Repo on KASE: day results

/IRBIS, Yelena Korpusenko, September 21, 06/ - Today on Kazakhstan stock exchange (KASE) 284 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT61,960.1 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 3.50 8.00 4.24 4.33 31,151.0 104 Open 4 6.00 7.00 6.72 6.95 1,060.1 4 Open 6 8.00 8.00 8.00 8.32 193.0 1 Open* 7 3.50 7.00 4.68 4.80 2,454.0 14 Open 11 6.04 6.04 6.04 6.22 12.2 1 Open 14 3.13 7.50 6.46 6.67 920.9 9 Open 27 3.50 3.50 3.50 3.56 457.8 2 Open* 28 8.00 8.00 8.00 8.30 42.0 1 Open 29 8.00 8.51 8.50 8.84 84.0 5 Open 32 9.00 14.00 10.64 11.19 121.9 4 Open 36 3.50 3.50 3.50 3.56 229.4 1 Open 71 8.50 8.50 8.50 8.79 11.6 1 Open 91 8.00 9.01 8.61 8.89 8.2 6 Open 181 10.00 10.00 10.00 10.25 24.7 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 36,770.9 154 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 3.50 7.00 5.00 5.14 20,276.1 86 Close 2 3.00 8.00 7.78 8.10 313.8 3 Close 3 3.50 3.50 3.50 3.56 810.2 1 Close 7 2.61 7.00 5.60 5.77 2,573.3 16 Close 14 8.00 8.00 8.00 8.31 1.8 1 Close 16 10.00 10.00 10.00 10.49 70.1 1 Close 21 6.50 14.00 8.20 8.55 226.0 4 Close 24 14.00 14.00 14.00 14.95 32.2 2 Close 28 6.80 8.00 7.82 8.10 196.2 5 Close 30 9.30 9.30 9.30 9.71 30.8 1 Close 31 7.01 14.00 9.46 9.90 75.3 4 Close 63 7.37 7.37 7.37 7.59 12.6 1 Close 65 3.51 3.51 3.51 3.55 457.8 2 Close 90 8.00 8.00 8.00 8.24 107.1 2 Close 156 8.00 8.00 8.00 8.16 5.8 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 25,189.2 130 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 61,960.1 284 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 175 deals totaled KZT50,706.4 m., including 100 (KZT31,188.0 m.) repo opening deals and 75 repo closing deals (KZT19,518.3 m.). Indicator TONIA, according to trade results, totaled 4.09 and decreased by 0.75 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 4.24 5.00 -0.76 7 4.68 6.22 -1.54 27 3.50 3.50 0 181 10.00 9.00 -1.00 ------------------------------------------------ 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: +10.8% (-KZT9,700.0 m.), 16 participants. Second tier banks (STB): - +KZT32,136.0 m. (borrowing, 9 banks); -KZT24,619.1 m. (lending 9 banks); - on open trade market in GS (auto repo sector) +KZT7,788.0 m.; in CS repo sector -KZT271.1 m.; - resulting balance totaled +KZT7,516.9 m. (on previous day it was equal to +KZT7,054.2 m.). [2006-09-21]