Repo on KASE: day results

/IRBIS, Zaure Yessimova, July 31, 06/ - Today on Kazakhstan stock exchange (KASE) 185 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT38,285.0 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 0.50 8.52 1.56 1.59 20,416.0 68 Open 7 5.50 6.25 6.10 6.29 109.3 5 Open 8 5.00 5.00 5.00 5.12 180.0 1 Open 21 7.80 7.80 7.80 8.09 99.9 2 Open 22 7.00 7.00 7.00 7.24 8.0 1 Open 28 9.00 9.00 9.00 9.38 300.0 1 Open 31 7.00 14.00 9.54 10.00 248.1 11 Open 62 8.00 8.00 8.00 8.26 7.0 1 Open 91 9.20 9.20 9.20 9.52 250.0 1 Open 365 1.50 1.50 1.50 1.50 400.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 22,018.4 92 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 8.03 8.03 8.03 8.36 100.0 1 Close 3 0.30 7.00 1.59 1.62 14,216.0 62 Close 4 2.74 5.49 5.47 5.62 202.1 2 Close 5 7.00 7.00 7.00 7.25 99.4 1 Close 7 4.50 6.00 5.40 5.55 160.3 3 Close 14 2.50 6.00 5.55 5.71 281.7 3 Close 17 7.00 7.00 7.00 7.24 9.9 2 Close 28 6.99 9.00 8.57 8.91 497.8 3 Close 31 6.00 6.00 6.00 6.17 200.8 1 Close 32 9.00 10.00 9.87 10.33 78.8 5 Close 45 9.29 9.29 9.29 9.68 10.1 1 Close 46 6.75 6.75 6.75 6.95 29.7 1 Close 52 7.30 7.30 7.30 7.53 50.0 1 Close 61 4.08 4.08 4.08 4.15 10.0 1 Close 90 9.20 9.20 9.20 9.52 255.7 1 Close 105 5.03 5.03 5.03 5.11 1.6 1 Close 122 6.81 6.81 6.81 6.93 33.3 1 Close 181 10.00 10.00 10.00 10.25 0.8 1 Close 185 8.91 8.91 8.91 8.91 24.5 1 Close 339 12.10 12.10 12.10 12.10 4.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 16,266.6 93 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 38,285.0 185 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 924 deals totaled KZT26,656.9 m. including 40 (KZT14,494.0 m.) repo opening deals and 52 repo closing deals (KZT12,162.9 m.). Indicator TONIA, according to trade results, totaled 0.93 and increased by 0.09 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 -------------- ----------- ------------ ----- 7 6.10 6.52 -0.42 28 9.00 7.14 +1.86 31 9.54 6.74 +2.80 ------------------------------------------------ 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% (-KZT9,573.1 m.), 10 participants. Second tier banks (STB): - +KZT16,103.0 m. (borrowing, 6 banks); -KZT5,771.5 m. (lending 8 banks); - in sector of nego deals in GS +KZT2,000.0 m.; open trades in GS (auto repo sector) +KZT8,762.0 m.; in CS repo sector -KZT430.5 m. - resulting balance totaled +KZT10,331.5 m. (on previous day it was equal to -KZT9,151.6 m.). [2006-07-31]