Repo on KASE: day results

/IRBIS, Assel Omarova, July 5, 06/ - Today on Kazakhstan stock exchange (KASE) 140 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT34,770.5 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 1 0.40 7.00 1.76 1.79 11,607.1 35 Open* 2 0.80 0.80 0.80 0.80 340.0 1 Open 7 4.00 6.50 5.17 5.31 1,529.9 7 Open 14 2.00 12.00 9.78 10.34 9.0 2 Open* 28 9.00 9.00 9.00 9.38 448.0 4 Open 30 3.50 3.50 3.50 3.56 321.3 6 Open 33 7.02 8.07 7.72 8.00 56.8 5 Open 176 12.00 12.00 12.00 12.36 91.3 1 Open 190 10.00 10.00 10.00 10.00 1.8 3 Open 191 10.00 10.00 10.00 10.00 17.3 3 Open 365 13.00 13.00 13.00 13.00 4.9 4 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 14,427.3 71 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.10 7.00 1.86 1.91 8,584.5 28 Close 5 11.77 11.77 11.77 12.48 119.5 2 Close 7 2.70 6.50 4.90 5.03 1,648.0 9 Close 8 5.00 7.00 5.40 5.55 125.1 2 Close 14 3.50 4.61 4.00 4.08 8,229.9 13 Close 16 10.00 10.00 10.00 10.49 13.6 1 Close 28 3.20 9.00 3.37 3.42 817.1 3 Close 30 3.50 7.00 5.55 5.71 782.7 9 Close 99 8.06 8.06 8.06 8.28 22.6 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 20,343.2 69 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 34,770.5 140 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 58 deals totaled KZT2,492.7 m. including 26 (KZT9,123.0 m.) repo opening deals and 32 repo closing deals (KZT15,369.7 m.). Indicator TONIA according to trades results totaled 0.73 and increased by 0.24 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 1.76 1.86 -0.10 7 5.17 4.28 +0.89 28 9.00 3.00 +6.00 30 3.50 7.00 -3.50 190 10.00 10.00 0 191 10.00 10.00 0 ------------------------------------------------ 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: +129.5% (-KZT7,797.1 m.), 11 participants. Second tier banks (STB): - +KZT9,332.0 m. (borrowing, 6 banks); -KZT5,923.3 m. (lending 7 banks); - in sector of direct deals in GS - KZT4,032.0 m.; on GS open trades (in autorepo sector) -KZT321.3 m.; in CS repo sector -KZT302.0 m.; - resulting balance totaled +KZT3,408.7 m. (on previous day it was equal to +KZT68.3 m.). [2006-07-05]