Repo on KASE: day results

/IRBIS, Valeriy Khegay, September 4, 06/ - Today on Kazakhstan stock exchange (KASE) 265 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT86,285.1 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* 1 2.00 7.00 4.16 4.26 30,621.2 110 Open* 2 4.99 6.00 5.97 6.15 3,800.0 3 Open 3 5.02 6.00 5.65 5.82 1,268.0 3 Open 7 3.50 7.00 5.74 5.91 372.1 9 Open 14 6.99 6.99 6.99 7.23 8.0 2 Open 28 7.50 8.00 8.00 8.30 2,000.8 5 Open 30 5.00 9.00 7.03 7.26 2,045.0 7 Open 181 10.00 10.00 10.00 10.25 2.0 2 Open 365 10.00 10.00 10.00 10.00 2.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 40,119.1 142 ------------------------------------------------------------------------- Close 3 1.00 7.00 2.81 2.86 41,629.5 96 Close 7 4.75 7.00 5.44 5.60 1,572.7 7 Close 12 4.26 4.26 4.26 4.35 100.1 1 Close 13 6.51 6.51 6.51 6.72 45.2 1 Close 14 3.00 7.21 3.38 3.44 331.0 3 Close 28 7.50 8.00 7.88 8.17 402.4 2 Close 31 7.04 7.04 7.04 7.27 6.1 1 Close 32 7.00 9.00 7.03 7.26 2,045.4 5 Close 45 7.01 7.01 7.01 7.23 8.7 1 Close 48 11.75 11.75 11.75 12.36 4.5 1 Close 68 12.08 12.08 12.08 12.68 1.3 1 Close 75 7.16 7.16 7.16 7.36 4.0 1 Close 81 12.08 12.08 12.08 12.64 13.3 1 Close 123 7.06 7.06 7.06 7.19 1.5 1 Close 152 7.08 7.08 7.08 7.21 0.3 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 46,166.0 123 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 86,285.1 265 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 234 deals totaled KZT85,061.2 m., including 128 (KZT39,413.5 m.) repo opening deals and 106 repo closing deals (KZT45,647.7 m.). Indicator TONIA, according to trade results, totaled 3.90 and grew by 2.00 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 -------------- ----------- ------------ ----- 3 5.65 2.83 +2.82 7 5.74 5.70 +0.04 14 6.99 8.67 -1.68 28 8.00 6.21 +1.79 30 7.03 0.01 +7.02 181 10.00 10.00 0 365 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: +215.79% (-KZT12,663.1 m.), 11 participants. Second tier banks (STB): - +KZT31,535.0 m. (borrowing, 7 banks); -KZT23,753.3 m. (lending 15 banks); - at open trade market in GS (auto repo sector) +KZT7,681.8 m.; in CS repo sector +KZT100.0; - resulting balance totaled +KZT7,781.8 m. (on previous day it was equal to +KZT1,118.7 m.). [2006-09-04]