Repo on KASE: day results

/IRBIS, Yelena Korpusenko, May 18, 06/ - Today on Kazakhstan stock exchange (KASE) 106 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT34,469.2 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 1.70 0.63 0.64 10,460.8 22 Open* 4 0.60 4.51 1.70 1.73 700.0 3 Open 6 2.00 2.00 2.00 2.02 24.6 1 Open 7 2.50 6.00 5.85 6.02 1,145.0 7 Open 13 0.00 0.00 0.00 0.00 113.1 1 Open 14 6.00 6.00 6.00 6.18 24.0 1 Open 21 6.00 6.00 6.00 6.17 35.9 1 Open 28 6.75 9.00 7.68 7.96 1,277.0 7 Open 31 8.00 8.00 8.00 8.30 5.9 1 Open 32 2.00 11.00 7.23 7.48 335.6 7 Open 43 7.45 7.45 7.45 7.70 28.1 1 Open 46 4.65 4.65 4.65 4.74 3.9 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 14,154.1 53 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.00 3.65 0.36 0.36 15,825.5 29 Close 2 0.35 0.35 0.35 0.35 100.0 1 Close 7 1.75 7.02 4.41 4.52 2,672.8 13 Close 14 2.00 7.00 4.49 4.61 821.9 4 Close 28 2.50 9.00 7.84 8.13 894.4 5 Close 29 12.28 12.28 12.28 13.00 0.6 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 20,315.1 53 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 34,469.2 106 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 49 deals totaled KZT26,195.7 m. including 18 (KZT9,400.0 m.) repo opening deals and 31 repo closing deals (KZT16,795.7 m.). Indicator TONIA according to trades results totaled 0.45 and increased by 0.09 relative to the previous trading day. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 0.63 0.36 +0.27 7 5.85 4.15 +1.70 14 6.00 3.02 +2.98 28 7.68 4.55 +3.13 --------------------------------------------- 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: -14.1% (-KZT9,522.0 m.). 9 participants. Second tier banks (STB): - +KZT10,758.1 m. (borrowing 7 banks);-KZT4,136.6 m. (lending 4 banks); - in GS repo sector +KZT7,010.0 m., in CS repo sector -KZT388.4 m.; - resulting net totaled +KZT6,621.6 m. (on previous day it was equal to +KZT10,021.5 m.). [2006-05-18]