Repo on KASE: day results
12.10.05 22:44
/IRBIS, Ranida Gabdeyeva, October 12, 05/ - Today on Kazakhstan stock
exchange (KASE) 142 deals were concluded on the repo floors (including
automatic repo sector) for a total amount of KZT36,536.3 m. Results of
trades are given in the table. Repo opening transactions, which are made
only through open-trade method, are marked with asterisk.
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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 1.83 0.51 0.51 12,296.0 46
Open* 2 0.20 1.00 0.65 0.65 5,220.0 15
Open* 7 1.00 3.00 1.28 1.29 478.5 5
Open* 14 1.80 10.00 6.22 6.46 626.2 3
Open* 28 2.00 2.00 2.00 2.02 200.0 1
Open 33 9.98 11.50 10.52 11.03 273.7 8
Open 90 5.00 5.00 5.00 5.09 30.1 1
--------- -------- ----- ----- ------- --------- -------- --------
Subtotal: 19,124.5 79
--------- -------- ----- ----- ------- --------- -------- --------
Close 1 0.25 3.86 0.43 0.43 13,031.2 37
Close 2 0.70 0.70 0.70 0.70 2,180.1 3
Close 7 1.00 3.39 1.09 1.10 361.5 6
Close 9 2.00 2.00 2.00 2.02 500.2 1
Close 12 10.04 10.04 10.04 10.54 12.0 1
Close 14 1.70 5.20 2.02 2.05 661.5 3
Close 28 2.00 2.00 2.00 2.02 230.4 1
Close 30 7.50 11.50 9.68 10.13 343.2 8
Close 42 5.04 5.04 5.04 5.15 11.1 1
Close 47 6.08 6.08 6.08 6.24 50.4 1
Close 48 4.87 4.87 4.87 4.97 30.2 1
--------- -------- ----- ----- ------- --------- -------- --------
Subtotal: 17,411.8 63
--------- -------- ----- ----- ------- --------- -------- --------
TOTAL: 36,536.3 142
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By open trades method (in automatic repo sector) volume of 110 deals
totaled KZT34,256.1 m. including 64 (KZT19,009.0 m.) repo opening deals
and 46 repo closing deals (KZT16,247.1 m.). Indicator TONIA according to
trades results totaled 0.50 and increased compared to last trading day by
0.10.
Dynamics of repo rates (on repo opening deals for comparable terms):
-----------------------------------------------
Term calendar Today Previous day
days rate, % APR rate, % APR Trend
------------- ----------- ------------ -----
7 1.28 1.17 +0.11
28 2.00 3.31 -1.31
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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: +3.7% (-KZT12,416.0 m.), 11 participants.
Second tier banks (STB):
- +KZT18,029.0 m. (borrowing 10 banks), -KZT6,121.2 m. (lending 6 banks);
- on open trade market (in autorepo sector) +KZT12,114.0 m., in sector of
CS repo - -KZT206.2 m.;
- resulting balance totaled +KZT11,907.8 m. (on previous day it was equal
to +KZT12,146.0 m.).
National Bank today did not participate in deals on the repo market.
[2005-10-12]