Repo on KASE: day results

/IRBIS, Natalya Kuznetsova, June 5, 06/ - Today on Kazakhstan stock exchange (KASE) 225 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT42,705.1 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 0.09 4.01 1.99 2.01 16,692.4 66 Open* 2 2.00 2.00 2.00 2.02 627.0 2 Open* 3 1.80 1.80 1.80 1.82 370.0 2 Open 4 4.00 4.00 4.00 4.08 490.0 2 Open* 7 1.80 6.26 4.33 4.45 521.9 10 Open 8 4.00 4.00 4.00 4.08 295.5 2 Open 14 5.50 5.50 5.50 5.65 147.6 4 Open 28 3.30 9.00 4.58 4.70 1,419.2 10 Open 30 2.00 9.98 5.88 6.06 973.2 12 Open 59 10.00 10.00 10.00 10.43 7.7 1 Open 60 9.20 9.21 9.20 9.56 131.0 3 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 21,675.5 114 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 0.01 5.00 1.40 1.42 16,683.0 54 Close 4 2.50 8.00 3.80 3.90 1,282.4 8 Close 5 12.01 12.04 12.01 12.75 205.3 2 Close 6 0.04 0.04 0.04 0.04 150.0 1 Close 7 1.00 5.00 4.98 5.10 509.5 3 Close 10 7.50 7.50 7.50 7.78 7.1 1 Close 11 1.96 2.01 1.98 1.99 45.2 2 Close 12 4.75 4.75 4.75 4.86 100.2 1 Close 14 1.90 2.50 2.45 2.48 124.1 2 Close 17 6.00 6.00 6.00 6.18 195.2 1 Close 18 7.30 7.30 7.30 7.56 315.2 3 Close 19 5.28 5.28 5.28 5.42 34.4 1 Close 26 8.97 9.52 9.24 9.65 36.6 3 Close 31 4.04 9.70 9.47 9.89 140.7 4 Close 32 7.00 7.00 7.00 7.23 513.1 1 Close 33 7.90 7.90 7.90 8.19 20.1 1 Close 42 2.21 2.21 2.21 2.23 9.8 1 Close 46 7.12 7.12 7.12 7.34 67.3 1 Close 61 8.00 8.00 8.00 8.26 119.2 2 Close 62 9.57 9.80 9.76 10.14 20.8 8 Close 69 9.60 9.60 9.60 9.98 63.1 1 Close 70 9.00 9.70 9.23 9.58 9.2 2 Close 77 3.95 3.95 3.95 4.01 10.1 1 Close 91 5.50 5.50 5.50 5.61 367.9 7 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 21,029.6 111 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 42,705.1 225 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 120 deals totaled KZT32,312.5 m. including 72 (KZT17,689.0 m.) repo opening deals and 48 repo closing deals (KZT14,623.5 m.). Indicator TONIA according to trades results totaled 1.90 and increased by 0.36 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 -------------- ----------- ------------ ----- 3 1.80 1.44 +0.36 4 4.00 3.50 +0.50 7 4.33 6.04 -1.71 28 4.58 5.83 -1.25 ------------------------------------------------ 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: +47.1% (-KZT12,797.0 m.), 12 participants. Second tier banks (STB): - +KZT15,939.0 m. (borrowing 9 banks); -KZT7,311.9 m. (lending 9 banks); - in GS repo sector -KZT341.5 m., on GS open trades (in autorepo sector) +KZT10,442.0 m., in CS repo sector -KZT1,473.4 m.; - resulting balance totaled +KZT8,627.1 m. (on previous day it was equal to +KZT5,658.0 m.). [2006-06-05]