Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, December 29, 06/ - Today on Kazakhstan stock exchange (KASE) 414 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT182,401.7 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 deals 307.5 3 Open 5 0.20 9.83 3.47 3.55 72,234.6 106 Open 7 3.00 7.30 4.13 4.22 38,248.4 53 Open 12 5.00 5.00 5.00 5.13 0.4 1 Open 14 5.01 10.00 9.93 10.42 107.5 3 Open 17 6.00 8.80 6.98 7.23 108.0 4 Open* 28 9.00 9.00 9.00 9.38 2.0 1 Open 31 3.00 14.00 8.51 8.91 15,443.2 75 Open 34 9.00 9.00 9.00 9.37 15.0 1 Open 62 10.00 10.00 10.00 10.41 28.0 1 Open 182 8.20 10.50 9.74 9.98 463.0 4 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 126,957.5 252 --------- -------- ----- ----- ------- --------- --------- -------- Close corrective deals 307.5 3 Close 1 0.10 8.79 0.79 0.79 28,841.6 49 Close 2 1.83 9.00 7.04 7.31 2,727.9 7 Close 3 4.50 9.00 8.17 8.52 808.8 3 Close 7 5.00 8.00 6.17 6.37 1,871.7 6 Close 8 3.04 8.00 5.40 5.55 835.5 5 Close 9 3.00 9.00 7.25 7.55 1,103.2 3 Close 14 7.00 9.54 8.51 8.87 468.3 7 Close 15 5.00 9.50 6.05 6.25 1,089.1 5 Close 16 9.00 9.49 9.49 9.93 1,421.0 2 Close 17 8.50 8.54 8.51 8.86 600.8 3 Close 18 8.00 8.00 8.00 8.31 2,007.9 1 Close 23 3.00 26.95 6.95 7.59 172.7 2 Close 28 5.80 9.00 5.97 6.13 862.0 4 Close 30 7.00 7.00 7.00 7.23 204.2 1 Close 35 2.94 2.94 2.94 2.98 35.1 1 Close 44 9.00 11.16 9.36 9.76 128.5 2 Close 49 7.50 7.54 7.53 7.78 29.1 4 Close 50 9.16 9.50 9.23 9.60 20.3 2 Close 51 2.00 2.00 2.00 2.02 6.0 1 Close 52 7.00 7.00 7.00 7.21 2,809.1 2 Close 58 11.14 11.14 11.14 11.67 11.2 1 Close 59 6.87 6.87 6.87 7.07 23.3 1 Close 64 13.00 13.00 13.00 13.69 440.5 1 Close 72 8.00 8.00 8.00 8.26 3.5 1 Close 79 4.47 4.47 4.47 4.54 77.9 2 Close 88 7.50 7.50 7.50 7.71 25.5 1 Close 91 5.99 12.50 12.42 13.02 866.5 2 Close 114 8.00 8.00 8.00 8.22 35.9 1 Close 143 11.37 11.37 11.37 11.69 27.9 1 Close 149 10.06 10.06 10.06 10.31 1.2 1 Close 155 7.09 7.09 7.09 7.21 1.0 1 Close 157 14.00 14.00 14.00 14.49 525.1 1 Close 164 8.00 8.00 8.00 8.16 267.9 1 Close 176 11.50 11.50 11.50 11.83 108.5 1 Close 178 11.50 11.50 11.50 11.83 45.9 1 Close 179 12.00 12.00 12.00 12.36 47.8 1 Close 182 12.00 12.00 12.00 12.36 219.0 3 Close 183 3.00 3.00 3.00 3.00 108.6 1 Close 197 11.63 11.63 11.63 11.63 65.1 2 Close 212 10.00 10.00 10.00 10.00 23.4 1 Close 224 10.32 10.32 10.32 10.32 5.1 1 Close 269 3.00 3.00 3.00 3.00 3,145.3 2 Close 274 12.00 12.00 12.00 12.00 136.6 1 Close 294 8.00 8.00 8.00 8.00 239.3 2 Close 310 12.50 14.00 12.63 12.63 2,068.1 3 Close 311 8.00 12.00 11.97 11.97 406.7 7 Close 325 10.50 10.50 10.50 10.50 48.5 2 Close 365 10.31 10.31 10.31 10.31 25.9 2 Close 379 10.00 10.00 10.00 55.2 1 Close 385 10.00 10.00 10.00 15.5 1 Close 394 11.00 11.00 11.00 7.4 1 Close 505 9.00 9.00 9.00 14.5 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 55,444.1 162 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 182,401.7 414 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 161 deals totaled KZT113,364.6 m. including 109 (KZT82,544.2 m.) repo opening deals and 52 repo closing deals (KZT30,820.4 m.). Indicator TONIA according to trade results totaled 1.25 and increased relative to the previous trading day by 0.72. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 7 4.13 5.91 -1.78 14 9.93 5.14 +4.79 28 9.00 7.65 +1.35 31 8.51 7.75 +0.76 182 9.74 9.75 -0.01 ------------------------------------------------ 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: -44.97% (-KZT3,534.0 m.), 5 participants. Second tier banks (STB): - +KZT101,790.5 m. (borrowing, 8 banks); -KZT102,899.8 m. (lending, 13 banks); - at open trade market in GS (in auto repo sector) +KZT427.0 m.; in CS repo sector +KZT1,536.3 m.; - resulting balance totaled +KZT1,109.3 m. (on previous day it was equal to +KZT4,495.8 m.). [2006-12-29]