Repo on KASE: day results

/IRBIS, Yelena Korpusenko, August 3, 06/ - Today on Kazakhstan stock exchange (KASE) 215 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT50,530.3 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 0.70 7.00 1.75 1.77 24,480.5 68 Open 4 4.50 4.50 4.50 4.60 861.9 2 Open 6 5.20 5.20 5.20 5.34 553.4 3 Open* 7 2.20 6.50 4.21 4.31 1,259.0 8 Open* 28 3.20 6.75 5.30 5.44 445.1 7 Open 32 6.50 12.00 8.02 8.33 2,599.3 17 Open* 90 8.00 8.00 8.00 8.24 499.0 6 Open 119 10.00 10.00 10.00 10.34 1.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 30,699.3 112 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.50 7.00 1.69 1.72 14,856.8 67 Close 2 2.00 2.00 2.00 2.02 400.0 1 Close 3 5.00 5.00 5.00 5.13 180.0 1 Close 7 2.00 6.00 5.28 5.42 333.8 9 Close 14 4.00 4.00 4.00 4.08 621.0 1 Close 17 6.00 6.00 6.00 6.17 10.1 1 Close 24 11.50 11.50 11.50 12.14 94.1 1 Close 27 7.62 7.62 7.62 7.89 197.1 3 Close 28 3.20 6.60 5.00 5.13 476.9 8 Close 30 7.00 7.00 7.00 7.23 2,092.4 7 Close 31 9.00 9.00 9.00 9.38 32.5 1 Close 90 8.00 8.00 8.00 8.24 508.8 2 Close 161 8.80 8.80 8.80 8.99 27.4 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 19,831.0 103 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 50,530.3 215 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 122 deals totaled KZT34,522.9 m. including 58 (KZT21,234.0 m.) repo opening deals and 64 repo closing deals (KZT13,288.8 m.). Indicator TONIA, according to trade results, totaled 1.18 and increased by 0.33 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 1.75 1.72 +0.03 7 4.21 3.45 +0.76 28 5.30 9.00 -3.70 ------------------------------------------------ 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: +204.6% (-KZT16,581.2 m.), 13 participants. Second tier banks (STB): - +KZT22,315.3 m. (borrowing, 8 banks); -KZT12,000.6 m. (lending 8 banks); - open trades in GS (auto repo sector) +KZT10,314.7 m.; in CS repo sector net position was equal to zero gross - KZT2,830.6 m. - resulting balance totaled +KZT10,314.7 m. (on previous day it was equal to -KZT3,389.2 m.). [2006-08-03]