Repo on KASE: day results

/IRBIS, Valeriy Khegay, August 2, 06/ - Today on Kazakhstan stock exchange (KASE) 191 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT42,738.7 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 7.00 1.72 1.76 15,097.1 72 Open* 2 1.20 1.20 1.20 1.21 500.0 1 Open 5 10.88 10.88 10.88 11.49 213.4 1 Open* 7 3.15 5.50 3.45 3.51 172.0 3 Open 12 6.08 6.08 6.08 6.27 130.0 1 Open* 14 6.00 6.00 6.00 6.18 160.0 1 Open 27 8.00 8.00 8.00 8.30 50.0 3 Open* 28 9.00 9.00 9.00 9.38 433.0 3 Open 30 6.49 7.00 6.65 6.86 7,177.8 14 Open 120 10.00 10.00 10.00 10.34 5.0 4 Open 184 10.00 10.00 10.00 10.00 110.6 1 Open 365 12.00 12.00 12.00 12.00 41.5 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 24,090.4 105 ------------------------------------------------------------------------- Close 1 0.50 7.00 1.82 1.86 10,711.7 64 Close 7 5.50 5.50 5.50 5.65 22.0 1 Close 28 2.00 9.00 8.97 9.35 453.1 5 Close 30 6.50 7.00 6.65 6.86 7,213.0 13 Close 125 11.35 11.35 11.35 11.67 213.4 1 Close 243 8.78 9.24 8.96 8.96 35.1 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 18,648.3 86 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 42,738.7 191 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 115 deals totaled KZT20,941.2 m. including 61 (KZT12,693.0 m.) repo opening deals and 54 repo closing deals (KZT8,248.2 m.). Indicator TONIA, according to trade results, totaled 0.85 and decreased by 0.11 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 -------------- ----------- ------------ ----- 1 1.72 1.82 -0.10 2 1.20 2.00 -0.80 7 3.45 4.87 -1.42 14 6.00 6.50 -0.50 28 9.00 5.23 +3.77 30 6.65 8.13 -1.48 ------------------------------------------------ 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: +101.1% (-KZT8,424.1 m.), 8 participants. Second tier banks (STB): - +KZT11,471.0 m. (borrowing, 8 banks); -KZT14,860.2 m. (lending 7 banks); - open trades in GS (auto repo sector) -KZT3,175.8 m.; in CS repo sector - KZT213.4 m. - resulting balance totaled -KZT3,389.2 m. (on previous day it was equal to +KZT2,816.0 m.). [2006-08-02]