Repo on KASE: day results

/IRBIS, Natalya Khoroshevskaya, August 24, 06/ - Today on Kazakhstan stock exchange (KASE) 238 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT69,141.1 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 deals 500.0 2 Open 1 1.10 7.00 3.17 3.23 26,380.1 66 Open* 4 3.00 6.15 4.22 4.31 2,207.0 7 Open 7 3.30 6.85 5.34 5.49 321.0 14 Open* 14 3.50 3.50 3.50 3.56 100.0 1 Open* 28 6.80 8.00 7.82 8.10 195.0 5 Open 32 4.00 14.00 4.79 4.90 457.9 7 Open 184 10.00 10.00 10.00 10.00 28.9 4 Open 365 9.00 9.00 9.00 9.00 2.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 39.191.8 137 --------- -------- ----- ----- ------- --------- -------- -------- Close corrected deals 500.0 2 Close 1 1.00 7.00 3.65 3.73 35,894.7 112 Close 2 2.00 2.00 2.00 2.02 1,400.2 1 Close 3 4.00 4.00 4.00 4.08 490.2 3 Close 7 5.50 6.80 6.71 6.94 286.4 3 Close 14 6.00 6.00 6.00 6.18 100.2 1 Close 28 6.70 8.00 7.66 7.94 58.3 2 Close 30 4.00 4.00 4.00 4.07 200.7 1 Close 31 9.00 14.00 10.34 10.87 4.7 2 Close 57 8.02 8.02 8.02 8.30 3.1 1 Close 63 6.01 6.01 6.01 6.16 10.1 1 Close 245 7.12 7.12 7.12 7.12 0.4 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 38,949.1 130 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 69,141.1 238 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 211 deals totaled KZT65,627.6 m. including 89 (KZT27,297.2 m.) repo opening deals and 122 repo closing deals (KZT38,330.4 m.). Indicator TONIA, according to trade results, totaled 2.80 and fell by 0.72 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 3.17 3.70 -0.63 28 7.82 7.00 +0.82 ------------------------------------------------ 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: +8.5% (-KZT11,526.1 m.), 15 participants. Second tier banks (STB): - +KZT23,551.0 m. (borrowing, 6 banks); -KZT13,959.3 m. (lending 10 banks); - at open trade market in GS (auto repo sector) +KZT8,418.0 m.; in GS repo sector +KZT2,000.0; in CS repo sector -KZT826.3; - resulting balance totaled +KZT9,591.8 m. (on previous day it was equal to +KZT13,872.5 m.). [2006-08-24]