Repo on KASE: day results

/IRBIS, Valeriy Khegay, June 7, 06/ - Today on Kazakhstan stock exchange (KASE) 150 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT41,284.6 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 intraday 100.0 1 Open 1 0.09 3.53 1.30 1.31 11,813.4 41 Open* 2 2.00 3.00 2.43 2.46 28.0 2 Open* 5 3.30 3.30 3.30 3.35 1,355.0 3 Open 7 1.50 5.50 3.62 3.70 2,178.0 12 Open 9 5.91 6.00 5.95 6.13 500.0 2 Open 14 2.20 7.08 2.26 2.29 405.0 2 Open 21 6.00 6.95 6.26 6.45 46.9 2 Open 22 8.63 8.63 8.63 8.99 12.1 1 Open* 28 3.20 9.00 3.37 3.42 815.0 3 Open 30 3.00 7.50 6.54 6.76 63.4 5 Open 33 8.07 8.07 8.07 8.38 30.8 2 --------- -------- ------ ------ ------- --------- -------- -------- Subtotal: 17,347.6 76 --------- -------- ------ ------ ------- --------- -------- -------- Close intraday 100.0 1 Close 1 1.70 4.51 2.60 2.63 19,696.6 52 Close 2 2.00 2.00 2.00 2.02 627.1 2 Close 5 10.50 10.50 10.50 11.06 2,003.3 4 Close 6 5.00 5.00 5.00 5.12 0.9 1 Close 7 5.50 6.27 5.72 5.89 700.8 2 Close 8 1.37 1.37 1.37 1.38 39.5 1 Close 9 0.00 0.00 0.00 0.00 12.0 1 Close 13 0.00 0.00 0.00 0.00 65.6 1 Close 14 7.00 7.00 7.00 7.24 13.8 1 Close 20 100.00 100.00 100.00 164.64 4.1 1 Close 21 5.67 5.67 5.67 5.82 4.8 1 Close 22 6.00 6.00 6.00 6.17 430.0 2 Close 26 7.01 7.01 7.01 7.24 201.0 1 Close 28 9.00 9.00 9.00 9.38 15.1 1 Close 51 6.02 6.02 6.02 6.18 10.1 1 Close 96 9.00 9.00 9.00 9.27 12.3 1 --------- -------- ------ ------ ------- --------- -------- -------- Subtotal: 23,937.0 74 --------- -------- ------ ------ ------- --------- -------- -------- TOTAL: 41,284.6 150 --------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 88 deals totaled KZT29,679.3 m. including 44 (KZT11,821.0 m.) repo opening deals and 44 repo closing deals (KZT17,858.2 m.). Indicator TONIA according to trades results totaled 0.78 and decreased by 1.69 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 1.30 2.60 -1.30 7 3.62 5.41 -1.79 14 2.26 6.02 -3.76 21 6.26 7.00 -0.74 30 6.54 7.19 -0.65 ------------------------------------------------ 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: -51.14% (-KZT5,055.0 m.), 8 participants. Second tier banks (STB): - +KZT11,161.4 m. (borrowing 9 banks); +KZT10,854.4 m. (lending 7 banks); - on GS open trades (in autorepo sector) +KZT317.0 m., in CS repo sector -KZT10.0 m.; - resulting balance totaled +KZT307.0 m. (on previous day it was equal to +KZT9,150.8 m.). [2006-06-07]