Repo on KASE: day results

/IRBIS, Zaure Yessimova, September 11, 06/ - Today on Kazakhstan stock exchange (KASE) 277 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT58,455.2 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 3.00 7.51 4.64 4.75 25,087.1 129 Open 2 5.00 6.51 5.12 5.25 1,624.9 6 Open* 7 4.00 7.00 5.79 5.96 452.1 9 Open 14 3.08 8.00 7.53 7.81 267.9 6 Open 28 8.00 8.00 8.00 8.30 50.0 2 Open 30 2.92 9.00 8.41 8.74 2,907.9 11 Open 181 9.00 10.00 9.51 9.74 11.7 3 Open 365 13.00 13.00 13.00 13.00 7,600.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 38,001.5 167 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 2.00 8.00 4.10 4.21 13,666.7 66 Close 4 5.00 9.99 5.87 6.06 2,110.0 14 Close 5 5.50 6.00 5.75 5.91 336.3 3 Close 7 3.50 7.00 5.30 5.44 770.9 10 Close 11 6.08 6.30 6.25 6.44 80.2 3 Close 17 6.50 6.50 6.50 6.71 30.1 1 Close 21 10.01 10.01 10.01 10.50 231.3 1 Close 31 6.50 10.00 8.32 8.65 3,064.6 8 Close 90 8.00 8.00 8.00 8.24 51.0 2 Close 94 8.23 8.23 8.23 8.45 8.8 1 Close 258 5.01 5.01 5.01 5.01 103.9 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 20,453.8 110 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 58,455.2 277 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 170 deals totaled KZT34,909.5 m., including 113 (KZT23,251.0 m.) repo opening deals and 57 repo closing deals (KZT11,658.5 m.). Indicator TONIA, according to trade results, totaled 4.43 and increased by 1.27 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 5.79 6.41 -0.62 14 7.53 4.00 +3.53 28 8.00 6.20 +1.80 181 9.51 9.25 +0.26 --------------------------------------------- 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: -51.2% (-KZT6,979.1 m.), 10 participants. Second tier banks (STB): - +KZT23,602.0 m. (borrowing, 5 banks); -KZT28,451.7 m. (lending 15 banks); - on open trade market in GS (auto repo sector) +KZT2,616.0 m.; in CS repo sector -KZT7,465.6 m.; - resulting balance totaled -KZT4,849.7 m. (on previous day it was equal to +KZT13,796.0 m.). [2006-09-11]