Repo on KASE: day results

/IRBIS, Zaure Yessimova, August 7, 06/ - Today on Kazakhstan stock exchange (KASE) 248 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT54,190.9 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 0.37 7.00 2.38 2.42 18,736.1 87 Open 3 2.00 2.00 2.00 2.02 3,203.0 3 Open 4 2.00 2.00 2.00 2.02 3.5 1 Open 7 3.00 8.00 4.08 4.17 3,401.8 20 Open* 8 5.36 5.57 5.50 5.65 912.6 3 Open 14 5.80 7.00 6.31 6.51 1,600.0 3 Open 21 6.00 6.00 6.00 6.17 8.5 1 Open* 28 6.50 8.00 7.65 7.93 490.1 5 Open 31 7.20 23.55 15.70 17.19 149.9 7 Open 32 2.97 2.97 2.97 3.01 4.1 1 Open 49 11.00 11.00 11.00 11.53 600.0 2 Open 92 10.00 10.00 10.00 10.34 3.5 2 Open 184 10.00 10.00 10.00 10.00 8.5 2 Open 211 11.00 13.00 12.00 12.00 800.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 29,921.5 139 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 1.00 7.00 2.15 2.18 18,593.5 74 Close 4 2.92 4.50 4.48 4.58 871.7 3 Close 5 2.92 10.88 10.82 11.42 216.7 4 Close 6 1.75 1.75 1.75 1.77 65.0 1 Close 7 1.64 6.25 2.02 2.04 1,309.8 11 Close 10 4.14 4.14 4.14 4.22 126.2 3 Close 13 5.25 5.25 5.25 5.39 200.4 1 Close 14 3.40 3.40 3.40 3.46 2,002.6 3 Close 28 6.50 7.50 7.29 7.54 127.7 2 Close 31 8.01 8.01 8.01 8.30 3.7 1 Close 33 8.07 8.07 8.07 8.38 16.3 1 Close 35 8.00 8.00 8.00 8.29 4.4 1 Close 45 3.00 3.00 3.00 3.04 50.2 1 Close 61 3.00 3.00 3.00 3.04 10.1 1 Close 102 7.71 7.71 7.71 7.91 156.5 1 Close 130 11.34 11.34 11.34 11.66 514.6 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 24,269.4 109 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 54,190.9 248 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 143 deals totaled KZT38,201.6 m. including 76 (KZT20,776.0 m.) repo opening deals and 67 repo closing deals (KZT17,425.5 m.). Indicator TONIA, according to trade results, totaled 1.88 and increased by 0.37 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 -------------- ----------- ------------ ----- 3 2.00 2.16 -0.16 4 2.00 4.72 -2.72 7 4.08 3.64 +0.44 14 6.31 6.00 +0.31 28 7.65 7.03 +0.62 31 15.70 10.88 +4.82 184 10.00 10.00 0 ------------------------------------------------ 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: +50.4% (-KZT13,609.1 m.), 13 participants. Second tier banks (STB): - +KZT21,586.6 m. (borrowing, 8 banks); -KZT11,972.8 m. (lending 10 banks); - open trades in GS (auto repo sector) +KZT10,264.0 m.; in CS repo sector net position was equal to -KZT650.3 m. - resulting balance totaled +KZT9,613.8 m. (on previous day it was equal to -KZT2,315.6 m.). [2006-08-07]