Repo on KASE: day results

/IRBIS, Natalya Kuznetsova, July 25, 06/ - Today on Kazakhstan stock exchange (KASE) 240 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT92,171.6 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 Intraday 395.0 2 Open 1 1.00 7.00 1.95 1.97 29,225.1 73 Open* 3 3.00 3.00 3.00 3.05 190.0 1 Open 7 5.50 6.00 5.68 5.84 167.0 4 Open 10 9.02 12.00 10.41 10.96 85.0 2 Open 13 5.25 5.25 5.25 5.39 200.0 1 Open 14 3.00 7.00 5.91 6.09 519.9 9 Open 27 14.00 14.00 14.00 14.94 495.3 1 Open 28 6.60 8.00 7.32 7.57 660.0 7 Open 30 4.00 4.00 4.00 4.07 200.0 1 Open 31 3.00 3.00 3.00 3.04 16.7 2 Open 66 2.99 2.99 2.99 3.02 150.0 1 Open 75 3.02 3.02 3.02 3.05 150.0 1 Open 90 8.00 8.00 8.00 8.24 9,752.0 22 Open 184 10.00 10.00 10.00 10.00 199.2 3 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 42,405.2 130 --------- -------- ----- ----- ------- --------- -------- -------- Close Intraday 395.0 2 Close 1 0.00 4.55 1.46 1.47 46,278.0 80 Close 4 8.21 8.21 8.21 8.56 10.0 1 Close 5 8.11 8.11 8.11 8.44 2.4 1 Close 7 1.60 6.26 4.42 4.53 688.9 11 Close 13 3.89 6.00 4.17 4.25 757.2 3 Close 14 6.70 6.70 6.70 6.92 171.2 4 Close 15 7.00 7.00 7.00 7.24 50.1 1 Close 18 14.00 14.00 14.00 14.97 684.0 1 Close 22 5.00 5.00 5.00 5.12 300.9 1 Close 25 12.00 12.00 12.00 12.69 58.6 1 Close 27 9.00 9.00 9.00 9.38 71.5 1 Close 28 6.60 7.00 6.87 7.09 298.6 3 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 49,766.5 110 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 92,171.6 240 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 135 deals totaled KZT71,116.7 m. including 67 (KZT27,221.0 m.) repo opening deals and 68 repo closing deals (KZT43,895.7 m.). Indicator TONIA, according to trade results, totaled 1.65 and increased by 0.28 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 1.95 1.48 +0.47 7 5.68 5.40 +0.28 14 5.91 3.40 +2.51 28 7.32 7.59 -0.27 30 4.00 11.00 -7.00 31 3.00 9.31 -6.31 184 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: -5.4% (-KZT10,252.1 m.), 15 participants. Second tier banks (STB): - +KZT25,579.0 m. (borrowing, 5 banks); -KZT21,175.6 m. (lending 8 banks); - open trades in GS (auto repo sector) +KZT5,108.0 m.; in CS repo sector -KZT704.6 m. - resulting balance totaled +KZT4,403.4 m. (on previous day it was equal to +KZT8,712.8 m.). [2006-07-25]