Repo on KASE: day results

/IRBIS, Natalya Khoroshevskaya, August 14, 06/ - Today on Kazakhstan stock exchange (KASE) 238 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT4,858.6 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 1.50 7.00 2.24 2.27 30,796.0 89 Open* 2 2.00 2.50 2.24 2.27 1,200.0 3 Open* 3 2.00 2.20 2.05 2.07 3,300.0 3 Open 7 2.90 7.50 3.56 3.63 8,871.6 26 Open 14 3.13 4.00 4.00 4.08 1,502.5 2 Open 31 7.20 14.00 7.78 8.07 93.8 5 Open 365 12.00 12.00 12.00 12.00 2.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 45,765.9 129 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 1.00 6.00 1.45 1.47 23,995.9 77 Close 5 5.50 5.50 5.50 5.65 200.2 1 Close 7 3.00 8.00 4.08 4.17 3,395.5 18 Close 12 6.08 6.08 6.08 6.27 130.3 1 Close 14 5.32 5.32 5.32 5.46 18.2 1 Close 19 7.88 7.88 7.88 8.18 7.8 2 Close 28 4.00 5.50 4.59 4.69 604.1 2 Close 31 7.00 7.71 7.09 7.33 23.2 2 Close 32 7.00 7.10 7.06 7.29 472.4 2 Close 33 9.30 10.00 9.31 9.72 19.8 2 Close 34 7.33 7.33 7.33 7.58 225.3 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 29,092.7 109 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 74,858.6 238 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 211 deals totaled KZT72,897.1 m. including 116 (KZT45,204.2 m.) repo opening deals and 95 repo closing deals (KZT27,692.9 m.). Indicator TONIA, according to trade results, totaled 1.99 and increased by 0.56 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 3.56 4.60 -1.04 14 4.00 5.80 -1.80 31 7.78 8.22 -0.44 365 12.00 9.91 +2.09 ------------------------------------------------ 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: +7.7% (-KZT16,800.1 m.), 17 participants. Second tier banks (STB): - +KZT41,399.0 m. (borrowing, 7 banks); -KZT25,753.2 m. (lending 9 banks); - open trades in GS (auto repo sector) +KZT15,697.0 m.; in CS repo sector -KZT51.2 m. - resulting balance totaled +KZT15,645.8 m. (on previous day it was equal to +KZT16,348.5 m.). [2006-08-14]