Repo on KASE: day results

/IRBIS, Natalya Kuznetsova, December 27, 05/ - Today on Kazakhstan stock exchange (KASE) 147 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT31,441.5 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 1.00 3.65 1.57 1.58 11,819.51 48 Open* 2 1.00 1.00 1.00 1.00 3,000.00 2 Open 3 6.78 6.78 6.78 7.01 59.23 2 Open* 8 1.50 7.88 5.09 5.24 902.02 9 Open* 14 2.00 5.95 2.32 2.35 1,610.00 5 Open* 28 2.10 2.10 2.10 2.12 500.00 2 Open 31 5.01 8.10 7.55 7.82 619.18 5 Open 90 5.00 12.00 6.83 7.05 53.43 3 Open 181 8.00 8.00 8.00 8.16 460.03 2 Open 182 10.00 10.00 10.00 10.25 400.00 2 Open 276 4.50 4.50 4.50 4.50 135.37 1 Open 365 7.00 7.00 7.00 7.00 163.00 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 19,721.78 82 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 0.50 7.00 1.36 1.38 8,133.69 47 Close 4 12.00 12.00 12.00 12.74 7.01 1 Close 6 12.00 12.00 12.00 12.74 3.63 1 Close 7 1.20 5.00 1.90 1.93 2,110.77 6 Close 14 1.95 5.00 3.14 3.20 901.09 5 Close 20 10.50 11.52 11.09 11.69 176.06 2 Close 22 3.10 3.10 3.10 3.14 225.38 1 Close 26 4.78 4.78 4.78 4.88 159.54 1 Close 34 2.79 2.79 2.79 2.83 2.51 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 11,719.67 65 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 31,441.45 147 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 88 deals totaled KZT25,925.1 m. including 49 (KZT16,244.0 m.) repo opening deals and 39 repo closing deals (KZT9,681.1 m.). Indicator TONIA according to trades results totaled 1.54 and increased compared to last trading day by 0.54. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 1.57 1.47 +0.10 2 1.00 7.18 -6.18 14 2.32 1.93 +0.39 28 2.10 5.26 -3.16 31 7.55 7.63 -0.08 182 10.00 8.00 +2.00 ------------------------------------------------ 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: +73.8% (-KZT12,166.0 m.), 13 participants. Second tier banks (STB): - +KZT16.649.0 m. (borrowing 11 banks). -KZT5,348.4 m. (lending 7 banks); - in GS repo sector net-position was zero (gross - KZT320.0 m.), on open trade market on GS (in autorepo sector) +KZT11,829.0 m., in CS repo sector -KZT528.3 m.; - resulting balance totaled +KZT11,300.7m. (on previous day it was equal to +KZT6,003.8 m.). [2005-12-27]