Repo on KASE: day results

/IRBIS, Valeriy Khegay, May 31, 06/ - Today on Kazakhstan stock exchange (KASE) 179 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT48,877.2 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 0.12 4.00 1.17 1.18 27,428.2 75 Open* 2 0.50 1.00 0.73 0.73 1,100.0 4 Open 5 12.01 12.05 12.01 12.75 205.0 2 Open 6 5.00 5.07 5.02 5.14 111.0 7 Open 7 5.00 13.00 6.17 6.38 866.3 5 Open 29 7.00 7.00 7.00 7.23 30.3 1 Open 31 14.00 14.00 14.00 14.93 108.6 4 Open 33 6.50 7.00 6.60 6.81 78.4 3 Open 60 4.08 4.08 4.08 4.15 9.9 1 Open 92 10.50 10.50 10.50 10.87 7.2 1 Open 208 9.00 10.00 9.50 9.50 44.2 2 Open 365 10.00 12.00 10.02 10.02 75.9 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 30,065.0 107 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.90 6.08 1.59 1.60 16,284.6 61 Close 2 0.70 0.70 0.70 0.70 1,000.0 1 Close 6 8.25 8.25 8.25 8.59 22.1 1 Close 7 5.00 5.00 5.00 5.12 500.5 1 Close 12 3.01 3.01 3.01 3.05 324.5 1 Close 14 2.70 2.70 2.70 2.73 44.9 1 Close 19 13.00 13.00 13.00 13.83 66.3 1 Close 21 7.42 9.83 7.51 7.79 39.7 2 Close 28 7.50 8.00 7.61 7.88 452.6 2 Close 153 10.01 10.01 10.01 10.26 77.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 18,812.2 72 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 48,877.2 179 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 110 deals totaled KZT37,922.5 m. including 61 (KZT23,699.0 m.) repo opening deals and 49 repo closing deals (KZT14,223.5 m.). Indicator TONIA according to trades results totaled 0.98 and decreased by 0.31 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 1.17 1.54 -0.37 2 0.73 1.99 -1.26 7 6.17 5.55 +0.62 31 14.00 7.58 +6.42 ------------------------------------------------ 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: -5.91% (-KZT6,716.0 m.). 6 participants. Second tier banks (STB): - +KZT25,607.0 m. (borrowing 8 banks); -KZT21,716.0 m. (lending 9 banks); - on GS open trade (in autorepo sector) +KZT4,091.0 m., in CS repo sector -KZT200.0 m.; - resulting net totaled +KZT3,891.0 m. (on previous day it was equal to +KZT7,923.5 m.). [2006-05-31]