Repo on KASE: day results
27.03.06 22:21
/IRBIS, Aslan Dzhuasov, March 27, 06/ - Today on Kazakhstan stock
exchange (KASE) 99 deals were concluded on the repo floors (including
automatic repo sector) for total amount of KZT20,349.6 m. Results of trades
are given in the table. Repo opening transactions, which are made only
through open-trade method, are marked with asterisk.
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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 0.10 0.19 0.11 0.11 8,487.0 16
Open 7 1.30 10.01 4.02 4.13 1,397.4 12
Open 14 5.70 6.50 6.02 6.20 500.1 2
Open 18 1.00 1.00 1.00 1.00 41.4 1
Open 21 1.00 1.00 1.00 1.00 50.0 1
Open 28 8.00 8.00 8.00 8.30 300.0 6
Open 31 5.00 5.00 5.00 5.12 3.5 3
Open 66 9.00 9.70 9.23 9.58 9.0 2
Open 92 9.80 9.80 9.80 10.12 60.0 3
--------- -------- ----- ----- ------- --------- -------- --------
Subtotal: 10,848.4 46
--------- -------- ----- ----- ------- --------- -------- --------
Close 3 0.05 6.00 0.65 0.66 3,661.2 18
Close 6 3.50 5.00 4.98 5.10 142.2 2
Close 7 0.80 14.00 3.02 3.13 1,567.2 11
Close 11 2.26 4.50 2.94 2.99 703.0 3
Close 12 3.31 3.31 3.31 3.37 400.4 1
Close 14 1.20 6.50 3.60 3.69 766.1 6
Close 17 2.70 2.70 2.70 2.73 460.6 1
Close 27 10.00 10.00 10.00 10.47 8.4 1
Close 28 2.20 2.50 2.37 2.39 1,342.4 6
Close 91 8.00 8.00 8.00 8.24 22.2 2
Close 151 3.52 3.52 3.52 3.55 427.4 2
--------- -------- ----- ----- ------- --------- -------- --------
Subtotal: 9,501.2 53
--------- -------- ----- ----- ------- --------- -------- --------
TOTAL: 20,349.6 99
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By open trades method (in automatic repo sector) volume of 46 deals
totaled KZT14,685.8 m. including 18 (KZT8,987.0 m.) repo opening deals
and 28 repo closing deals (KZT5,698.8 m.). Indicator TONIA according to
trades results totaled 0.11 and decreased relative to the previous trading day
by 0.1.
Dynamics of repo rates (on repo opening deals for comparable terms):
---------------------------------------------
Term, calendar Today Previous day
days rate, % APR rate, % APR Trend
-------------- ----------- ------------ -----
7 4.02 2.73 +1.29
14 6.02 7.86 -1.84
28 8.00 3.18 +4.82
31 5.00 9.76 -4.76
---------------------------------------------
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 market subjects: +126.6% (-KZT8,863.0), 9 participants.
Second tier banks (STB):
- +KZT8,480.0 m. (borrowing 7 banks); -KZT1,450.1 m. (lending 3 banks);
- on the open trade market on GS (in autorepo sector) +KZT7,330.0 m., in
sector of CS repo -KZT300.1 m.;
- resulting balance totaled +KZT7.029.9 m. (on previous day it was equal to
+KZT1.914.0 m.).
[2006-03-27]