Repo on KASE: day results

/IRBIS, Valeriy Khegay, August 9, 06/ - Today on Kazakhstan stock exchange (KASE) 223 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT57,786.4 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 1 1.00 7.09 2.51 2.56 30,142.5 99 Open* 5 5.50 5.50 5.50 5.65 200.0 1 Open 6 6.76 10.14 7.93 8.26 11.9 3 Open 7 5.50 8.00 7.79 8.10 1,990.2 9 Open 8 5.50 5.50 5.50 5.65 563.1 3 Open* 28 7.00 7.25 7.23 7.48 109.0 3 Open* 30 7.00 7.00 7.00 7.23 1,197.0 2 Open 90 7.00 9.00 7.08 7.27 1,704.1 6 Open 365 10.00 10.00 10.00 10.00 13.9 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 35,931.7 127 ------------------------------------------------------------------------- Close 1 1.50 7.00 2.98 3.03 17,044.5 77 Close 2 4.00 4.00 4.00 4.08 250.1 1 Close 6 5.20 5.20 5.20 5.34 553.9 3 Close 7 3.15 5.50 3.45 3.51 172.1 3 Close 8 5.50 5.50 5.50 5.65 12.0 1 Close 14 6.00 6.00 6.00 6.17 90.2 1 Close 28 2.70 2.70 2.70 2.73 396.2 2 Close 30 7.00 9.00 7.81 8.10 2,522.2 5 Close 90 8.00 8.00 8.00 8.24 292.7 1 Close 97 8.00 8.00 8.00 8.22 520.8 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 21,854.7 96 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 57,786.4 223 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 202 deals totaled KZT54,568.3 m. including 114 (KZT34,191.3 m.) repo opening deals and 88 repo closing deals (KZT20,377.1 m.). Indicator TONIA, according to trade results, totaled 2.29 and decreased by 0.26 relative to the 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 2.51 2.98 -0.47 7 7.79 6.09 +1.70 8 5.50 5.69 -0.19 28 7.23 8.00 -0.77 30 7.00 9.00 -2.00 ------------------------------------------------ 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: +41.63% (-KZT8,574.1 m.), 9 participants. Second tier banks (STB): - +KZT26,349.1 m. (borrowing, 8 banks); -KZT23,551.3 m. (lending 10 banks); - open trades in GS (auto repo sector) +KZT2,968.0 m.; in CS repo sector -KZT170.2 m. - resulting balance totaled +KZT2,797.8 m. (on previous day it was equal to +KZT5,019.0 m.). [2006-08-09]