Repo on KASE: day results

/IRBIS, Zaure Yessimova, June 26, 06/ - Today on Kazakhstan stock exchange (KASE) 150 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT42,763.9 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 0.00 4.00 1.15 1.16 9,365.7 39 Open 2 0.60 0.70 0.63 0.64 3,000.0 2 Open 3 0.80 0.80 0.80 0.80 6,000.0 4 Open 7 4.00 4.55 4.06 4.14 112.9 2 Open 14 6.06 7.00 6.46 6.66 138.9 4 Open 30 5.00 10.02 6.95 7.18 389.0 10 Open 60 10.00 10.00 10.00 10.43 6.3 1 Open 91 8.00 8.00 8.00 8.24 1,041.1 3 Open 180 7.00 7.00 7.00 7.12 0.9 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 20,054.8 66 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.36 0.36 0.36 0.37 100.0 1 Close 3 0.30 7.00 1.64 1.68 9,263.2 36 Close 4 1.00 3.50 1.14 1.15 5,299.7 6 Close 5 2.00 3.50 2.50 2.54 750.3 2 Close 7 3.00 7.50 3.63 3.70 4,671.0 16 Close 19 6.00 6.00 6.00 6.17 290.9 1 Close 24 6.13 9.00 6.49 6.70 149.0 5 Close 28 7.00 7.00 7.00 7.23 301.6 1 Close 31 9.00 9.00 9.00 9.38 10.1 1 Close 32 9.00 9.00 9.00 9.37 10.1 1 Close 33 4.93 10.00 7.36 7.64 52.3 3 Close 34 4.85 4.85 4.85 4.96 50.4 2 Close 35 6.50 6.50 6.50 6.69 3.8 1 Close 47 5.25 9.95 7.37 7.63 22.5 2 Close 61 5.00 5.00 5.00 5.10 100.2 1 Close 62 7.54 7.54 7.54 7.77 25.3 1 Close 181 8.00 8.00 8.00 8.16 478.3 2 Close 182 8.00 8.00 8.00 8.16 561.6 1 Close 350 8.75 8.75 8.75 8.75 569.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 22,709.2 84 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 42,763.9 150 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 62 deals totaled KZT31,818.6 m. including 27 (KZT15,901.6 m.) repo opening deals and 35 repo closing deals (KZT15,917.0 m.). Indicator TONIA according to trades results totaled 0.57 and increased by 0.01 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 -------------- ----------- ------------ ----- 3 0.80 1.68 -0.88 7 4.06 2.91 +1.15 30 6.95 7.00 -0.05 --------------------------------------------- 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: +105.7% (-KZT8,401.7 m.), 9 participants. Second tier banks (STB): - +KZT16,265.6 m. (borrowing, 4 banks); -KZT10,465.7 m. (lending 5 banks); - on GS open trades (in autorepo sector) +KZT5,912.5 m.; in CS repo sector -KZT112.6 m.; - resulting balance totaled +KZT5,799.9 m. (on previous day it was equal to +KZT2,143.8 m.). [2006-06-26]