Repo on KASE: day results

/IRBIS, Yelena Korpusenko, August 10, 06/ - Today on Kazakhstan stock exchange (KASE) 249 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT78,433.2 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 corrected deal 96.0 2 Open 1 1.00 7.00 2.05 2.08 32,812.5 80 Open 4 5.00 5.00 5.00 5.13 860.2 1 Open 7 5.50 6.80 6.63 6.85 634.0 4 Open 19 7.00 7.00 7.00 7.24 80.0 3 Open* 28 4.00 9.00 5.54 5.70 3,270.0 10 Open 32 7.00 10.00 9.07 9.45 80.5 4 Open 61 12.00 12.00 12.00 12.59 300.0 1 Open 92 7.50 10.00 7.60 7.79 393.9 4 Open 180 10.00 10.00 10.00 10.25 14.2 2 Open 208 11.00 13.00 12.00 12.00 600.0 2 Open 365 7.50 7.50 7.50 7.50 220.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 39,361.4 114 --------- -------- ----- ----- ------- --------- -------- -------- Close corrected deal 96.0 2 Close 1 1.00 7.09 2.51 2.56 30,144.6 99 Close 3 2.00 5.00 2.01 2.03 3,212.5 5 Close 7 2.20 6.50 4.21 4.31 1,260.0 8 Close 9 6.03 6.03 6.03 6.21 0.8 1 Close 13 6.02 6.02 6.02 6.20 5.0 1 Close 15 1.98 1.98 1.98 2.00 0.4 1 Close 28 3.60 9.00 4.55 4.67 2,568.0 7 Close 30 5.50 6.65 5.96 6.13 444.2 2 Close 37 6.02 6.02 6.02 6.18 5.0 1 Close 59 7.02 7.02 7.02 7.23 20.2 1 Close 62 7.92 7.92 7.92 8.17 905.9 1 Close 122 10.10 10.10 10.10 10.36 45.8 1 Close 125 9.60 9.60 9.60 9.83 45.8 4 Close 170 12.00 12.00 12.00 12.36 317.5 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 39,071.8 135 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 78,433.2 249 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 172 deals totaled KZT65,988.0 m. including 80 (KZT33,499.0 m.) repo opening deals and 92 repo closing deals (KZT32,489.0 m.). Indicator TONIA, according to trade results, totaled 1.84 and decreased by 0.45 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 2.05 2.51 -0.46 7 6.63 7.79 -1.16 28 5.54 7.23 -1.69 365 7.50 10.00 -2.50 ------------------------------------------------ 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: +81.2% (-KZT11,885.1 m.), 11 participants. Second tier banks (STB): - +KZT32,150.0 m. (borrowing, 6 banks); -KZT25,472.2 m. (lending 11 banks); - open trades in GS (auto repo sector) +KZT7,638.0 m.; in CS repo sector -KZT960.2 m. - resulting balance totaled +KZT6,677.8 m. (on previous day it was equal to +KZT2,797.8 m.). [2006-08-10]