.49 0.49 600.0 3 Close 7 0.21 2.25 1.36 1.38 765.2 5 Close 15 4.26 4.26 4.26 4.34 20.2 1 Close 28 4.23 6.20 5.41 5.55 201.4 6 Close 31 9.49 10.00 9.63 10.06 30.3 4 Close 63 6.00 6.00 6.00 6.15 101.0 1 Close 69 12.01 13.01 12.51 13.15 98.5 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 8,851.2 58 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 17,438.6 106 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 77 deals totaled KZT15,750.3 m. including 37 (KZT7,636.0 m.) repo opening deals and 40 repo closing deals (KZT8,114.3 m.). Indicator TONIA according to trades results totaled 0.29 and increased compared to last trading day by 0.07. Dynamics of repo rates (on repo opening deals for comparable terms): ----------------------------------------------- Term calendar Today Previous day days rate, % APR rate, % APR Trend ------------- ----------- ------------ ----- 1 0.33 0.22 +0.11 7 2.98 3.50 -0.52 14 2.68 7.83 -5.15 28 6.19 2.00 +4.19 30 10.00 7.07 +2.93 ----------------------------------------------- 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: +6.0% (-KZT6,919.0 m.), 15 participants. Second tier banks (STB): - +KZT7,306.0 m. (borrowing 9 banks), -KZT1,070.3 m. (lending 2 banks); - in sector of direct deals on GS net-position was zero, on open trade market (autorepo sector) +KZT6,226.0 m., in sector of CS repo +KZT10.0 m.; - resulting balance totaled +KZT6,236.0 m. (on previous day it was equal to +KZT6,406.7 m.). National Bank today did not participate in deals on the repo market. [2005-09-15]