Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, December 27, 06/ - Today on Kazakhstan stock exchange (KASE) 269 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT93,182.7 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 corrective deal 266.2 1 Open 1 0.30 5.30 1.80 1.83 33,605.8 60 Open 2 1.83 9.00 8.20 8.56 1,736.7 6 Open 7 4.00 12.00 6.03 6.21 24,593.6 31 Open 14 6.00 8.52 6.38 6.58 2,795.2 16 Open 15 7.50 7.50 7.50 7.77 200.0 1 Open* 28 7.00 7.50 7.33 7.59 750.0 3 Open 30 6.00 9.00 6.87 7.09 3,446.4 14 Open 33 5.00 10.00 6.48 6.69 61.6 4 Open 51 5.11 5.11 5.11 5.23 210.7 1 Open 62 9.00 10.00 9.96 10.37 317.4 4 Open 83 8.00 8.00 8.00 8.24 61.5 1 Open 90 9.60 9.60 9.60 9.95 59.2 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 68,104.3 143 --------- -------- ----- ----- ------- --------- -------- -------- Close corrective deal 266.3 1 Close 1 1.00 9.34 2.46 2.51 13,468.4 46 Close 2 4.06 11.00 8.93 9.39 151.1 3 Close 5 7.01 7.01 7.01 7.26 250.2 4 Close 7 5.00 8.50 6.42 6.63 1,749.6 15 Close 12 4.75 9.02 4.92 5.04 554.4 2 Close 20 7.00 7.00 7.00 7.24 32.7 1 Close 23 2.00 2.00 2.00 2.02 20.0 1 Close 28 5.00 7.50 7.28 7.53 772.8 4 Close 30 4.00 9.00 6.95 7.18 4,226.2 22 Close 41 2.00 2.00 2.00 2.02 20.0 1 Close 57 3.01 3.01 3.01 3.05 1.0 1 Close 61 7.25 8.85 8.79 9.10 277.4 2 Close 62 7.25 8.84 8.63 8.93 91.4 2 Close 83 3.00 10.00 9.89 10.26 311.9 2 Close 90 9.00 9.00 9.00 9.31 23.5 1 Close 92 8.44 8.44 8.44 8.68 1,041.7 3 Close 93 13.46 13.46 13.46 14.07 1,055.0 2 Close 99 3.02 3.02 3.02 3.05 5.7 1 Close 133 9.66 9.66 9.66 9.89 4.7 3 Close 176 5.50 5.50 5.50 5.58 12.9 1 Close 226 5.50 5.50 5.50 5.50 12.5 1 Close 251 3.72 3.72 3.72 3.72 272.0 2 Close 331 3.04 3.04 3.04 3.04 67.4 1 Close 364 5.40 5.40 5.40 5.40 40.7 1 Close 365 5.40 8.30 7.30 7.30 348.6 3 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 25,078.4 126 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 93,182.7 269 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 188 deals totaled KZT82,556.2 m. including 107 (KZT63,420.6 m.) repo opening deals and 81 repo closing deals (KZT19,135.6 m.). Indicator TONIA according to trade results totaled 1.22 and decreased relative to the previous trading day by 0.01. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 1.80 2.46 -0.66 2 8.20 1.68 +6.52 14 6.38 5.09 +1.29 15 7.50 7.50 0 28 7.33 8.68 -1.35 62 9.96 9.00 +0.96 90 9.60 7.09 +2.51 ------------------------------------------------ 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: +28.01% (-KZT3,510.1 m.), 5 participants. Second tier banks (STB): - +KZT51,067.9 m. (borrowing, 8 banks); -KZT50,117.6 m. (lending, 7 banks); - at open trade market in GS (in auto repo sector) +KZT999.0 m.; in CS repo sector -KZT48.7 m.; - resulting balance totaled +KZT950.3 m. (on previous day it was equal to +KZT1,491.1 m.). [2006-12-27]