Repo on KASE: day results

/IRBIS, Natalya Khoroshevskaya, June 30, 06/ - Today on Kazakhstan stock exchange (KASE) 232 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT44,041.5 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 0.10 12.12 2.16 2.24 11,200.6 57 Open 4 3.98 3.98 3.98 4.06 19.9 1 Open 7 1.70 9.01 2.17 2.21 1,696.1 11 Open 10 2.99 2.99 2.99 3.04 66.6 1 Open 14 4.99 7.58 7.53 7.81 102.2 5 Open 17 6.00 6.07 6.02 6.20 45.0 2 Open 28 6.00 9.00 8.28 8.61 1,453.6 10 Open 30 7.00 7.50 7.09 7.33 331.0 3 Open 31 6.00 8.01 6.03 6.20 203.3 3 Open 32 8.50 8.51 8.50 8.84 69.0 2 Open 35 12.00 12.00 12.00 12.67 498.7 7 Open* 90 9.00 9.00 9.00 9.31 23.0 1 Open 180 7.00 7.00 7.00 7.12 0.5 1 Open 182 9.00 9.00 9.00 9.21 50.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 15,759.6 105 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.10 10.02 0.93 0.95 21,707.5 50 Close 2 0.70 0.70 0.70 0.70 160.0 1 Close 7 2.20 6.50 2.95 2.99 1,401.8 7 Close 10 6.50 6.57 6.53 6.74 52.3 3 Close 15 5.00 6.48 5.62 5.78 61.5 2 Close 16 7.00 7.00 7.00 7.24 272.8 1 Close 18 4.06 8.11 7.36 7.62 61.9 5 Close 23 8.36 8.36 8.36 8.69 12.2 1 Close 24 8.00 8.00 8.00 8.31 47.9 5 Close 25 9.93 10.00 9.93 10.40 108.4 2 Close 28 3.45 9.00 5.84 6.03 2,761.6 22 Close 29 8.00 8.35 8.16 8.48 326.6 3 Close 31 7.00 9.01 7.37 7.62 178.0 3 Close 32 9.98 9.98 9.98 10.45 4.4 2 Close 43 7.45 7.45 7.45 7.70 28.4 1 Close 44 10.00 10.00 10.00 10.45 13.2 1 Close 46 9.99 10.00 9.99 10.43 8.3 2 Close 51 9.98 9.98 9.98 10.42 7.1 1 Close 55 8.54 8.54 8.54 8.85 16.7 1 Close 63 12.00 12.00 12.00 12.59 83.2 1 Close 91 12.50 12.50 12.50 13.10 247.4 4 Close 92 12.00 12.00 12.00 12.49 415.5 2 Close 101 3.01 3.01 3.01 3.04 66.6 1 Close 151 9.82 9.82 9.82 10.06 14.6 1 Close 184 12.50 12.50 12.50 12.50 207.6 4 Close 261 11.50 11.50 11.50 11.50 16.4 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 28,281.9 127 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 44,041.5 232 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 78 deals totaled KZT29,718.0 m. including 34 (KZT8,445.0 m.) repo opening deals and 44 repo closing deals (KZT21,273.0 m.). Indicator TONIA according to trades results totaled 0.13 and decreased by 0.09 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 -------------- ----------- ------------ ----- 4 3.98 8.00 -4.02 7 2.17 8.73 -6.56 28 8.28 7.08 +1.20 30 7.09 7.04 +0.05 32 8.50 10.09 -1.59 180 7.00 8.30 -1.30 ------------------------------------------------ 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: -41.8% (-KZT9,458.1 m.), 13 participants. Second tier banks (STB): - +KZT7,153.0 m. (borrowing, 5 banks); -KZT2,750.6 m. (lending 6 banks); - on GS open trades (in autorepo sector) +KZT4,619.0 m.; in CS repo sector -KZT216.6 m.; - resulting balance totaled +KZT4,402.4 m. (on previous day it was equal to +KZT12,719.6 m.). [2006-06-30]