Repo on KASE: day results

/IRBIS, Aslan Juassov, May 24, 06/ - Today on Kazakhstan stock exchange (KASE) 183 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT46,717.0 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 10.09 1.11 1.12 13,477.5 52 Open* 2 0.50 1.00 0.55 0.55 5,050.0 6 Open* 7 5.00 5.00 5.00 5.12 500.0 1 Open 13 3.09 3.09 3.09 3.13 1.0 1 Open 14 5.50 5.50 5.50 5.65 10.1 1 Open 28 2.70 11.00 6.47 6.73 1,059.7 9 Open* 30 11.00 11.00 11.00 11.57 234.0 1 Open 33 5.00 10.00 8.14 8.47 78.5 5 Open 365 10.00 10.00 10.00 10.00 27.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 20,437.7 77 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.70 5.00 1.26 1.27 14,199.3 60 Close 2 0.50 10.00 0.54 0.54 6,507.1 7 Close 7 1.50 5.95 4.94 5.08 900.8 6 Close 14 2.10 10.00 3.92 4.01 1,118.7 6 Close 28 2.50 6.85 4.46 4.57 582.0 3 Close 30 7.00 11.00 10.58 11.12 325.6 7 Close 49 5.00 7.00 6.01 6.17 2,008.7 5 Close 51 7.00 7.00 7.00 7.21 3.0 1 Close 70 6.20 6.20 6.20 6.36 192.3 1 Close 75 6.00 6.03 6.02 6.16 52.6 4 Close 89 9.01 9.01 9.01 9.32 14.3 1 Close 90 8.05 13.36 11.25 11.74 259.8 4 Close 93 6.44 6.44 6.44 6.58 115.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 26,279.3 106 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 46,717.0 183 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 106 deals totaled KZT37,324.7 m. including 47 (KZT16,857.0 m.) repo opening deals and 59 repo closing deals (KZT20,467.7 m.). Indicator TONIA according to trades results totaled 0.82 and decreased by 0.30 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 1.11 1.29 -0.18 2 0.55 2.01 -1.46 17 5.00 3.93 +1.07 14 5.50 5.50 0 28 6.47 5.50 +0.97 ------------------------------------------------ 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: -30.0% (-KZT11,033.0 m.). 6 participants. Second tier banks (STB): - +KZT17,077.0 m. (borrowing 10 banks); -KZT7,770.0 m. (lending 6 banks); - on GS open trade (in autorepo sector) +KZT9,298.0 m., in CS repo sector +KZT9.0 m.; - resulting net totaled +KZT9,307.0 m. (on previous day it was equal to +KZT7,879.0 m.). [2006-05-24]