Repo on KASE: day results

/IRBIS, Natalya Kuznetsova, June 12, 06/ - Today on Kazakhstan stock exchange (KASE) 221 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT55,471.8 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 0.60 6.85 2.61 2.64 21,102.1 75 Open 2 1.50 2.00 1.70 1.71 500.0 2 Open 7 4.00 5.50 4.38 4.48 1,885.6 7 Open 14 5.00 5.00 5.00 5.12 178.0 2 Open 17 8.45 8.45 8.45 8.79 13.0 1 Open 18 4.06 7.71 7.15 7.41 48.7 4 Open 28 9.00 9.00 9.00 9.38 80.0 1 Open 30 7.00 12.01 7.99 8.29 2,958.4 12 Open 365 9.00 9.00 9.00 9.00 20.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 26,785.9 105 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 0.30 4.00 0.85 0.85 22,056.6 74 Close 4 0.80 4.64 4.04 4.13 1,138.6 5 Close 5 3.30 3.92 3.31 3.36 1,367.6 4 Close 7 1.80 6.26 4.33 4.45 522.4 10 Close 10 5.50 5.50 5.50 5.65 42.1 1 Close 11 5.41 5.41 5.41 5.56 214.9 1 Close 13 4.97 4.97 4.97 5.09 0.2 1 Close 14 1.90 1.90 1.90 1.92 30.0 1 Close 18 3.11 3.11 3.11 3.16 123.3 1 Close 27 3.00 3.00 3.00 3.04 9.2 1 Close 32 5.32 8.00 7.96 8.26 2,915.7 9 Close 33 9.00 10.05 9.39 9.80 38.1 4 Close 46 7.99 7.99 7.99 8.26 156.6 1 Close 68 6.65 6.65 6.65 6.83 1.0 1 Close 95 11.99 11.99 11.99 12.48 8.6 1 Close 105 8.13 8.13 8.13 8.35 61.2 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 28,685.9 116 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 55,471.8 221 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 147 deals totaled KZT42,422.3 m. including 73 (KZT21,233.0 m.) repo opening deals and 74 repo closing deals (KZT21,189.3 m.). Indicator TONIA according to trades results totaled 2.58 and increased by 1.89 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 -------------- ----------- ------------ ----- 7 4.38 4.54 -0.16 28 9.00 7.32 +1.68 ------------------------------------------------ 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: -49.1% (-KZT6,206.0 m.), 13 participants. Second tier banks (STB): - +KZT22,578.6 m. (borrowing 8 banks); +KZT18,081.2 m. (lending 11 banks); - on GS open trades (in autorepo sector) +KZT4,622.0 m., in CS repo sector -KZT124.6 m.; - resulting balance totaled +KZT4,497.4 m. (on previous day it was equal to +KZT11,217.8 m.). [2006-06-12]