Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, September 1, 06/ - Today on Kazakhstan stock exchange (KASE) 329 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT128,476.8 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 42.1 1 Open 3 1.00 8.03 2.83 2.87 41,834.6 101 Open 6 6.00 6.00 6.00 6.18 18.0 1 Open 7 3.02 7.00 5.70 5.87 465.0 10 Open 14 5.00 10.00 8.67 9.05 421.0 7 Open 28 5.80 8.00 6.21 6.40 946.7 2 Open 30 0.01 0.01 0.01 0.01 140.0 1 Open 31 3.00 7.50 6.65 6.86 7,931.3 18 Open 181 10.00 10.00 10.00 10.25 30.0 1 Open 182 10.03 10.03 10.03 10.28 2.0 1 Open 365 10.00 10.00 10.00 10.00 51.1 2 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 51,881.8 145 --------- -------- ----- ----- ------- --------- --------- -------- Close corrected,deal 42.1 1 Close 1 0.04 9.85 2.47 2.51 36,304.6 110 Close 3 2.90 8.01 3.04 3.09 29,722.0 25 Close 4 2.74 5.12 5.08 5.21 254.1 2 Close 7 5.50 7.00 6.13 6.32 848.2 11 Close 9 10.93 10.93 10.93 11.53 231.6 1 Close 14 4.50 4.50 4.50 4.60 586.0 1 Close 22 7.00 7.00 7.00 7.24 80.3 3 Close 24 5.34 5.34 5.34 5.48 25.1 1 Close 28 6.00 9.00 7.03 7.27 285.5 5 Close 30 6.50 8.01 6.66 6.87 7,264.4 16 Close 31 6.99 6.99 6.99 7.21 10.1 1 Close 52 8.00 8.00 8.00 8.28 45.5 1 Close 56 7.02 7.02 7.02 7.23 12.3 1 Close 57 6.02 6.02 6.02 6.17 474.4 1 Close 63 7.37 8.53 7.74 7.99 290.4 3 Close 66 7.51 7.51 7.51 7.74 118.2 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 76,594.9 184 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 128,476.8 329 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 263 deals totaled KZT18,208.4 m., including 117 (KZT48,832.6 m.) repo opening deals and 146 repo closing deals (KZT68,375.8 m.). Indicator TONIA, according to trade results, totaled 1.90 and grew by 0.17 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 5.70 6.64 -0.94 14 8.67 8.75 -0.08 28 6.21 7.29 -1.08 182 10.03 10.00 +0.03 365 10.00 10.00 0 ------------------------------------------------ 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: +45.62% (-KZT7,916.1 m.), 11 participants. Second tier banks (STB): - +KZT34,597.6 m. (borrowing, 6 banks); -KZT33,478.9 m. (lending 10 banks); - at open trade market in GS (auto repo sector) +KZT1,049.0 m.; in CS repo sector +KZT69.7; - resulting balance totaled +KZT1,118.7 m. (on previous day it was equal to +KZT6.900.3 m.). [2006-09-01]