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Market and Company News
ANALYSIS: In April of 2006 volume of deals in KASE's repo sector increased by 36.9% to KZT820.5bn.
/IRBIS, Valeriy Khegay, May 4, 06/ - In April of 2006 Kazakhstan stock exchange (KASE) recorded 2,711 deals in the repo transactions sector for a total of KZT820.5 bn. or USD6,485.5 m. at the current rate effective on deals making dates. This is 65.5% of total turnover of KASE in this month (in March of 2006 - 56.2%).
In comparison with March of 2006 volume of transactions increased by KZT221.1 bn. ($1,832.5 m.) or by 36.9% (by 39.4% in dollar terms). Relative to April of 2005 volume of transactions has grown by KZT49.6 bn. ($616.2 m.) or by 6.4% (by 10.5% in dollar terms).
Stake of exchange's turnover in total volume of repo deals on Kazakhstan market in April on comparable totaled 98.9%, in March of 2006 - 56.2%.
Structure of repo market turnover on KASE in April was as follows:
- the stake of automatic repo transactions was 90.4% of the sector's turnover (KZT742.1 bn.), including deals in government securities (GS) - 70.5% (KZT578.3 bn.), deals in corporate securities (CS) - 20.0% (KZT163.8 bn.);
- the stake of repo transactions made by nego deals method, was 9.6% of the sector's turnover (KZT78.4 bn.), including deals in GS - 1.6% (KZT13.0 bn.), deals in CS - 8.0% (KZT65.5 bn.).
For comparison, structure of stock exchange's repo market in March of 2006 was as follows: autorepo - 86.3% (GS - 67.7%; CS -18.7%); repo by nego method - 13.7% (GS - 2.6%; CS - 11.0%).
The tables below characterize KASE's repo sector in April of 2006 on opening transactions in tenge (stake of the market in headings of tables is given in accordance with the actual volume of transactions, including repo opening and closing deals).
Automatic repo with GS - 70.5% of the market
---------------------------------------------------------------------------
Repo rate, % APR
Instrument ------------------------------------- Volume, Num- Stake of
(currency, on first mini- maxi- on last weighted m. ber of market,
term, days) deal mum mum deal average KZT deals %
----------- -------- ----- ----- ------- -------- --------- ------ --------
KZT_001 0.25 0.10 10.00 0.75 0.74 251,997.1 625 85.49
KZT_002 0.43 0.43 1.70 1.70 0.95 7,750.0 7 2.63
KZT_003 0.30 0.30 2.00 2.00 1.47 16,345.0 15 5.55
KZT_007 2.50 1.00 2.75 1.00 1.76 14,917.0 45 5.06
KZT_014 1.90 1.70 2.80 2.70 2.05 1,797.0 16 0.61
KZT_028 2.00 2.00 2.50 2.50 2.22 1,961.0 17 0.67
----------- -------- ----- ----- ------- -------- --------- ------ --------
TOTAL 294,767.2 725 100
---------------------------------------------------------------------------
Automatic repo with CS - 20.0% of the market
--------------------------------------------------------------------------
Repo rate, % APR
Instrument ------------------------------------- Volume, Num- Stake of
(security, on first mini- maxi- on last weighted m. ber of market,
term, days) deal mum mum deal average KZT deals %
----------- -------- ----- ----- ------- -------- -------- ------ --------
ASFI_030 6.00 6.00 8.00 8.00 6.17 9,204.0 12 10.26
ASFIb7_001 1.60 1.60 1.90 1.90 1.81 1,450.0 2 1.62
ATFB_007 9.00 334.0 1 0.37
ATFB_014 7.00 10.0 1 0.01
ATFB_028 5.00 200.0 1 0.22
ATFBb4_001 2.00 2.00 3.00 2.00 2.17 1,170.0 3 1.30
ATFBb5_001 3.50 3.00 3.50 3.00 3.27 430.0 2 0.48
BTAIb5_001 2.00 2.00 2.00 2.00 2.00 320.0 2 0.36
BTAS_001 6.00 0.50 6.00 6.00 6.00 17,883.9 41 19.93
BTAS_007 6.00 5.00 9.00 5.00 6.00 8,943.5 21 9.97
BTAS_030 7.00 6.00 7.50 7.00 7.09 21,941.9 36 24.46
BTASb5_007 4.60 3.80 4.60 3.80 4.20 2,000.0 2 2.23
CSBNb4_001 1.60 240.0 1 0.27
HSBKb3_014 5.80 165.0 1 0.18
KKGB_090 8.30 8.30 8.30 8.30 8.30 554.0 2 0.62
KKGBp_014 6.50 6.50 8.00 6.50 7.56 1,800.0 6 2.01
KKGBp_028 7.50 6.50 8.00 8.00 7.67 2,064.0 8 2.30
KZIKb5_028 6.80 145.0 1 0.16
KZTC_001 3.00 3.00 5.85 4.00 3.99 3,263.0 19 3.64
KZTC_007 6.00 5.00 6.00 6.00 5.77 2,940.1 18 3.28
KZTC_028 9.20 6.50 9.20 7.00 7.51 3,660.1 22 4.08
KZTK_007 6.00 42.0 1 0.05
NFBN_007 6.00 6.00 6.00 6.00 6.00 200.0 2 0.22
NRBNb4_001 2.00 1.60 4.00 4.00 1.95 1,226.0 6 1.37
NRBNb4_007 6.00 510.0 1 0.57
NRBNb4_014 7.00 120.0 1 0.13
NRBNp6_003 5.00 5.00 5.00 5.00 5.00 54.0 4 0.06
NRBNp6_007 6.00 5.00 6.00 5.00 5.50 24.0 2 0.03
NRBNp6_028 6.45 6.45 6.45 6.45 6.45 220.0 4 0.25
ORDB_003 5.00 5.00 5.00 5.00 5.00 230.0 2 0.26
ORDB_007 7.00 24.0 1 0.03
ORDB_014 7.00 24.0 1 0.03
ORDB_028 6.00 6.00 8.00 8.00 7.74 576.0 3 0.64
ROSA_030 11.00 234.0 1 0.26
TEBNp_028 6.35 36.0 1 0.04
TSBNb1_028 6.40 80.0 1 0.09
TSBNb3_014 4.80 500.0 1 0.56
TXBNb1_028 7.40 32.0 1 0.04
TXBNb2_028 7.40 27.0 1 0.03
UTMK_001 9.00 9.00 9.00 9.00 9.00 5,411.1 20 6.03
UTMK_007 9.00 9.00 9.00 9.00 9.00 487.0 2 0.54
VTBN_007 6.00 16.0 1 0.02
VTBN_028 8.00 8.00 8.00 8.00 8.00 300.0 6 0.33
VTBNb3_001 5.15 5.15 6.00 6.00 5.72 300.0 6 0.33
VTBNb3_007 6.00 6.00 6.00 6.00 6.00 100.0 2 0.11
ZIG_b1_028 7.50 226.0 1 0.25
----------- -------- ----- ----- ------- -------- -------- ------ --------
TOTAL , 89,717.7 274 100
--------------------------------------------------------------------------
Repo on direct deals with GS - 1.6% of the market
-----------------------------------------------------------------------------
Repo rate, % APR
Term of ----------------------------------------- Volume, Num- Stake of
repo, on first mini- maxi- on last weighted m. ber of market,
days deal mum mum deal average KZT deals %
------- -------- ----- ----- ------- -------- ------- ------ --------
1 1.02 1.02 3.00 3.00 1.20 1,099.0 2 17.03
3 0.40 84.7 1 1.31
5 1.00 0.74 1.00 0.74 0.99 4,946.3 5 76.64
21 2.80 2.80 2.80 2.80 2.80 185.8 5 2.88
23 3.50 138.0 1 2.14
------- -------- ----- ----- ------- -------- ------- ------ --------
TOTAL 6,453.7 14 100
-----------------------------------------------------------------------------
Repo on direct deals with CS - 8.0% of the market
-------------------------------------------------------------------------------
Repo rate, % APR
Subject Term of ------------------------------- Volume, Num- Stake of
of repo, mini- maxi- on last weighted m. ber of market,
repo days mum mum deal average KZT deals %
--------- ------- ----- ----- ------- -------- -------- ------ --------
ALKS 30 9.91 9.91 9.91 9.91 11.5 2 0.03
174 9.94 21.0 1 0.06
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 32.5 3 0.09
--------- ------- ----- ----- ------- -------- -------- ------ --------
ALKSb2 32 10.00 0.3 1 0.001
--------- ------- ----- ----- ------- -------- -------- ------ --------
AMGZ 1 0.00 0.6 1 0.002
30 12.28 0.6 1 0.002
31 5.00 2.3 1 0.01
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 3.9 4 0.01
--------- ------- ----- ----- ------- -------- -------- ------ --------
ASBN 4 6.00 22.6 1 0.06
16 7.00 1.5 1 0.004
31 7.00 0.6 1 0.002
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 24.7 3 0.07
--------- ------- ----- ----- ------- -------- -------- ------ --------
ASBNb1 32 10.01 0.2 1 0.0005
--------- ------- ----- ----- ------- -------- -------- ------ --------
ASBNb2 8 4.11 4.0 1 0.01
12 4.56 100.0 1 0.27
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 104.0 2 0.28
--------- ------- ----- ----- ------- -------- -------- ------ --------
ASBNb3 1 3.01 3.01 3.01 3.01 263.9 2 0.70
4 2.08 3.00 2.08 2.29 680.6 2 1.81
23 5.02 5.02 5.02 5.02 394.7 2 1.05
24 5.02 5.02 5.02 5.02 305.3 2 0.81
28 3.59 180.0 1 0.48
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 1824.5 9 4.86
--------- ------- ----- ----- ------- -------- -------- ------ --------
ASFI 30 8.00 5.7 1 0.02
91 7.00 7.00 7.00 7.00 1.9 2 0.005
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 7.5 3 0.02
--------- ------- ----- ----- ------- -------- -------- ------ --------
ASFIb5 0 4.50 135.5 1 0.36
4 4.48 140.0 1 0.37
22 7.00 7.00 7.00 7.00 138.0 3 0.37
30 9.00 10.0 1 0.03
54 8.00 16.0 1 0.04
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 439.5 7 1.17
--------- ------- ----- ----- ------- -------- -------- ------ --------
ATFB 1 4.01 6.50 4.01 5.29 410.9 2 1.09
12 4.15 172.6 1 0.46
24 8.00 74.0 1 0.20
32 8.50 8.50 8.50 8.50 15.6 2 0.04
91 8.50 0.7 1 0.002
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 673.8 7 1.80
--------- ------- ----- ----- ------- -------- -------- ------ --------
ATFBb4 8 2.00 241.0 1 0.64
12 3.31 578.0 1 1.54
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 819.0 2 2.18
--------- ------- ----- ----- ------- -------- -------- ------ --------
ATFBb5 3 1.50 22.5 1 0.06
9 2.00 286.0 1 0.76
14 7.00 7.00 7.00 7.00 400.0 2 1.07
30 3.50 3.50 3.50 3.50 425.3 2 1.13
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 1133.8 6 3.02
--------- ------- ----- ----- ------- -------- -------- ------ --------
ATFBp8 1 4.95 4.95 4.95 4.95 158.2 2 0.42
8 8.51 8.51 8.51 8.51 308.2 2 0.82
14 6.51 108.0 1 0.29
30 5.00 199.1 1 0.53
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 773.5 6 2.06
--------- ------- ----- ----- ------- -------- -------- ------ --------
AZNO 3 6.01 47.0 1 0.13
12 14.00 50.0 1 0.13
19 13.93 50.2 1 0.13
29 2.25 6.00 2.25 4.93 287.8 2 0.77
30 10.00 14.00 14.00 10.48 682.0 4 1.82
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 1117.0 9 2.98
--------- ------- ----- ----- ------- -------- -------- ------ --------
BRKZb1 3 4.50 17.0 1 0.05
--------- ------- ----- ----- ------- -------- -------- ------ --------
BTAIb4 1 1.01 2.02 1.01 1.60 359.4 2 0.96
8 6.00 50.0 1 0.13
61 5.00 319.1 1 0.85
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 728.4 4 1.94
--------- ------- ----- ----- ------- -------- -------- ------ --------
BTAIb5 12 3.31 192.0 1 0.51
--------- ------- ----- ----- ------- -------- -------- ------ --------
BTAIb6 16 1.92 450.0 1 1.20
--------- ------- ----- ----- ------- -------- -------- ------ --------
BTAIb7 15 6.00 390.0 1 1.04
--------- ------- ----- ----- ------- -------- -------- ------ --------
BTAS 7 12.00 12.00 12.00 12.00 92.5 2 0.25
12 8.00 335.7 1 0.89
14 6.20 6.50 6.50 6.21 69.5 2 0.19
17 5.00 7.0 1 0.02
23 6.01 10.0 1 0.03
28 7.00 24.7 1 0.07
29 7.01 15.0 1 0.04
30 3.00 7.00 7.00 3.00 2997.3 2 7.99
31 7.00 50.1 1 0.13
35 4.50 9.00 4.50 4.90 15.4 2 0.04
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 3617.1 14 9.64
--------- ------- ----- ----- ------- -------- -------- ------ --------
BTASb4 1 2.00 300.0 1 0.80
3 1.50 43.0 1 0.11
4 1.50 43.0 1 0.11
7 1.89 350.0 1 0.93
10 1.80 200.0 1 0.53
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 936.0 5 2.49
--------- ------- ----- ----- ------- -------- -------- ------ --------
BTASb5 1 3.80 606.8 1 1.62
--------- ------- ----- ----- ------- -------- -------- ------ --------
BTASb5 15 3.15 920.0 1 2.45
--------- ------- ----- ----- ------- -------- -------- ------ --------
BTASp 6 8.00 400.6 1 1.07
91 10.00 1.6 1 0.004
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 402.2 2 1.07
--------- ------- ----- ----- ------- -------- -------- ------ --------
CCBN 1 3.01 3.65 3.01 3.27 8.0 2 0.02
14 7.51 12.1 1 0.03
30 7.00 7.00 7.00 7.00 3.4 2 0.01
34 9.00 6.8 1 0.02
35 9.00 3.4 1 0.01
55 9.51 9.51 9.51 9.51 18.9 3 0.05
60 9.50 1.1 1 0.003
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 53.7 11 0.14
--------- ------- ----- ----- ------- -------- -------- ------ --------
CCBNb4 1 8.94 129.5 1 0.35
8 9.00 129.3 1 0.34
237 9.00 84.9 1 0.23
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 343.8 3 0.92
--------- ------- ----- ----- ------- -------- -------- ------ --------
CCBNb7 8 6.50 3.4 1 0.01
29 6.50 1.8 1 0.005
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 5.2 2 0.01
--------- ------- ----- ----- ------- -------- -------- ------ --------
CCBNp 5 4.34 172.6 1 0.46
45 7.50 4.3 1 0.01
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 176.9 2 0.47
--------- ------- ----- ----- ------- -------- -------- ------ --------
CSBN 1 1.09 21.5 1 0.06
2 6.00 3.0 1 0.01
4 6.11 1.2 1 0.003
7 6.01 7.8 1 0.02
12 3.00 17.5 1 0.05
14 5.01 5.0 1 0.01
28 7.00 7.0 1 0.02
30 12.00 14.2 1 0.04
91 9.00 13.0 1 0.03
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 90.2 9 0.24
--------- ------- ----- ----- ------- -------- -------- ------ --------
CSBNb3 21 6.67 7.00 7.00 6.84 2.0 2 0.01
--------- ------- ----- ----- ------- -------- -------- ------ --------
CSBNb4 2 2.00 298.0 1 0.79
--------- ------- ----- ----- ------- -------- -------- ------ --------
CSBNb5 2 2.00 230.0 1 0.61
--------- ------- ----- ----- ------- -------- -------- ------ --------
CSBNb6 4 3.00 40.0 1 0.11
7 5.00 100.0 1 0.27
30 7.70 10.00 9.00 7.85 93.5 3 0.25
32 10.00 0.4 1 0.001
61 8.00 8.00 8.00 8.00 117.6 2 0.31
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 351.5 8 0.94
--------- ------- ----- ----- ------- -------- -------- ------ --------
GLOTb1 61 5.03 182.6 1 0.49
--------- ------- ----- ----- ------- -------- -------- ------ --------
HSBK 8 6.09 22.0 1 0.06
14 7.58 4.4 1 0.01
28 4.99 24.5 1 0.07
29 3.90 162.5 1 0.43
30 4.48 10.01 10.01 4.56 232.6 3 0.62
54 7.23 44.6 1 0.12
60 9.51 15.0 1 0.04
91 10.00 50.0 1 0.13
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 555.6 10 1.48
--------- ------- ----- ----- ------- -------- -------- ------ --------
HSBKb 12 3.67 16.4 1 0.04
14 5.00 40.0 1 0.11
30 8.00 118.9 1 0.32
31 7.50 9.50 7.50 8.40 51.0 3 0.14
32 10.00 1.3 1 0.003
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 227.6 7 0.61
--------- ------- ----- ----- ------- -------- -------- ------ --------
HSBKb10 1 2.80 200.0 1 0.53
--------- ------- ----- ----- ------- -------- -------- ------ --------
HSBKb11 4 4.13 100.0 1 0.27
30 5.00 99.3 1 0.26
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 199.3 2 0.53
--------- ------- ----- ----- ------- -------- -------- ------ --------
HSBKb2 7 3.00 17.4 1 0.05
31 7.50 3.4 1 0.01
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 20.7 2 0.06
--------- ------- ----- ----- ------- -------- -------- ------ --------
HSBKb5 30 8.03 171.1 1 0.46
--------- ------- ----- ----- ------- -------- -------- ------ --------
HSBKb7 15 3.54 20.5 1 0.05
--------- ------- ----- ----- ------- -------- -------- ------ --------
HSBKb9 4 6.00 2.9 1 0.01
7 7.00 400.6 1 1.07
14 7.00 7.00 7.00 7.00 394.9 2 1.05
38 6.00 6.00 6.00 6.00 503.0 2 1.34
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 1301.4 6 3.47
--------- ------- ----- ----- ------- -------- -------- ------ --------
HSBKp 31 11.97 6.8 1 0.02
--------- ------- ----- ----- ------- -------- -------- ------ --------
KARMb2 3 1.50 1.50 1.50 1.50 65.0 2 0.17
4 1.46 1.50 1.46 1.49 9.5 2 0.03
30 3.00 3.30 3.00 3.29 435.2 3 1.16
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 509.7 7 1.36
--------- ------- ----- ----- ------- -------- -------- ------ --------
KIBN 14 4.98 4.98 4.98 4.98 1.0 2 0.003
30 6.98 0.5 1 0.001
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 1.5 3 0.004
--------- ------- ----- ----- ------- -------- -------- ------ --------
KKAGb1 21 6.38 25.0 1 0.07
--------- ------- ----- ----- ------- -------- -------- ------ --------
KKGB 1 6.49 9.98 6.49 6.60 434.2 2 1.16
7 3.01 6.50 3.01 4.12 334.2 3 0.89
14 2.99 6.00 6.00 5.11 339.7 3 0.91
15 6.01 6.01 6.01 6.01 356.0 2 0.95
18 13.61 417.9 1 1.11
20 7.01 50.3 1 0.13
28 7.50 7.50 7.50 7.50 30.0 2 0.08
32 7.01 14.8 1 0.04
123 4.00 4.00 4.00 4.00 795.7 6 2.12
124 8.00 12.0 1 0.03
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 2784.9 22 7.42
--------- ------- ----- ----- ------- -------- -------- ------ --------
KKGBp 13 2.53 2.5 1 0.01
14 4.98 4.99 4.99 4.98 2.3 2 0.01
16 5.00 1.6 1 0.004
61 7.00 996.3 1 2.65
91 5.00 0.8 1 0.002
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 1003.5 6 2.67
--------- ------- ----- ----- ------- -------- -------- ------ --------
KRZHb1 90 11.50 100.0 1 0.27
174 11.00 21.0 1 0.06
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 121.0 2 0.32
--------- ------- ----- ----- ------- -------- -------- ------ --------
KZIKb13 1 3.67 99.5 1 0.27
--------- ------- ----- ----- ------- -------- -------- ------ --------
KZIKb2 1 3.09 104.0 1 0.28
--------- ------- ----- ----- ------- -------- -------- ------ --------
KZIKb3 13 4.21 5.0 1 0.01
--------- ------- ----- ----- ------- -------- -------- ------ --------
KZIKb4 8 1.82 0.3 1 0.001
13 4.21 5.0 1 0.01
30 2.92 2.92 2.92 2.92 185.0 2 0.49
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 190.3 4 0.51
--------- ------- ----- ----- ------- -------- -------- ------ --------
KZIKb5 28 3.24 3.24 3.24 3.24 407.5 2 1.09
31 3.14 3.14 3.14 3.14 407.7 2 1.09
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 815.2 4 2.17
--------- ------- ----- ----- ------- -------- -------- ------ --------
KZNHb2 30 7.54 25.0 1 0.07
32 7.98 54.0 1 0.14
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 79.0 2 0.21
--------- ------- ----- ----- ------- -------- -------- ------ --------
KZPSb1 32 10.00 0.3 1 0.001
--------- ------- ----- ----- ------- -------- -------- ------ --------
KZTC 0 0.00 38.0 1 0.10
1 4.02 5.03 4.02 4.83 189.7 2 0.51
2 2.01 200.0 1 0.53
3 5.00 9.00 5.00 8.07 430.0 2 1.15
6 3.42 100.0 1 0.27
11 3.01 100.0 1 0.27
13 5.01 144.3 1 0.38
22 6.51 104.5 1 0.28
24 6.50 628.9 1 1.68
27 7.00 90.0 1 0.24
28 9.00 300.0 1 0.80
31 9.00 10.0 1 0.03
78 8.00 48.4 1 0.13
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 2383.8 15 6.35
--------- ------- ----- ----- ------- -------- -------- ------ --------
KZTCb1 32 7.98 80.0 1 0.21
--------- ------- ----- ----- ------- -------- -------- ------ --------
KZTK 1 3.00 40.0 1 0.11
4 4.00 13.2 1 0.04
7 6.00 7.1 1 0.02
21 7.50 43.2 1 0.12
30 5.82 6.50 5.82 5.91 348.4 2 0.93
91 7.50 7.60 7.50 7.53 141.5 2 0.38
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 593.4 8 1.58
--------- ------- ----- ----- ------- -------- -------- ------ --------
KZTKp 1 2.15 0.0 1 0.00005
14 5.00 7.80 5.00 7.75 19.9 3 0.05
17 5.00 0.3 1 0.001
22 6.20 40.1 1 0.11
29 7.00 3.8 1 0.01
30 7.00 7.00 7.00 7.00 4.4 2 0.01
51 7.50 19.0 1 0.05
58 9.57 9.57 9.57 9.57 3.8 4 0.01
60 9.50 5.2 1 0.01
62 9.80 9.80 9.80 9.80 16.5 3 0.04
63 7.00 3.0 1 0.01
185 8.70 19.2 1 0.05
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 135.2 20 0.36
--------- ------- ----- ----- ------- -------- -------- ------ --------
KZZN 1 7.00 7.03 7.03 7.02 80.0 2 0.21
3 1.49 1.50 1.49 1.49 148.0 2 0.39
7 3.72 5.0 1 0.01
22 2.00 4.0 1 0.01
30 5.00 1.4 1 0.004
31 9.00 1.4 1 0.004
58 9.57 0.3 1 0.001
60 9.50 9.50 9.50 9.50 13.8 2 0.04
91 7.50 8.00 7.50 7.77 14.8 3 0.04
185 8.70 5.8 1 0.02
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 274.5 15 0.73
--------- ------- ----- ----- ------- -------- -------- ------ --------
MMGZp 1 3.02 48.0 1 0.13
--------- ------- ----- ----- ------- -------- -------- ------ --------
MREKb1 1 7.23 3.0 1 0.01
7 5.00 5.0 1 0.01
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 8.0 2 0.02
--------- ------- ----- ----- ------- -------- -------- ------ --------
MREKb2 61 5.03 100.0 1 0.27
--------- ------- ----- ----- ------- -------- -------- ------ --------
NFBN 1 1.11 115.0 1 0.31
10 2.02 253.3 1 0.67
13 7.99 150.0 1 0.40
21 8.00 8.00 8.00 8.00 142.6 2 0.38
30 6.01 100.0 1 0.27
31 9.50 10.0 1 0.03
32 8.00 22.1 1 0.06
174 10.00 21.1 1 0.06
30 7.00 0.3 1 0.001
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 814.4 10 2.17
--------- ------- ----- ----- ------- -------- -------- ------ --------
NRBNb4 3 4.50 103.3 1 0.28
4 3.00 104.7 1 0.28
7 10.00 20.0 1 0.05
12 2.00 56.8 1 0.15
13 8.00 48.3 1 0.13
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 333.0 5 0.89
--------- ------- ----- ----- ------- -------- -------- ------ --------
NRBNp6 30 7.13 9.00 9.00 7.87 51.0 3 0.14
32 9.50 5.0 1 0.01
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 56.0 4 0.15
--------- ------- ----- ----- ------- -------- -------- ------ --------
ORDB 21 6.50 92.1 1 0.25
29 2.25 14.7 1 0.04
30 2.50 12.50 10.00 10.73 142.9 5 0.38
31 9.00 10.00 9.00 9.54 15.5 2 0.04
126 8.00 559.0 1 1.49
174 9.00 9.00 9.00 9.00 735.5 2 1.96
260 9.00 250.0 1 0.67
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 1809.7 13 4.82
--------- ------- ----- ----- ------- -------- -------- ------ --------
ORDBp 33 5.00 196.9 1 0.52
--------- ------- ----- ----- ------- -------- -------- ------ --------
ORNK 90 12.17 100.0 1 0.27
--------- ------- ----- ----- ------- -------- -------- ------ --------
ORNKb1 30 10.00 6.5 1 0.02
31 10.00 10.00 10.00 10.00 37.0 2 0.10
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 43.5 3 0.12
--------- ------- ----- ----- ------- -------- -------- ------ --------
RAHT 60 12.30 6.9 1 0.02
--------- ------- ----- ----- ------- -------- -------- ------ --------
RGBRb3 31 7.51 50.4 1 0.13
--------- ------- ----- ----- ------- -------- -------- ------ --------
ROSAb1 2 9.00 19.4 1 0.05
27 9.33 19.4 1 0.05
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 38.7 2 0.10
--------- ------- ----- ----- ------- -------- -------- ------ --------
TEBN 2 1.98 1.98 1.98 1.98 32.3 2 0.09
16 5.00 1.0 1 0.003
30 3.00 5.00 5.00 3.80 135.6 2 0.36
33 7.00 1.5 1 0.004
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 170.4 6 0.45
--------- ------- ----- ----- ------- -------- -------- ------ --------
TEBNb4 7 5.00 100.0 1 0.27
--------- ------- ----- ----- ------- -------- -------- ------ --------
TEBNp 30 10.00 21.4 1 0.06
31 8.00 10.00 8.00 9.09 55.4 3 0.15
32 10.00 3.5 1 0.01
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 80.3 5 0.21
--------- ------- ----- ----- ------- -------- -------- ------ --------
TMLZ 12 8.00 8.00 8.00 8.00 552.3 2 1.47
61 5.00 394.7 1 1.05
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 947.0 3 2.52
--------- ------- ----- ----- ------- -------- -------- ------ --------
TSBN 28 5.00 1.3 1 0.003
30 7.00 1.1 1 0.003
37 6.32 1.0 1 0.003
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 3.3 3 0.01
--------- ------- ----- ----- ------- -------- -------- ------ --------
TSBNb1 32 9.47 5.0 1 0.01
--------- ------- ----- ----- ------- -------- -------- ------ --------
TSBNp 244 10.00 125.0 1 0.33
259 10.00 120.0 1 0.32
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 245.0 2 0.65
--------- ------- ----- ----- ------- -------- -------- ------ --------
TSSMb1 0 0.37 200.0 1 0.53
1 4.50 4.50 4.50 4.50 133.5 2 0.36
7 5.00 9.00 9.00 8.08 216.9 2 0.58
8 3.00 200.0 1 0.53
14 6.00 69.7 1 0.19
21 9.00 9.00 9.00 9.00 500.0 2 1.33
28 9.00 9.00 9.00 9.00 500.0 2 1.33
30 2.50 100.0 1 0.27
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 1920.1 12 5.12
--------- ------- ----- ----- ------- -------- -------- ------ --------
TXBNb1 14 5.00 12.5 1 0.03
--------- ------- ----- ----- ------- -------- -------- ------ --------
TXBNb2 3 3.48 25.0 1 0.07
4 4.22 25.9 1 0.07
22 5.99 9.7 1 0.03
32 7.20 9.96 7.20 7.25 30.5 2 0.08
34 10.01 4.5 1 0.01
43 7.52 8.6 1 0.02
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 104.2 7 0.28
--------- ------- ----- ----- ------- -------- -------- ------ --------
TXBNb3 8 5.84 1.2 1 0.003
--------- ------- ----- ----- ------- -------- -------- ------ --------
UKPFb1 3 11.01 44.3 1 0.12
60 10.08 44.3 1 0.12
63 11.00 11.00 11.00 11.00 44.3 4 0.12
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 132.9 6 0.35
--------- ------- ----- ----- ------- -------- -------- ------ --------
US_JPM_e1 4 3.00 195.0 1 0.52
7 4.00 5.00 4.00 4.24 420.0 2 1.12
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 615.0 3 1.64
--------- ------- ----- ----- ------- -------- -------- ------ --------
UTMK 14 5.00 0.8 1 0.002
--------- ------- ----- ----- ------- -------- -------- ------ --------
UTMKp 1 7.99 10.0 1 0.03
3 12.00 7.0 1 0.02
30 12.00 2.0 1 0.01
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 19.0 3 0.05
--------- ------- ----- ----- ------- -------- -------- ------ --------
VTBN 8 11.02 10.0 1 0.03
10 6.03 16.0 1 0.04
16 6.99 15.0 1 0.04
31 11.99 1.1 1 0.003
41 7.86 30.5 1 0.08
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 72.6 5 0.19
--------- ------- ----- ----- ------- -------- -------- ------ --------
VTBNb1 30 10.00 13.5 1 0.04
31 9.50 10.00 9.50 9.53 31.8 2 0.08
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 45.3 3 0.12
--------- ------- ----- ----- ------- -------- -------- ------ --------
VTBNb2 16 5.62 100.0 1 0.27
23 5.34 50.0 1 0.13
30 8.53 9.98 9.98 9.15 23.5 2 0.06
91 8.02 100.0 1 0.27
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 273.5 5 0.73
--------- ------- ----- ----- ------- -------- -------- ------ --------
VTBNb3 7 15.00 15.00 15.00 15.00 40.7 2 0.11
30 6.50 30.7 1 0.08
32 10.00 9.5 1 0.03
34 10.00 17.0 1 0.05
61 12.00 12.00 12.00 12.00 140.0 3 0.37
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 237.9 8 0.63
--------- ------- ----- ----- ------- -------- -------- ------ --------
VTBNb4 32 10.00 0.1 1 0.0003
--------- ------- ----- ----- ------- -------- -------- ------ --------
VTBNp 31 8.49 7.5 1 0.02
--------- ------- ----- ----- ------- -------- -------- ------ --------
VTSKb2 31 9.97 12.0 1 0.03
34 9.97 8.0 1 0.02
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 20.0 2 0.05
--------- ------- ----- ----- ------- -------- -------- ------ --------
VTTHb1 31 9.99 12.01 12.01 10.09 9.0 2 0.02
34 10.01 10.0 1 0.03
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 19.0 3 0.05
--------- ------- ----- ----- ------- -------- -------- ------ --------
VTZL 30 9.99 11.50 9.99 10.63 22.7 2 0.06
31 9.99 10.01 10.01 10.00 10.4 3 0.03
32 9.98 2.2 1 0.01
34 9.98 7.0 1 0.02
--------- ------- ----- ----- ------- -------- -------- ------ --------
Subtotal 42.3 7 0.11
--------- ------- ----- ----- ------- -------- -------- ------ --------
TOTAL 37,536.7 413 100
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[2006-05-04]