Repo on KASE: day results

/IRBIS, Aslan Juassov, June 2, 06/ - Today on Kazakhstan stock exchange (KASE) 203 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT50,572.3 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 0.04 0.04 0.04 0.04 300.0 1 Open 3 0.45 5.00 1.44 1.46 16,510.5 54 Open 4 3.50 3.50 3.50 3.56 7.4 1 Open 6 10.50 10.50 10.50 11.06 5,059.9 9 Open 7 5.50 7.62 6.04 6.23 33.6 4 Open 10 5.50 5.50 5.50 5.65 42.0 1 Open 11 5.50 5.50 5.50 5.65 14.0 1 Open 23 9.00 9.00 9.00 9.39 11.0 1 Open 24 8.96 9.00 8.99 9.37 18.9 4 Open 25 6.06 6.06 6.06 6.23 63.6 1 Open 28 3.45 9.00 5.83 6.02 2,749.3 22 Open 31 2.99 12.00 6.75 6.97 2,165.7 4 Open 367 10.00 10.00 10.00 10.00 175.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 27,150.9 104 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.10 4.00 1.00 1.02 12,999.8 47 Close 2 0.50 1.00 0.73 0.73 1,100.0 4 Close 3 1.00 9.00 3.15 3.24 257.1 6 Close 4 4.87 5.02 4.89 5.02 121.9 2 Close 8 4.87 8.00 5.11 5.24 124.3 5 Close 9 2.50 2.56 2.53 2.56 200.2 2 Close 28 2.00 9.00 4.97 5.13 3,389.9 18 Close 30 7.00 9.01 7.05 7.28 5,191.7 9 Close 31 9.00 9.00 9.00 9.38 7.5 1 Close 43 7.52 7.52 7.52 7.78 8.7 1 Close 60 9.50 9.50 9.50 9.88 20.4 4 Close 60 9.50 9.50 9.50 9.88 20.4 4 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 23,421.4 99 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 50,572.3 203 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 97 deals totaled KZT28,878.8 m. including 52 (KZT15,787.0 m.) repo opening deals and 45 repo closing deals (KZT13,091.8 m.). Indicator TONIA according to trades results totaled 1.54 and increased by 1.15 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 -------------- ----------- ------------ ----- 1 0.04 0.67 -0.63 4 3.50 3.51 -0.01 7 6.04 4.24 +1.80 28 5.83 3.97 +1.86 ------------------------------------------------ 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: +228.1% (-KZT10,512.0 m.), 9 participants. Second tier banks (STB): - +KZT13,714.0 m. (borrowing 8 banks); -KZT8,056.0 m. (lending 7 banks); - on GS open trades (in autorepo sector) -KZT201.3 m., in CS repo sector +KZT5,964.9 m.; - resulting balance totaled +KZT5,658.0 m. (on previous day it was equal to -KZT5,675.2 m.). [2006-06-02]