Repo on KASE: day results

/IRBIS, Natalya Khoroshevskaya, June 16, 06/ - Today on Kazakhstan stock exchange (KASE) 185 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT51,524.0 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* 3 0.60 5.00 2.22 2.25 23,967.0 74 Open 4 5.00 5.00 5.00 5.13 25.0 1 Open 6 15.01 15.01 15.01 16.18 53.2 1 Open 7 3.50 7.00 6.53 6.75 1,006.5 11 Open 17 6.00 6.00 6.00 6.17 65.0 2 Open 19 6.32 6.32 6.32 6.51 90.0 1 Open 21 5.00 5.00 5.00 5.12 6.0 1 Open* 28 3.30 9.00 5.02 5.16 616.0 5 Open 31 6.00 9.29 8.25 8.57 1,430.1 6 Open 189 10.00 10.00 10.00 10.00 8.5 2 Open 195 20.00 20.00 20.00 20.00 1.0 1 Open 365 9.00 9.00 9.00 9.00 15.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 27,283.2 106 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.50 4.00 0.87 0.88 20,644.5 56 Close 2 0.00 0.00 0.00 0.00 66.4 1 Close 3 6.54 6.54 6.54 6.76 4.7 1 Close 7 1.70 7.00 4.54 4.68 1,370.9 7 Close 15 12.00 12.00 12.00 12.71 63.2 1 Close 28 7.00 9.00 8.02 8.33 891.5 4 Close 29 2.21 8.55 6.62 6.87 8.6 2 Close 30 7.00 9.00 8.75 9.11 1,156.4 4 Close 57 6.28 6.28 6.28 6.45 5.0 1 Close 92 7.02 7.02 7.02 7.19 25.4 1 Close 140 10.85 10.85 10.85 11.15 4.2 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 24,240.8 79 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 51,524.0 185 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 130 deals totaled KZT44,996.7 m. including 74 (KZT24,032.0 m.) repo opening deals and 56 repo closing deals (KZT20,934.7 m.). Indicator TONIA according to trades results totaled 2.42 and increased by 1.60 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 6.53 4.08 +2.45 28 5.02 7.97 -2.95 ------------------------------------------------ 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: +67.7% (-KZT17,730.1 m.), 15 participants. Second tier banks (STB): - +KZT23,490.0 m. (borrowing 6 banks); -KZT7,787.0 m. (lending 9 banks); - on GS open trades (in autorepo sector) +KZT15,703.0 m.; - resulting balance totaled +KZT15,703.0 m. (on previous day it was equal to +KZT10,042.0 m.). [2006-06-16]