Repo on KASE: day results

/IRBIS, Yelena Korpusenko, July 27, 06/ - Today on Kazakhstan stock exchange (KASE) 232 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT58,568.9 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 2.00 10.00 3.25 3.31 30,801.1 102 Open 4 2.74 2.74 2.74 2.77 2.0 1 Open 7 2.00 6.00 5.28 5.42 333.5 9 Open* 28 6.70 8.00 7.66 7.94 58.0 2 Open 32 3.00 13.50 3.62 3.71 271.1 6 Open 33 6.50 6.50 6.50 6.70 14.1 1 Open 35 8.00 8.03 8.01 8.30 150.0 2 Open 152 8.50 9.00 8.64 8.83 250.0 3 Open 183 10.00 10.00 10.00 10.00 2.7 1 Open 365 8.50 8.50 8.50 8.50 18.4 3 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 31,900.8 130 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.50 7.00 1.97 2.00 24,350.4 82 Close 2 5.01 5.01 5.01 5.14 242.1 1 Close 7 5.50 5.90 5.76 5.93 59.1 4 Close 23 6.50 6.50 6.50 6.70 200.8 1 Close 27 12.12 12.12 12.12 12.83 29.2 2 Close 28 6.50 8.00 7.08 7.31 459.5 3 Close 30 6.04 9.00 6.41 6.60 226.2 3 Close 51 7.61 7.61 7.61 7.86 10.1 1 Close 65 7.17 7.17 7.17 7.37 16.6 1 Close 83 5.24 5.24 5.24 5.34 80.4 1 Close 90 8.30 10.00 9.03 9.35 993.6 3 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 26,668.1 102 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 58,568.9 232 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 160 deals totaled KZT48,910.9 m. including 89 (KZT27,509.0 m.) repo opening deals and 71 repo closing deals (KZT21,401.9 m.). Indicator TONIA, according to trade results, totaled 2.95 and increased by 1.48 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 3.25 1.97 +1.28 7 5.28 5.35 -0.07 28 7.66 7.00 +0.66 ------------------------------------------------ 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: -43.6% (-KZT9,605.1 m.), 14 participants. Second tier banks (STB): - +KZT26,610.0 m. (borrowing, 6 banks); -KZT19,687.1 m. (lending 10 banks); - open trades in GS (auto repo sector) +KZT7,326.0 m.; in CS repo sector -KZT403.1 m. - resulting balance totaled +KZT6,922.9 m. (on previous day it was equal to +KZT10,566.3 m.). [2006-07-27]