Repo on KASE: day results

/IRBIS, Zaure Yessimova, July 24, 06/ - Today on Kazakhstan stock exchange (KASE) 203 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT95,965.6 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 0.60 4.55 1.48 1.49 46,276.2 80 Open 2 2.00 2.00 2.00 2.02 400.0 1 Open* 4 11.00 11.00 11.00 11.62 171.0 1 Open* 7 4.50 6.00 5.40 5.55 160.2 3 Open 14 3.40 3.40 3.40 3.46 2,000.0 3 Open 28 6.50 8.31 7.59 7.86 245.5 6 Open 30 11.00 11.00 11.00 11.57 234.0 1 Open 31 9.00 14.00 9.31 9.72 20.7 4 Open 179 10.00 10.00 10.00 10.25 16.4 2 Open 184 10.00 10.00 10.00 10.00 0.9 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 49,524.9 102 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 0.10 10.00 0.99 1.00 42,620.7 75 Close 6 5.00 5.00 5.00 5.13 90.1 1 Close 7 1.60 6.36 4.73 4.85 2,240.6 10 Close 12 6.75 6.75 6.75 6.97 75.2 1 Close 14 5.00 6.00 5.23 5.36 52.1 2 Close 21 5.00 5.00 5.00 5.12 104.8 1 Close 31 6.99 11.00 8.97 9.36 478.6 3 Close 32 7.24 10.00 7.35 7.61 31.4 2 Close 38 6.00 6.00 6.00 6.16 262.6 1 Close 42 5.00 5.00 5.00 5.11 78.4 1 Close 68 10.00 10.00 10.00 10.41 387.1 1 Close 75 9.00 9.00 9.00 9.31 3.1 1 Close 95 9.00 9.00 9.00 9.27 16.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 46,440.7 101 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 95,965.6 203 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 140 deals totaled KZT87,007.6 m. including 71 (KZT46,144.0 m.) repo opening deals and 69 repo closing deals (KZT40,853.5 m.). Indicator TONIA, according to trade results, totaled 1.37 and increased by 0.64 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 -------------- ----------- ------------ ----- 4 11.00 8.21 +2.79 7 5.40 6.33 -0.93 14 3.40 3.55 -0.15 28 7.59 4.01 +3.58 31 9.31 7.66 +1.65 184 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: -27.73% (-KZT11,575.1 m.), 8 participants. Second tier banks (STB): - +KZT44,640.0 m. (borrowing, 8 banks); -KZT35,927.2 m. (lending 7 banks); - open trades in GS (auto repo sector) +KZT9,070.0 m.; in CS repo sector -KZT357.2 m. - resulting balance totaled +KZT8,712.8 m. (on previous day it was equal to +KZT18,046.2 m.). [2006-07-24]