Repo on KASE: day results

/IRBIS, Zaure Yessimova, June 13, 06/ - Today on Kazakhstan stock exchange (KASE) 200 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT48,630.1 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 1.40 12.10 2.47 2.51 20,902.0 90 Open* 2 3.00 4.55 3.75 3.82 967.2 2 Open 7 4.00 4.55 4.19 4.28 2,140.5 6 Open 9 15.01 15.01 15.01 16.16 83.3 1 Open 10 5.25 5.25 5.25 5.39 200.0 1 Open 14 7.10 7.10 7.10 7.35 63.9 1 Open 28 3.20 8.00 4.76 4.89 280.0 3 Open 30 4.00 6.51 4.35 4.44 34.0 3 Open 90 8.00 8.00 8.00 8.24 50.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 24,721.0 109 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.60 6.85 2.61 2.64 21,103.7 75 Close 7 4.55 6.50 5.42 5.57 458.7 3 Close 11 5.50 5.50 5.50 5.65 14.0 1 Close 14 6.00 6.00 6.00 6.18 360.8 1 Close 18 3.11 3.11 3.11 3.16 250.4 1 Close 21 2.85 2.85 2.85 2.89 400.7 1 Close 25 5.79 5.79 5.79 5.94 80.3 1 Close 26 2.55 2.55 2.55 2.58 250.5 1 Close 28 2.50 5.76 4.36 4.46 338.1 2 Close 57 2.96 2.96 2.96 3.00 452.2 1 Close 63 9.94 11.00 10.47 10.92 42.8 2 Close 131 7.70 7.70 7.70 7.85 4.8 1 Close 182 8.50 8.50 8.50 8.68 152.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 23,909.2 91 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 48,630.1 200 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 156 deals totaled KZT41,193.8 m. including 84 (KZT20,314.0 m.) repo opening deals and 72 repo closing deals (KZT20,879.8 m.). Indicator TONIA according to trades results totaled 2.37 and decreased by 0,21 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 2.47 2.61 -0.14 2 3.75 1.70 +2.05 7 4.19 4.38 -0.19 28 4.76 9.00 -4.24 30 4.35 7.99 -3.64 ------------------------------------------------ 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: +60.6% (-KZT9,325.0 m.), 11 participants. Second tier banks (STB): - +KZT23,352.8 m. (borrowing 7 banks); +KZT14,711.7 m. (lending 10 banks); - on GS open trades (in autorepo sector) +KZT8,705.0 m., in CS repo sector -KZT63.9 m.; - resulting balance totaled +KZT8,641.1 m. (on previous day it was equal to +KZT4,497.4 m.). [2006-06-13]