Repo on KASE: day results

/IRBIS, Valeriy Khegay, June 27, 06/ - Today on Kazakhstan stock exchange (KASE) 150 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT23,365.6 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 corrected 200.0 1 Open 1 0.40 7.00 1.57 1.60 6,898.0 26 Open 7 3.75 6.31 4.55 4.66 1,576.0 8 Open 8 10.50 10.50 10.50 11.06 8.2 1 Open 13 5.50 5.50 5.50 5.65 50.5 1 Open* 28 6.60 7.00 6.87 7.09 297.0 3 Open 30 4.00 9.00 6.87 7.09 723.1 8 Open 38 10.00 10.00 10.00 10.46 45.8 3 Open* 90 8.00 8.00 8.00 8.24 1,000.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 10,798.7 53 ------------------------------------------------------------------------- Close corrected 200.0 1 Close 1 0.30 4.00 1.18 1.20 9,266.0 38 Close 5 2.97 2.97 2.97 3.02 286.5 1 Close 7 3.00 6.00 3.70 3.78 629.5 9 Close 8 4.63 4.63 4.63 4.74 454.4 1 Close 14 7.10 7.10 7.10 7.35 64.1 1 Close 25 6.06 10.50 10.24 10.74 1,072.0 3 Close 28 3.00 6.50 3.84 3.92 396.2 2 Close 60 7.02 7.02 7.02 7.23 91.0 1 Close 92 9.80 9.80 9.80 10.12 61.5 3 Close 270 10.00 10.00 10.00 10.00 45.8 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 12,566.9 61 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 23,365.6 114 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 44 deals totaled KZT13,100.7 m. including 19 (KZT5,430.0 m.) repo opening deals and 25 repo closing deals (KZT7,670.7 m.). Indicator TONIA according to trades results totaled 0.64 and increased by 0.07 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 1.57 1.15 +0.42 7 4.55 4.06 +0.49 30 6.87 6.95 -0.08 ------------------------------------------------ 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: -21.4% (-KZT6,286.1 m.), 6 participants. Second tier banks (STB): - +KZT6,017.8 m. (borrowing, 5 banks); -KZT2,298.8 m. (lending 6 banks); - on GS open trades (in autorepo sector) +KZT4,019.0 m.; in CS repo sector -KZT300.0 m.; - resulting balance totaled +KZT3,719.0 m. (on previous day it was equal to +KZT5,799.9 m.). [2006-06-27]