Repo on KASE: day results

/IRBIS, Natalya Khoroshevskaya, July 4, 06/ - Today on Kazakhstan stock exchange (KASE) 110 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT27,008.7 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 0.10 7.00 1.86 1.91 8,584.1 28 Open* 3 6.50 6.50 6.50 6.71 240.0 1 Open 6 6.08 6.08 6.08 6.27 5.0 1 Open 7 1.50 6.00 4.28 4.38 1,155.7 7 Open 17 11.50 14.00 13.86 14.82 798.5 2 Open* 28 3.00 3.00 3.00 3.04 75.0 1 Open* 30 7.00 7.00 7.00 7.23 2,080.4 7 Open 31 3.00 6.50 6.47 6.66 202.0 2 Open 90 5.50 5.50 5.50 5.61 12.6 1 Open 184 9.00 9.00 9.00 9.00 100.0 1 Open 190 10.00 10.00 10.00 10.00 7.5 2 Open 191 10.00 10.00 10.00 10.00 21.0 4 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 13,281.7 57 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.10 7.00 2.43 2.51 11,071.3 40 Close 4 3.98 3.98 3.98 4.06 19.9 1 Close 5 4.02 4.02 4.02 4.10 83.6 1 Close 7 3.75 6.31 4.39 4.49 1,162.0 5 Close 14 5.50 6.50 6.03 6.21 450.9 2 Close 77 7.00 7.00 7.00 7.19 0.9 1 Close 85 7.00 7.00 7.00 7.19 1.0 1 Close 132 14.00 14.00 14.00 14.49 894.0 1 Close 133 12.00 12.00 12.00 12.36 43.5 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 13,727.1 53 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 27,008.7 110 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 47 deals totaled KZT13,189.0 m. including 21 (KZT6,400.0 m.) repo opening deals and 26 repo closing deals (KZT6,789.0 m.). Indicator TONIA according to trades results totaled 0.49 and increased by 0.27 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 1.86 2.43 -0.57 7 4.28 1.53 2.75 28 3.00 8.57 -5.57 30 7.00 6.65 0.35 31 6.47 7.10 -0.63 ------------------------------------------------ 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: +29.7% (-KZT6,471.1 m.), 10 participants. Second tier banks (STB): - +KZT4,946.7 m. (borrowing, 2 banks); -KZT5,440.0 m. (lending 6 banks); - on GS open trades (in autorepo sector) -KZT191.3 m.; in CS repo sector -KZT302.0 m.; - resulting balance totaled -KZT493.3 m. (on previous day it was equal to +KZT1,697.8 m.). [2006-07-04]