Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, December 13, 06/ - Today on Kazakhstan stock exchange (KASE) 192 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT67,547.6 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* 0 1.00 1.00 1.00 4,000.0 2 Open 1 1.50 7.68 2.30 2.33 19,707.9 61 Open 7 5.00 6.00 5.92 6.10 2,071.2 14 Open 16 9.00 9.49 9.49 9.93 1,415.1 2 Open* 30 5.00 5.00 5.00 5.12 37.1 1 Open 31 10.49 12.00 10.67 11.21 76.1 2 Open 33 8.00 8.00 8.00 8.30 33.1 1 Open 62 5.00 9.00 8.12 8.40 37.6 4 Open 180 10.00 10.00 10.00 10.25 20.0 1 Open 182 9.00 12.00 9.12 9.33 53.5 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 27,451.6 90 --------- -------- ----- ----- ------- --------- -------- -------- Close 1.50 5.00 4.17 99.2 5 Close 0 1.00 1.00 1.00 4,000.1 2 Close 1 1.00 5.53 2.02 2.04 13,029.9 55 Close 2 2.00 4.30 2.07 2.10 20,658.5 12 Close 6 2.00 2.00 2.00 2.02 40.0 1 Close 7 4.90 5.25 5.15 5.28 477.6 8 Close 9 3.72 5.00 4.11 4.20 95.2 2 Close 13 8.57 8.57 8.57 8.93 50.2 1 Close 14 5.48 7.01 6.32 6.52 52.7 5 Close 15 7.00 7.00 7.00 7.24 40.1 2 Close 16 4.05 4.05 4.05 4.13 29.8 1 Close 30 7.00 7.00 7.00 7.23 1,110.4 1 Close 33 4.02 4.02 4.02 4.09 25.2 3 Close 44 8.56 8.56 8.56 8.88 383.9 2 Close 97 10.00 10.00 10.00 10.34 2.1 1 Close 216 4.44 4.44 4.44 4.44 1.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 40,096.0 102 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 67,547.6 192 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 132 deals totaled KZT62,227.6 m. including 59 (KZT23,710.3 m.) repo opening deals and 73 repo closing deals (KZT38,517.2 m.). Indicator TONIA according to trade results totaled 1.84 and increased relative to the previous trading day by 0.39. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.30 2.01 +0.29 30 5.00 8.98 -3.98 31 10.67 6.37 +4.30 62 8.12 4.21 +3.91 180 10.00 10.00 0 182 9.12 8.80 +0.32 ------------------------------------------------ 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: +9.86% (-KZT8,900.0 m.), 7 participants. Second tier banks (STB): - +KZT19,343.0 m. (borrowing, 6 banks); -KZT11,270.0 m. (lending, 7 banks); - at open trade market in GS (in auto repo sector) +KZT8,388.0 m., in CS repo sector - KZT315.0 m. - resulting balance totaled +KZT8,073.0 m. (on previous day it was equal to +KZT9,234.0 m.). [2006-12-13]