Repo on KASE: day results

/IRBIS, Yelena Korpusenko, June 29, 06/ - Today on Kazakhstan stock exchange (KASE) 186 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT51,809.0 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 corrected 53.0 1 Open 1 0.10 10.02 0.94 0.96 21,814.0 51 Open* 4 8.00 8.00 8.00 8.32 676.6 1 Open 5 3.96 4.02 3.99 4.06 221.2 2 Open 7 3.87 9.89 8.73 9.13 1,695.8 7 Open 8 6.39 6.39 6.39 6.59 5.0 1 Open 28 6.50 8.00 7.08 7.31 457.0 3 Open 29 8.00 8.00 8.00 8.30 20.5 1 Open 30 6.00 9.50 7.04 7.27 262.2 6 Open 32 10.00 12.01 10.09 10.57 71.5 7 Open 92 8.00 8.00 8.00 8.22 200.0 1 Open 180 8.30 8.30 8.30 8.47 55.0 1 Open 183 9.00 9.00 9.00 9.00 40.2 2 Open 365 8.50 9.00 8.69 8.69 184.0 5 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 25,756.0 89 --------- -------- ----- ----- ------- --------- -------- -------- Close corrected 53.0 1 Close 1 0.10 7.00 1.17 1.20 13,207.6 42 Close 3 0.80 0.80 0.80 0.80 6,000.4 4 Close 7 4.50 6.25 5.13 5.26 1,463.5 7 Close 14 5.50 6.52 5.51 5.65 384.2 2 Close 22 5.82 5.82 5.82 5.98 259.1 1 Close 24 6.00 6.00 6.00 6.17 52.3 1 Close 28 3.00 8.00 5.15 5.29 2,447.6 16 Close 31 9.00 10.00 9.43 9.85 102.7 8 Close 50 12.05 12.05 12.05 12.68 8.4 1 Close 62 12.01 12.01 12.01 12.60 0.5 1 Close 64 5.08 5.08 5.08 5.19 200.8 1 Close 79 8.00 8.00 8.00 8.24 6.3 1 Close 90 12.00 12.78 12.31 12.89 5.2 2 Close 92 6.52 6.52 6.52 6.66 84.0 2 Close 182 2.70 2.70 2.70 2.72 54.0 1 Close 209 9.18 9.18 9.18 9.18 1,183.2 1 Close 297 8.50 8.50 8.50 8.50 213.8 1 Close 307 11.90 11.90 11.90 11.90 1.4 1 Close 324 8.40 8.40 8.40 8.40 322.4 1 Close 458 12.53 12.53 12.53 12.53 2.4 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 26,053.0 97 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 51,809.0 186 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 80 deals totaled KZT37,021.8 m. including 35 (KZT18,734.0 m.) repo opening deals and 45 repo closing deals (KZT18,287.8 m.). Indicator TONIA according to trades results totaled 0.22 and decreased by 0.10 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 0.94 1.17 -0.23 5 3.99 5.00 -1.01 7 8.73 4.91 +3.82 28 7.08 6.90 +0.18 30 7.04 6.73 +0.31 180 8.30 10.00 -1.70 ------------------------------------------------ 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: +286.0% (-KZT18,453.1 m.), 17 participants. Second tier banks (STB): - +KZT17,887.0 m. (borrowing, 5 banks); -KZT5,167.4 m. (lending 6 banks); - on GS open trades (in autorepo sector) +KZT14,896.0 m.; in CS repo sector -KZT2,176.4 m.; - resulting balance totaled +KZT12,719.6 m. (on previous day it was equal to +KZT11,873.7 m.). [2006-06-29]