Repo on KASE: day results

/IRBIS, Zaure Yessimova, July 17, 06/ - Today on Kazakhstan stock exchange (KASE) 169 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT31,379.8 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 intraday 27.0 2 Open 1 0.25 8.11 1.55 1.59 9,460.4 41 Open* 3 2.11 5.70 3.64 3.71 823.0 7 Open 4 5.50 5.50 5.50 5.65 286.4 1 Open 7 1.60 6.36 4.77 4.88 2,338.6 11 Open 14 2.50 6.00 5.55 5.71 281.1 3 Open* 17 6.00 6.00 6.00 6.17 10.1 1 Open 28 4.00 5.50 4.59 4.69 602.0 2 Open 30 7.00 9.00 8.74 9.10 1,169.1 4 Open 31 3.50 14.05 5.87 6.11 385.8 8 Open 92 11.00 11.00 11.00 11.41 25.0 1 Open 184 10.00 10.00 10.00 10.00 150.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 15,558.5 83 --------- -------- ----- ----- ------- --------- -------- -------- Close intraday 27.0 2 Close 3 0.03 7.00 1.49 1.53 10,728.5 45 Close 4 0.70 5.50 0.83 0.83 422.0 4 Close 5 2.99 2.99 2.99 3.04 35.0 1 Close 7 1.50 6.50 3.69 3.77 2,053.5 5 Close 10 6.49 6.49 6.49 6.70 65.1 2 Close 14 5.80 7.00 6.02 6.20 260.2 4 Close 19 5.36 5.36 5.36 5.50 50.4 1 Close 26 5.33 5.40 5.36 5.49 135.9 3 Close 28 3.30 9.50 3.87 3.95 551.6 3 Close 31 7.00 9.00 8.62 8.97 1,258.2 5 Close 32 9.96 10.01 9.99 10.45 1.5 5 Close 63 9.43 9.43 9.43 9.79 13.3 1 Close 152 8.55 8.55 8.55 8.73 21.3 1 Close 160 9.50 9.50 9.50 9.73 10.0 1 Close 200 10.18 10.18 10.18 10.18 52.8 1 Close 203 5.00 5.00 5.00 5.00 66.8 1 Close 206 5.00 5.00 5.00 5.00 68.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 15,821.3 86 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 31,379.8 169 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 73 deals totaled KZT17,104.6 m. including 37 (KZT7,952.0 m.) repo opening deals and 36 repo closing deals (KZT9,152.6 m.). Indicator TONIA, according to trade results, totaled 0.34 and increased by 0.17 relative to previous trade day. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 3 1.55 1.52 +0.03 7 4.77 7.49 -2.72 17 6.00 7.00 -1.00 28 4.59 5.80 -1.21 31 5.87 8.20 -2.33 --------------------------------------------- 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: +77.9% (-KZT8,048.1 m.), 9 participants. Second tier banks (STB): - +KZT8,949.4 m. (borrowing, 5 banks); -KZT5,866.2 m. (lending 7 banks); - open trades in GS (auto repo sector) +KZT3,606.0 m.; in CS repo sector -KZT522.8 m.); - resulting balance totaled +KZT3,083.2 m. (on previous day it was equal to +KZT2,498.1 m.). [2006-07-17]