Repo on KASE: day results

/IRBIS, Assel Omarova, July 12, 06/ - Today on Kazakhstan stock exchange (KASE) 160 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT50,207.3 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 0.29 7.00 1.50 1.53 11,268.3 47 Open* 2 0.40 0.50 0.49 0.49 7,500.0 5 Open 6 3.75 3.75 3.75 3.82 656.0 1 Open* 7 1.50 4.00 3.21 3.27 953.0 3 Open 12 6.00 6.75 6.45 6.66 125.0 2 Open 13 6.00 6.00 6.00 6.18 50.0 1 Open 14 5.88 6.03 5.92 6.09 77.5 2 Open 26 9.00 9.00 9.00 9.39 209.5 2 Open 28 2.70 2.70 2.70 2.73 395.4 2 Open* 30 8.00 8.00 8.00 8.30 2,843.1 6 Open 31 11.13 11.13 11.13 11.71 26.0 8 Open 33 6.97 10.00 7.77 8.05 57.7 3 Open 180 7.00 7.00 7.00 7.12 0.8 1 Open 184 10.00 10.00 10.00 10.00 11.8 3 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 24,174.0 86 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.20 7.00 0.98 1.00 21,623.3 57 Close 5 9.00 9.00 9.00 9.42 209.5 1 Close 7 4.00 6.50 5.15 5.29 1,231.1 6 Close 28 7.00 7.00 7.00 7.23 30.2 1 Close 30 7.00 10.00 7.98 8.28 2,939.3 9 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 26,033.3 74 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 50,207.3 160 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 81 deals totaled KZT35,305.2 m. including 39 (KZT16,633.0 m.) repo opening deals and 42 repo closing deals (KZT18,672.2 m.). Indicator TONIA according to trades results totaled 0.42 and increased by 0.01 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 1.50 0.98 +0.52 7 3.21 2.53 +0.68 14 5.92 6.70 -0.78 28 2.70 7.76 -5.06 30 8.00 5.96 +2.04 31 11.13 6.50 +4.63 ------------------------------------------------ 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: +5.9% (-KZT5,291.2 m.), 7 participants. Second tier banks (STB): - +KZT17,340.4 m. (borrowing, 6 banks); -KZT18,023.2 m. (lending 6 banks); - open trades in GS (auto repo sector) -KZT828.1 m.; in GS nego deals secor +KZT145.4 m.; in CS repo sector -net position was equal to zero (gross - KZT1,312.0 m.); - resulting balance totaled -KZT682.7 m. (on previous day it was equal to +KZT3,295.1 m.). [2006-07-12]