Repo on KASE: day results

/IRBIS, Valeriy Khegay, July 28, 06/ - Today on Kazakhstan stock exchange (KASE) 312 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT107,443.4 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 3 0.30 7.00 1.58 1.61 14,247.2 65 Open 4 2.74 6.08 5.80 5.97 47.0 2 Open 7 2.00 8.00 6.52 6.74 188.8 8 Open 11 1.99 1.99 1.99 2.01 1,000.0 1 Open 13 6.02 6.02 6.02 6.20 5.0 1 Open 14 2.00 7.00 4.50 4.63 16.0 3 Open 28 3.00 11.00 7.14 7.39 1,301.8 7 Open 31 2.99 10.00 6.74 6.95 25,114.8 40 Open 181 10.00 10.00 10.00 10.25 34.3 1 Open 221 11.00 13.69 13.01 13.01 1,831.1 5 Open 364 1.50 1.50 1.50 1.50 150.0 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 43,936.0 134 -------------------------------------------------------------------------- Close 1 2.00 10.00 3.23 3.29 30,603.8 101 Close 2 2.00 2.00 2.00 2.02 1,000.1 1 Close 3 3.00 3.00 3.00 3.05 190.0 1 Close 4 7.91 7.91 7.91 8.23 2.3 1 Close 7 3.35 10.86 6.47 6.69 234.1 10 Close 9 4.97 4.97 4.97 5.10 3.6 1 Close 14 7.00 7.00 7.00 7.24 15.0 1 Close 15 7.10 7.10 7.10 7.35 378.1 1 Close 16 8.00 8.00 8.00 8.31 6.8 2 Close 22 8.01 8.01 8.01 8.32 4.9 2 Close 23 8.00 8.00 8.00 8.30 0.8 1 Close 25 7.99 7.99 7.99 8.29 1.9 1 Close 28 6.19 9.00 8.42 8.76 1,141.4 6 Close 29 8.00 8.00 8.00 8.30 20.6 1 Close 30 6.00 7.50 6.73 6.94 23,961.7 29 Close 42 6.76 6.76 6.76 6.96 71.2 2 Close 43 7.01 7.01 7.01 7.23 10.1 1 Close 50 7.01 7.01 7.01 7.23 101.3 1 Close 52 12.00 12.00 12.00 12.64 101.7 1 Close 84 5.92 5.92 5.92 6.05 153.6 1 Close 85 11.00 11.00 11.00 11.46 732.5 2 Close 119 13.31 13.31 13.31 13.91 1,836.6 3 Close 120 11.00 11.00 11.00 11.41 365.4 1 Close 144 11.00 11.00 11.00 11.30 2,569.8 7 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 63,507.4 178 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 107,443.4 312 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 144 deals totaled KZT40,897.4 m. including 52 (KZT12,166.0 m.) repo opening deals and 92 repo closing deals (KZT28,731.4 m.). Indicator TONIA, according to trade results, totaled 0.28 and decreased by 2.11 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 5.80 2.74 +3.06 7 6.52 5.28 +1.24 28 7.14 7.66 -0.52 ------------------------------------------------ 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: 0.98% (-KZT8,068.1 m.), 6 participants. Second tier banks (STB): - +KZT10,761.0 m. (borrowing, 4 banks); -KZT19,912.6 m. (lending 10 banks); - open trades in GS (auto repo sector) -KZT9,077.6 m.; in CS repo sector -KZT74.0 m. - resulting balance totaled -KZT9,151.6 m. (on previous day it was equal to +KZT6,922.9 m.). [2006-07-28]