Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, August 11, 06/ - Today on Kazakhstan stock exchange (KASE) 259 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT75,457.5 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 3 1.00 6.00 1.48 1.49 24,415.6 79 Open 5 3.65 3.65 3.65 3.72 4.0 1 Open* 7 3.50 8.00 4.60 4.72 1,190.0 13 Open 14 3.50 7.01 5.80 5.97 1,125.9 13 Open 28 3.66 8.00 3.78 3.85 6,919.7 10 Open 31 3.00 11.50 8.22 8.54 3,147.3 18 Open 207 11.00 13.00 12.00 12.00 447.0 2 Open 365 8.00 12.50 9.91 9.91 55.5 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 37,305.0 138 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 1.00 7.00 2.05 2.08 32,814.4 80 Close 3 2.00 2.00 2.00 2.02 1.0 1 Close 7 2.50 8.00 3.57 3.65 2,013.4 17 Close 14 2.00 7.00 4.50 4.63 16.0 3 Close 28 3.00 8.00 5.80 5.99 251.1 3 Close 30 8.00 11.50 8.03 8.33 2,888.0 14 Close 31 7.00 7.00 7.00 7.23 40.2 1 Close 39 6.00 6.00 6.00 6.16 50.3 1 Close 161 2.97 2.97 2.97 2.99 78.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 38,152.5 121 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 75,457.5 259 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 215 deals totaled KZT72,639.0 m. including 112 (KZT35,199.2 m.) repo opening deals and 103 repo closing deals (KZT37,439.8 m.). Indicator TONIA, according to trade results, totaled 1.43 and decreased by 0.41 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 -------------- ----------- ------------ ----- 7 4.60 6.63 -2.03 28 3.78 5.54 -1.76 365 9.91 7.50 +2.41 ------------------------------------------------ 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: +114.8% (-KZT19,995.0 m.), 11 participants. Second tier banks (STB): - +KZT30,480.6 m. (borrowing, 7 banks); -KZT14,132.1 m. (lending 10 banks); - open trades in GS (auto repo sector) +KZT16,609.0 m.; in CS repo sector -KZT260.5 m. - resulting balance totaled +KZT16,348.5 m. (on previous day it was equal to +KZT6,677.8 m.). [2006-08-11]