Repo on KASE: day results

/IRBIS, Valeriy Khegay, May 19, 06/ - Today on Kazakhstan stock exchange (KASE) 127 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT31,842.2 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 3 0.35 3.03 0.69 0.70 16,661.8 58 Open 7 1.50 6.00 3.20 3.28 514.7 3 Open 11 5.50 5.50 5.50 5.65 80.0 1 Open 14 6.00 6.00 6.00 6.18 0.9 1 Open* 28 7.00 9.00 8.02 8.33 886.0 4 Open 31 5.00 14.00 11.89 12.57 90.2 13 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 18,233.6 80 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.20 1.70 0.61 0.61 10,211.0 21 Close 2 5.00 5.04 5.02 5.14 4.5 4 Close 3 0.40 0.40 0.40 0.40 300.0 3 Close 4 0.32 0.32 0.32 0.33 100.0 1 Close 7 1.60 6.00 2.28 2.32 1,480.7 5 Close 9 4.00 4.00 4.00 4.08 108.6 1 Close 16 4.00 4.00 4.00 4.08 105.8 1 Close 22 4.19 7.00 4.22 4.30 324.6 2 Close 23 14.00 14.00 14.00 14.95 30.3 1 Close 28 7.00 9.00 8.02 8.33 886.4 4 Close 44 5.01 5.01 5.01 5.12 1.4 1 Close 70 12.00 12.00 12.00 12.59 35.0 1 Close 141 10.31 10.31 10.31 10.57 4.8 1 Close 163 10.00 10.00 10.00 10.25 15.7 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 13,608.6 47 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 31,842.2 127 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 73 deals totaled KZT26,332.5 m. including 52 (KZT16,152.0 m.) repo opening deals and 21 repo closing deals (KZT10,180.5 m.). Indicator TONIA according to trades results totaled 0.60 and increased by 0.15 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 -------------- ----------- ------------ ----- 14 6.00 6.00 0 28 8.02 7.68 +0.34 31 11.89 8.00 +3.89 ------------------------------------------------ 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: 46.81 (-KZT11,892.0 m.). 7 participants. Second tier banks (STB): - +15,732.0 m. (borrowing 7 banks); -KZT5,456.0 m. (lending 7 banks); - on GS open trade (in autorepo sector) +KZT10,847.0 m., in CS repo sector -KZT571.0 m.; - resulting net totaled +KZT10,276.0 m. (on previous day it was equal to +KZT6,621.6 m.). [2006-05-19]