Repo on KASE: day results

/IRBIS, Natalya Kuznetsova, September 5, 06/ - Today on Kazakhstan stock exchange (KASE) 325 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT86,267.4 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 2.99 7.00 5.19 5.33 26,389.2 115 Open* 2 4.50 6.00 5.50 5.66 300.0 2 Open* 3 5.00 5.00 5.00 5.13 393.0 5 Open 7 3.00 7.00 5.62 5.78 2,176.3 23 Open 14 5.00 7.00 6.22 6.41 2,650.5 18 Open 28 8.00 8.00 8.00 8.30 210.0 2 Open 30 6.95 14.00 9.62 10.11 47.8 3 Open 62 7.00 7.00 7.00 7.20 350.0 2 Open 91 8.00 8.00 8.00 8.24 150.0 1 Open 181 10.00 10.00 10.00 10.25 223.6 2 Open 365 10.00 10.00 10.00 10.00 2.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 32,892.3 174 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 2.00 7.00 4.16 4.26 30,624.6 110 Close 5 6.00 6.00 6.00 6.19 11.5 1 Close 7 2.00 7.00 2.24 2.27 21,636.3 29 Close 8 4.50 4.50 4.50 4.60 9.2 1 Close 14 3.13 7.00 6.62 6.83 818.8 3 Close 22 4.67 4.67 4.67 4.78 20.6 1 Close 28 8.00 8.00 8.00 8.30 90.6 1 Close 34 8.59 8.59 8.59 8.93 111.5 1 Close 42 3.04 3.04 3.04 3.08 5.6 1 Close 53 8.50 9.81 9.78 10.19 46.5 3 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 53,375.1 151 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 86,267.4 325 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 277 deals totaled KZT60,734.3 m., including 150 (KZT29,085.2 m.) repo opening deals and 127 repo closing deals (KZT31,649.1 m.). Indicator TONIA, according to trade results, totaled 5.09 and grew by 1.16 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 5.19 4.16 +1.03 2 5.50 5.97 -0.47 3 5.00 5.65 -0.65 7 5.62 5.74 -0.12 14 6.22 6.99 -0.77 28 8.00 8.00 0 30 9.62 7.03 +2.59 181 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: -6.4% (-KZT8,986.1 m.), 14 participants. Second tier banks (STB): - +KZT26,596.5 m. (borrowing, 6 banks); -KZT19,436.5 m. (lending 11 banks); - at open trade market in GS (auto repo sector) +KZT6,770.0 m.; in CS repo sector +KZT390.0; - resulting balance totaled +KZT7,160.0 m. (on previous day it was equal to +KZT7,781.8 m.). [2006-09-05]