Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, December 12, 06/ - Today on Kazakhstan stock exchange (KASE) 236 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT9,671.7 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 corrected deal 129.0 1 Open 1 1.00 7.01 2.01 2.03 13,566.1 59 Open* 2 1.50 3.50 3.13 3.19 9,577.0 7 Open 3 0.01 3.50 3.50 3.56 10,001.7 6 Open* 8 4.00 5.50 4.95 5.07 1,476.0 9 Open 14 8.52 8.52 8.52 8.87 192.2 1 Open 17 8.50 8.54 8.51 8.86 598.4 3 Open* 28 4.50 4.50 4.50 4.59 286.0 1 Open 30 5.00 9.00 8.98 9.36 1,639.1 4 Open 31 4.50 20.00 6.37 6.59 1,134.3 12 Open 41 12.55 12.55 12.55 13.26 101.1 1 Open 42 13.00 13.00 13.00 13.77 34.7 1 Open 45 14.16 14.16 14.16 15.06 632.7 1 Open 50 10.29 10.29 10.29 10.76 151.1 1 Open 55 8.36 8.36 8.36 8.66 100.5 1 Open 56 6.00 11.88 8.89 9.26 102.6 2 Open 62 4.21 4.21 4.21 4.28 220.0 1 Open 84 14.14 14.14 14.14 14.90 232.4 1 Open 90 9.00 9.00 9.00 9.31 1,000.1 2 Open 180 10.00 10.00 10.00 10.25 105.6 4 Open 182 8.80 8.80 8.80 8.99 54.2 3 Open 197 10.39 10.39 10.39 10.39 219.3 1 Open 296 11.21 11.21 11.21 11.21 30.5 1 Open 365 9.00 9.00 9.00 9.00 1,000.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 42,584.6 124 --------- -------- ----- ----- ------- --------- -------- -------- Close corrected deal 129.0 1 Close 1 0.70 11.75 3.00 3.07 32,134.9 63 Close 4 2.00 2.00 2.00 2.02 53.0 1 Close 5 1.99 10.00 3.93 4.02 212.6 3 Close 7 3.00 6.00 4.18 4.27 1,335.1 7 Close 14 6.00 9.92 6.99 7.24 283.5 5 Close 15 10.00 10.00 10.00 10.50 18.5 1 Close 19 10.00 10.00 10.00 10.49 8.9 1 Close 20 3.50 45.02 15.94 18.41 24.0 4 Close 22 10.00 10.00 10.00 10.48 2.6 1 Close 25 7.30 10.48 7.58 7.85 111.7 3 Close 27 7.00 7.00 7.00 7.23 314.5 1 Close 28 4.50 9.11 8.64 8.99 1,362.9 6 Close 34 7.00 7.00 7.00 7.22 28.2 1 Close 35 2.00 2.00 2.00 2.02 67.7 1 Close 41 2.00 2.00 2.00 2.01 111.2 1 Close 42 4.50 4.50 4.50 4.59 128.3 1 Close 57 10.00 10.00 10.00 10.43 10.7 1 Close 77 6.03 6.03 6.03 6.17 77.0 2 Close 81 10.00 10.00 10.00 10.38 3.0 1 Close 90 8.00 8.00 8.00 8.24 611.8 3 Close 91 10.00 10.00 10.00 10.38 2.0 1 Close 99 10.00 10.00 10.00 10.34 1.0 1 Close 103 10.00 10.00 10.00 10.34 1.1 1 Close 312 8.80 8.80 8.80 8.80 53.8 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 37,087.0 112 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 79,671.7 236 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 149 deals totaled KZT69,574.9 m. including 77 (KZT36,094.3 m.) repo opening deals and 72 repo closing deals (KZT33,480.6 m.). Indicator TONIA according to trade results totaled 1.45 and decreased relative to the previous trading day by 0.99. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.01 2.87 -0.86 2 3.13 2.00 +1.13 14 8.52 7.25 +1.27 17 8.51 8.00 +1.51 28 4.50 6.50 -2.00 30 8.98 8.17 +0.81 31 6.37 7.83 -1.46 180 10.00 10.00 0 182 8.80 12.00 -3.20 365 9.00 11.00 -2.00 ------------------------------------------------ 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: +31.22% (-KZT8,981.0 m.), 8 participants. Second tier banks (STB): - +KZT29,813.0 m. (borrowing, 6 banks); -KZT20,579.0 m. (lending, 8 banks); - at open trade market in GS (in auto repo sector) +KZT10,008.0 m., in CS repo sector - KZT774.0 m. - resulting balance totaled +KZT9,234.0 m. (on previous day it was equal to +KZT7,688.0 m.). [2006-12-12]