Repo on KASE: day results

/IRBIS, Yelena Korpusenko, August 31, 06/ - Today on Kazakhstan stock exchange (KASE) 309 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT79,087.9 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 20.0 1 Open 1 0.04 9.86 2.44 2.48 36,554.3 114 Open 4 5.00 5.00 5.00 5.13 684.7 2 Open 7 4.50 7.00 6.64 6.87 1,501.0 14 Open 8 4.56 4.56 4.56 4.67 198.6 1 Open 9 6.00 6.08 6.06 6.25 80.0 3 Open 11 7.01 7.37 7.19 7.45 200.7 2 Open 14 2.87 14.00 8.75 9.20 348.3 6 Open 21 6.49 14.00 8.19 8.55 225.0 4 Open 28 3.50 9.00 7.29 7.56 1,013.1 13 Open 29 3.00 14.00 8.67 9.17 43.4 3 Open 32 7.00 9.00 8.33 8.65 31.3 3 Open 120 9.00 9.00 9.00 9.27 45.8 1 Open 182 10.00 10.00 10.00 10.25 2.1 2 Open 365 10.00 10.00 10.00 10.00 282.1 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 41,230.2 171 --------- -------- ----- ----- ------- --------- -------- -------- Close corrected deal 20.0 1 Close 2 0.50 7.00 1.77 1.79 33,856.9 81 Close 3 3.00 5.00 3.29 3.35 205.1 4 Close 7 3.30 6.85 5.33 5.47 285.3 10 Close 8 2.50 7.00 5.82 6.00 986.4 12 Close 9 3.10 9.00 7.86 8.19 51.8 2 Close 10 13.98 13.98 13.98 14.98 30.1 1 Close 14 4.10 4.10 4.10 4.18 712.9 1 Close 27 6.00 7.94 7.46 7.72 136.7 2 Close 28 3.20 6.75 5.30 5.45 446.9 7 Close 29 4.17 9.00 7.82 8.13 576.7 4 Close 30 8.00 9.30 8.13 8.45 197.1 2 Close 31 8.00 14.00 10.07 10.59 199.8 8 Close 35 8.00 8.03 8.01 8.30 151.2 2 Close 62 7.50 7.50 7.50 7.73 1.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 37,857.7 138 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 79,087.9 309 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 158 deals totaled KZT56,197.1 m., including 81 (KZT24,773.0 m.) repo opening deals and 77 repo closing deals (KZT31,424.0 m.). Indicator TONIA, according to trade results, totaled 1.73 and grew by 1.73 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 6.64 2.24 +4.40 14 8.75 6.07 +2.05 ------------------------------------------------ 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: +52.75% (-KZT10,919.8 m.), 15 participants. Second tier banks (STB): - +KZT29,284.3 m. (borrowing, 9 banks); -KZT22,384.1 m. (lending 8 banks); - in GS repo sector +KZT1,500.0 m., at open trade market in GS (auto repo sector) +KZT4,794.0 m.; in CS repo sector +KZT609.3; - resulting balance totaled +KZT6,900.3 m. (on previous day it was equal to -KZT4,713.0 m.). [2006-08-31]