Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, December 14, 06/ - Today on Kazakhstan stock exchange (KASE) 236 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT78,669.9 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 2,000.0 1 Open 1 2.00 5.01 2.72 2.76 24,103.6 66 Open 6 2.30 5.32 3.62 3.68 3,471.0 9 Open 7 0.04 7.97 5.70 5.87 3,550.3 16 Open 11 4.98 4.98 4.98 5.10 0.2 2 Open 15 5.00 9.00 5.73 5.90 992.6 4 Open 25 7.01 7.01 7.01 7.24 2.0 1 Open* 28 8.00 8.00 8.00 8.30 43.0 1 Open 31 8.00 8.00 8.00 8.30 7.8 1 Open 32 3.00 8.00 7.28 7.54 4,836.4 8 Open 33 6.99 7.00 6.99 7.21 1.9 2 Open 46 8.00 8.00 8.00 8.28 45.0 1 Open 62 5.00 10.00 9.74 10.13 49.6 3 Open 144 8.43 8.43 8.43 8.61 93.8 1 Open 180 10.00 10.00 10.00 10.25 22.6 2 Open 182 8.30 11.00 10.06 10.31 1,172.5 10 Open 214 11.00 11.00 11.00 11.00 669.4 1 Open 243 11.00 11.00 11.00 11.00 669.4 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 41,731.2 130 --------- -------- ----- ----- ------- --------- -------- -------- Close 0 1.00 1.00 1.00 2,000.1 1 Close 1 1.50 7.68 2.30 2.33 19,704.0 60 Close 2 1.50 14.13 3.41 3.48 9,863.5 9 Close 3 4.29 4.30 4.30 4.39 548.1 2 Close 7 4.00 5.00 4.52 4.62 694.6 7 Close 8 9.00 10.00 9.80 10.29 62.4 2 Close 10 9.00 9.00 9.00 9.40 15.3 1 Close 14 7.50 7.50 7.50 7.78 81.2 1 Close 16 5.79 5.79 5.79 5.95 200.5 1 Close 21 3.04 3.04 3.04 3.09 1.8 1 Close 23 3.00 3.00 3.00 3.04 18.0 2 Close 28 8.00 8.00 8.00 8.30 42.3 1 Close 29 8.00 8.00 8.00 8.31 2.9 1 Close 30 7.00 9.00 7.33 7.59 1,582.5 3 Close 31 8.30 8.30 8.30 8.62 18.6 1 Close 37 9.00 9.00 9.00 9.37 1.0 1 Close 38 8.51 8.51 8.51 8.84 93.8 1 Close 58 8.42 8.42 8.42 8.73 1,295.1 1 Close 62 9.00 9.00 9.00 9.33 45.3 1 Close 69 10.00 10.00 10.00 10.41 81.5 2 Close 70 7.54 7.54 7.54 7.77 91.3 1 Close 71 10.01 10.01 10.01 10.41 241.9 2 Close 126 10.00 10.00 10.00 10.25 9.5 1 Close 149 3.01 3.01 3.01 3.04 24.3 1 Close 365 10.00 10.00 10.00 10.00 110.0 1 Close 366 9.02 9.02 9.02 109.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 36,938.7 106 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 78,669.9 236 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 142 deals totaled KZT62,088.5 m. including 79 (KZT30,072.2 m.) repo opening deals and 63 repo closing deals (KZT32,016.3 m.). Indicator TONIA according to trade results totaled 2.63 and increased relative to the previous trading day by 0.79. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.72 2.30 +0.42 7 5.70 9.49 -3.79 31 8.00 10.67 -2.67 33 6.99 8.00 -1.01 62 9.74 8.12 +1.62 180 10.00 10.00 0 182 10.06 9.12 +0.94 --------------------------------------------- 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: +36.84% (-KZT10,448.1 m.), 10 participants. Second tier banks (STB): - +KZT26,913.0 m. (borrowing, 10 banks); -KZT21,720.5 m. (lending, 11 banks); - at open trade market in GS (in auto repo sector) +KZT10,209.0 m., in CS repo sector - KZT5,016.5 m. - resulting balance totaled +KZT5,192.5 m. (on previous day it was equal to +KZT8,073.0 m.). [2006-12-14]