Repo on KASE: day results

/IRBIS, Zaure Yessimova, June 6, 06/ - Today on Kazakhstan stock exchange (KASE) 197 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT41,732.1 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 1.70 4.51 2.60 2.63 19 695.2 52 Open 3 2.70 5.00 3.07 3.12 1 682.0 6 Open 7 4.55 6.50 5.41 5.57 458.2 3 Open 14 3.00 6.50 6.02 6.21 501.0 4 Open 21 7.00 7.00 7.00 7.24 10.0 1 Open 24 8.00 8.00 8.00 8.31 47.6 5 Open 29 12.42 12.42 12.42 13.15 100.0 1 Open 30 7.00 8.00 7.19 7.43 100.0 5 Open 62 7.00 7.00 7.00 7.20 1.3 1 Open 92 8.00 8.00 8.00 8.22 2.2 1 Open 365 14.00 14.00 14.00 14.00 151.7 5 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 22,749.2 84 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 1.00 4.01 1.99 2.01 16 683.4 65 Close 4 2.99 3.50 3.02 3.06 159.1 2 Close 6 5.00 6.50 5.34 5.48 271.3 9 Close 7 3.00 6.50 5.48 5.64 723.8 10 Close 11 3.11 3.11 3.11 3.16 250.2 1 Close 13 3.09 3.09 3.09 3.13 1.0 1 Close 18 3.00 5.00 3.01 3.05 297.5 6 Close 27 8.50 8.50 8.50 8.85 19.1 1 Close 31 7.00 8.52 8.34 8.66 5.1 2 Close 33 8.99 9.00 9.00 9.37 42.6 2 Close 34 9.00 9.00 9.00 9.37 106.3 2 Close 39 7.00 7.00 7.00 7.22 201.5 1 Close 55 9.51 9.51 9.51 9.89 19.2 3 Close 60 12.30 12.30 12.30 12.95 7.1 1 Close 77 8.01 8.01 8.01 8.25 40.7 1 Close 181 7.97 7.97 7.97 8.13 3.3 1 Close 292 13.62 13.62 13.62 13.62 1.1 1 Close 365 14.05 14.05 14.05 14.05 150.5 4 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 18,982.9 113 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 41,732.1 197 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 120 deals totaled KZT34,232.9 m. including 49 (KZT18,780.0 m.) repo opening deals and 59 repo closing deals (KZT15,452.9 m.). Indicator TONIA according to trades results totaled 2.47 and increased by 0.57 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 2.60 1.99 +0.61 3 3.07 1.80 +1.27 7 5.41 4.33 +1.08 14 6.02 5.50 +0.52 30 7.19 5.88 +1.31 --------------------------------------------- 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: +9.7% (-KZT12,462.0 m.), 14 participants. Second tier banks (STB): - +KZT17,513.2 m. (borrowing 8 banks); -KZT,362.4 m. (lending 8 banks); - on GS open trades (in autorepo sector) +KZT9,855.0 m., in CS repo sector -KZT704.2 m.; - resulting balance totaled +KZT9,150.8 m. (on previous day it was equal to +KZT8,627.1 m.). [2006-06-06]