Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, August 18, 06/ - Today on Kazakhstan stock exchange (KASE) 194 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT55,115.3 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 0.50 7.00 0.98 1.00 27,561.1 84 Open 6 4.78 5.00 4.89 5.01 200.0 2 Open* 7 3.50 7.00 4.57 4.68 909.0 16 Open 14 4.50 7.56 5.30 5.45 840.0 4 Open* 28 7.50 9.00 8.55 8.90 524.0 3 Open 38 13.00 13.00 13.00 13.78 300.0 1 Open 94 8.00 8.00 8.00 8.22 225.8 2 Open 200 11.00 11.00 11.00 11.00 300.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 30,860.0 113 --------- -------- ----- ----- ------- --------- -------- -------- Close 2 3.60 3.65 3.62 3.69 188.0 2 Close 3 4.87 4.87 4.87 4.99 15.0 1 Close 7 3.43 8.00 4.35 4.46 1,513.9 14 Close 11 3.65 3.65 3.65 3.72 10.0 1 Close 14 6.00 6.00 6.00 6.18 35.1 1 Close 28 3.53 9.00 3.97 4.06 4,459.0 7 Close 94 2.50 2.50 2.50 2.52 10.3 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 24,255.3 81 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 55,115.3 194 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 176 deals totaled KZT52,993.5 m. including 104 (KZT29,572.2 m.) repo opening deals and 72 repo closing deals (KZT23,414.4 m.). Indicator TONIA, according to trade results, totaled 0.69 and fell by 0.35 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 4.57 5.74 -1.17 28 8.55 7.37 +1.18 ------------------------------------------------ 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: +103.4% (-KZT14,238.1 m.), 8 participants. Second tier banks (STB): - +KZT25,582.0 m. (borrowing, 7 banks); -KZT11,446.0 m. (lending 8 banks); - on open trade market on GS (auto repo sector) +KZT14,136.0 m.; in CS repo sector -KZT0; - resulting balance totaled +KZT14,136.0 m. (on previous day it was equal to +KZT5,600.7 m.). [2006-08-18]