Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, December 11, 06/ - Today on Kazakhstan stock exchange (KASE) 245 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT101,160.4 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 0.24 8.00 2.87 2.92 33,008.3 65 Open* 2 2.00 2.00 2.00 2.02 20,000.0 10 Open 9 3.00 7.00 4.96 5.09 591.4 7 Open 14 5.00 8.70 7.25 7.52 379.8 8 Open 17 8.00 8.00 8.00 8.31 10.8 2 Open 23 7.60 7.60 7.60 7.88 2,458.5 4 Open* 28 6.50 6.50 6.50 6.70 13.0 1 Open 30 8.00 9.00 8.17 8.49 6,728.1 10 Open 31 5.00 8.00 7.83 8.12 21.2 3 Open 46 11.75 11.75 11.75 12.36 632.7 1 Open 177 10.00 10.00 10.00 10.25 0.9 1 Open 178 10.00 10.00 10.00 10.25 26.0 2 Open 180 10.00 10.00 10.00 10.25 21.1 2 Open 182 12.00 12.00 12.00 12.36 1.5 1 Open 198 10.25 10.25 10.25 10.25 405.0 1 Open 365 11.00 11.00 11.00 11.00 30.1 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 64,328.6 119 --------- -------- ----- ----- ------- --------- --------- -------- Close 3 0.01 5.00 3.00 3.05 28,794.9 65 Close 4 4.93 4.93 4.93 5.05 1.1 1 Close 7 5.25 8.00 7.38 7.66 2,108.2 7 Close 11 6.00 6.00 6.00 6.18 885.1 2 Close 12 7.70 7.70 7.70 7.99 279.7 1 Close 14 6.00 6.00 6.00 6.18 13.0 1 Close 18 7.00 7.00 7.00 7.24 0.5 1 Close 21 8.00 8.00 8.00 8.31 20.1 1 Close 25 10.00 10.00 10.00 10.48 137.9 1 Close 27 8.01 8.01 8.01 8.31 10.8 2 Close 28 6.00 10.00 7.03 7.27 901.8 14 Close 31 5.89 11.00 8.45 8.78 2,836.0 15 Close 32 7.00 7.03 7.00 7.23 196.2 2 Close 35 8.01 8.01 8.01 8.30 83.1 1 Close 56 10.00 13.04 12.94 13.66 126.5 2 Close 95 5.90 8.06 5.93 6.05 96.0 3 Close 96 7.05 7.05 7.05 7.21 1.2 1 Close 130 5.53 5.53 5.53 5.61 36.7 1 Close 131 10.03 10.03 10.03 10.28 2.8 2 Close 137 8.50 8.50 8.50 8.68 185.7 1 Close 147 8.14 8.14 8.14 8.30 103.3 1 Close 166 13.24 13.24 13.24 13.68 11.2 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 36,831.8 126 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 101,160.4 245 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 174 deals totaled KZT91,437.7 m. including 87 (KZT59,970.2 m.) repo opening deals and 87 repo closing deals (KZT34,467.5 m.). Indicator TONIA according to trade results totaled 2.44 and decreased relative to the previous trading day by 0.49. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 14 7.25 4.00 +3.25 17 8.00 9.00 -1.00 28 6.50 8.06 -1.56 31 7.83 7.03 +0.80 182 12.00 8.80 +3.20 ------------------------------------------------ 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: -26.26% (-KZT8,584.0 m.), 7 participants. Second tier banks (STB): - +KZT49,414.5 m. (borrowing, 4 banks); -KZT41,726.6 m. (lending, 5 banks); - at open trade market in GS (in auto repo sector) +KZT7,688.0 m. - resulting balance totaled +KZT7,688.0 m. (on previous day it was equal to +KZT14,159.0 m.). [2006-12-11]