Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, December 5, 06/ - Today on Kazakhstan stock exchange (KASE) 217 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT87,899.4 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 Intraday 1.00 1.00 1.00 X 4,000.0 2 Open 1 0.50 5.00 1.68 1.70 24,023.5 70 Open 2 5.00 5.02 5.01 5.14 1,053.5 2 Open* 7 3.00 6.00 4.18 4.27 1,334.0 7 Open 24 7.47 7.47 7.47 7.73 76.0 1 Open 31 5.00 7.00 5.53 5.67 8,043.0 8 Open 90 8.00 8.50 8.26 8.52 126.1 3 Open 365 9.00 9.00 9.00 9.00 77.5 5 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 38,733.6 98 --------- -------- ----- ----- ------- --------- -------- -------- Close Intraday 1.00 1.00 1.00 X 4,000.1 2 Close 1 1.00 8.99 1.64 1.66 29,913.8 66 Close 4 5.01 5.01 5.01 5.13 16.8 1 Close 7 3.50 6.00 5.33 5.47 1,137.2 6 Close 8 3.00 11.00 10.76 11.35 5,443.7 3 Close 14 5.50 7.50 6.15 6.34 527.2 2 Close 20 6.30 15.00 8.95 9.42 59.5 2 Close 22 10.00 10.00 10.00 10.48 21.2 1 Close 25 5.84 9.73 8.16 8.48 31.4 12 Close 27 5.50 5.50 5.50 5.64 14.0 1 Close 28 5.49 8.20 7.61 7.89 836.6 10 Close 33 7.45 7.45 7.45 7.71 29.5 1 Close 35 7.45 7.45 7.45 7.70 29.9 1 Close 36 7.52 7.52 7.52 7.78 92.0 1 Close 50 8.01 8.01 8.01 8.29 0.3 1 Close 55 4.47 11.00 8.91 9.28 2,992.5 3 Close 91 8.00 8.00 8.00 8.24 153.0 1 Close 235 7.91 7.91 7.91 7.91 52.8 1 Close 368 7.61 7.61 7.61 3,814.2 4 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 49,165.8 119 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 87,899.4 217 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 147 deals totaled KZT63,193.0 m. including 74 (KZT29,153.3 m.) repo opening deals and 73 repo closing deals (KZT34,039.9 m.). Indicator TONIA according to trade results totaled 1.59 and increased relative to the previous trading day by 0.30. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 1.68 1.64 +0.04 7 4.18 7.38 -3.20 31 5.53 7.19 -1.66 ------------------------------------------------ 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: +27.11% (-KZT11,383.0 m.) 8 participants. Second tier banks (STB): - +KZT27,773.5 m. (borrowing, 5 banks); -KZT20,827.0 m. (lending, 5 banks); - at open trade market in GS (in auto repo sector) +KZT12,930.0 m., in CS repo sector -KZT5,983.5 m. - resulting balance totaled +KZT6,946.5 m. (on previous day it was equal to +KZT7,134.9 m.). [2006-12-05]