Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, July 19, 06/ - Today on Kazakhstan stock exchange (KASE) 203 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT55,281.1 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 0.30 7.00 1.58 1.60 34,685.1 100 Open* 2 0.80 1.00 0.89 0.90 205.0 2 Open 7 1.50 5.50 4.22 4.33 396.2 5 Open 19 10.01 10.01 10.01 10.50 37.7 2 Open 33 3.50 14.00 6.65 6.91 818.3 9 Open 92 10.00 10.00 10.00 10.34 240.0 2 Open 183 8.00 8.00 8.00 8.00 1.3 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 36,383.6 121 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.20 7.00 1.19 1.21 16,295.7 65 Close 6 8.98 8.98 8.98 9.39 10.0 1 Close 7 1.50 4.00 3.21 3.27 953.6 3 Close 13 9.01 9.01 9.01 9.42 10.2 1 Close 22 7.05 7.05 7.05 7.29 456.8 1 Close 28 3.20 3.27 3.23 3.28 982.4 2 Close 30 9.00 11.00 9.77 10.22 98.6 4 Close 35 6.51 6.51 6.51 6.70 40.3 1 Close 44 7.06 7.06 7.06 7.28 10.1 1 Close 160 10.13 10.13 10.13 10.39 0.8 1 Close 169 8.00 8.00 8.00 8.16 1.2 1 Close 279 10.00 10.00 10.00 10.00 37.7 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 18,897.4 82 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 55,281.1 203 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 153 deals totaled KZT48,175.7 m. including 97 (KZT33,350.0 m.) repo opening deals and 56 repo closing deals (KZT14,825.7 m.). Indicator TONIA, according to trade results, totaled 1.33 and increased by 0.89 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 -------------- ----------- ------------ ----- 1 1.58 1.19 +0.39 7 4.22 3.42 +0.80 92 10.00 8.00 +2.00 ------------------------------------------------ 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: +27.9% (-KZT11,099.1 m.), 9 participants. Second tier banks (STB): - +KZT32,529.0 m. (borrowing, 6 banks); -KZT23,669.9 m. (lending 9 banks); - open trades in GS (auto repo sector) +KZT9,279.0 m.; in CS repo sector -KZT419.9 m.); - resulting balance totaled +KZT8,859.1 m. (on previous day it was equal to +KZT6,870.8 m.). [2006-07-19]