Repo on KASE: day results

/IRBIS, Yelena Korpusenko, December 1, 05/ - Today on Kazakhstan stock exchange (KASE) 156 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT26,695.2 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* 1 1.00 6.00 2.15 2.18 9,699.2 44 Open 4 3.50 9.00 5.72 5.91 875.6 8 Open 7 5.01 6.00 5.57 5.72 67.4 4 Open 25 7.00 7.00 7.00 7.23 10.4 1 Open* 28 2.30 10.00 4.02 4.13 1,633.1 12 Open 29 9.00 12.42 9.49 9.92 35.0 2 Open 34 6.00 10.00 7.28 7.53 1,250.1 4 Open 35 10.00 10.00 10.00 10.46 17.0 1 Open 82 10.00 10.00 10.00 10.38 1.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 13,588.9 77 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.50 5.25 1.27 1.28 9,897.5 57 Close 2 1.75 1.75 1.75 1.77 500.0 1 Close 7 2.30 8.00 4.31 4.44 710.6 3 Close 14 1.95 7.50 2.51 2.56 760.7 3 Close 24 8.00 8.00 8.00 8.31 15.8 1 Close 28 7.50 12.91 9.89 10.40 225.7 2 Close 30 6.00 10.00 8.00 8.32 503.5 2 Close 35 12.50 12.50 12.50 13.22 84.2 3 Close 42 7.75 7.75 7.75 8.02 28.3 1 Close 48 5.99 5.99 5.99 6.15 2.0 1 Close 62 6.00 6.00 6.00 6.15 2.0 1 Close 63 8.99 8.99 8.99 9.32 10.1 1 Close 99 10.00 10.00 10.00 10.34 1.1 1 Close 153 8.05 8.05 8.05 8.21 101.6 1 Close 316 6.00 6.00 6.00 6.00 263.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 13,106.3 79 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 26,695.2 156 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 102 deals totaled KZT20,528.0 m. including 47 (KZT9,958.0 m.) repo opening deals and 55 repo closing deals (KZT10,570.0 m.). Indicator TONIA according to trades results totaled 1.85 and increased compared to last trading day by 0.82. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 2.15 1.35 +0.80 7 5.57 4.00 +1.57 28 4.02 3.06 +0.96 29 9.49 9.00 +0.49 ------------------------------------------------ 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 system entities: +14.0% (-KZT8.162.5 m.), 10 participants. Second tier banks (STB): - +KZT11.013.2 m. (borrowing 8 banks). -KZT4,531.6 m. (lending 5 banks); - in sector of direct deals on GS -KZT38.0 m., on open trade market on GS (in autorepo sector) +KZT7,600.2 m., in CS repo sector -KZT1,080.6 m.; - resulting balance totaled +KZT6,481.6 m. (on previous day it was equal to +KZT7,866.2 m.). [2005-12-01]