Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, December 6, 06/ - Today on Kazakhstan stock exchange (KASE) 189 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT54,010.8 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 5,000.0 3 Open 1 1.20 5.00 1.74 1.76 15,677.8 54 Open 5 5.00 5.00 5.00 5.13 39.0 1 Open 7 5.00 5.25 5.15 5.28 507.2 9 Open 14 3.07 7.01 5.18 5.32 36.0 3 Open 17 10.00 10.00 10.00 10.49 65.7 1 Open* 28 7.00 7.00 7.00 7.23 250.0 1 Open 30 12.50 12.50 12.50 13.24 35.0 1 Open 33 6.97 9.00 8.75 9.11 54.2 4 Open 45 10.00 10.00 10.00 10.45 184.9 1 Open 62 8.00 10.00 9.96 10.36 199.0 8 Open 182 8.00 8.00 8.00 8.16 101.5 1 Open 224 10.00 10.00 10.00 10.00 37.8 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 22,188.1 88 --------- -------- ----- ----- ------- --------- -------- -------- Close Intraday 1.00 1.00 1.00 X 5,000.1 3 Close 1 0.50 5.00 1.68 1.70 24,024.6 70 Close 7 5.00 5.00 5.00 5.12 1,651.6 9 Close 19 8.00 8.00 8.00 8.31 195.5 1 Close 23 4.01 4.01 4.01 4.09 3.9 1 Close 30 9.00 11.00 9.65 10.09 93.8 3 Close 41 10.00 10.00 10.00 10.45 17.7 1 Close 62 8.78 9.00 8.93 9.25 37.6 2 Close 63 8.03 8.03 8.03 8.30 2.1 1 Close 64 11.00 11.00 11.00 11.49 8.2 1 Close 90 8.50 8.50 8.50 8.77 56.2 1 Close 103 16.17 16.17 16.17 17.05 261.4 1 Close 141 10.00 10.00 10.00 10.25 37.8 1 Close 154 8.07 8.07 8.07 8.24 0.8 1 Close 159 12.12 12.12 12.12 12.49 70.3 1 Close 245 4.67 4.67 4.67 4.67 1.5 1 Close 320 10.00 10.00 10.00 10.00 184.9 1 Close 348 10.00 10.00 10.00 10.00 65.7 1 Close 365 9.00 9.00 9.00 9.00 109.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 31,822.7 101 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 54,010.8 189 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 140 deals totaled KZT51,679.6 m. including 62 (KZT21,151.3 m.) repo opening deals and 78 repo closing deals (KZT30,528.3 m.). Indicator TONIA according to trade results totaled 1.40 and decreased relative to the previous trading day by 0.19. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 1.74 1.68 +0.06 7 5.15 4.18 +0.97 --------------------------------------------- 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: -24.5% (-KZT8,441.1 m.) 8 participants. Second tier banks (STB): - +KZT17,005.0 m. (borrowing, 3 banks); -KZT10,427.5 m. (lending, 5 banks); - at open trade market in GS (in auto repo sector) +KZT6,705.0 m., in CS repo sector -KZT127.4 m. - resulting balance totaled +KZT6,577.6 m. (on previous day it was equal to +KZT6,946.5 m.). [2006-12-06]