Repo on KASE: day results

/IRBIS, Natalya Khoroshevskaya, December 6, 05/ - Today on Kazakhstan stock exchange (KASE) 126 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT29,472.1 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 0.70 6.00 1.30 1.32 12,550.0 43 Open 2 1.35 1.35 1.35 1.36 250.0 1 Open 7 5.00 8.25 5.56 5.72 350.0 3 Open 9 5.99 5.99 5.99 6.16 77.0 1 Open 14 5.85 10.00 9.04 9.45 561.5 3 Open 21 5.98 5.98 5.98 6.15 24.7 1 Open 29 2.15 6.10 2.70 2.74 487.0 4 Open 31 8.00 8.00 8.00 8.30 1,251.4 4 Open 58 9.00 9.00 9.00 9.34 370.1 1 Open 62 7.00 7.00 7.00 7.20 0.3 1 Open 365 9.00 9.00 9.00 9.00 100.0 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 16,022.0 63 --------- -------- ---- ----- ------- --------- -------- -------- Close 1 1.00 6.00 1.77 1.79 9,887.5 43 Close 4 9.00 9.00 9.00 9.42 1,218.9 1 Close 6 6.16 7.00 6.55 6.77 25.0 2 Close 7 2.00 5.74 2.87 2.92 374.0 5 Close 8 6.01 6.01 6.01 6.19 85.8 1 Close 14 5.80 7.12 5.88 6.05 34.1 2 Close 18 4.50 7.10 4.50 4.60 350.9 2 Close 28 7.50 7.50 7.50 7.77 1,101.3 3 Close 238 0.00 0.00 0.00 0.00 42.8 1 Close 272 0.00 0.00 0.00 0.00 63.2 1 Close 279 0.25 0.25 0.25 0.25 131.5 1 Close 607 3.04 3.04 3.04 135.0 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 13,450.1 63 --------- -------- ---- ----- ------- --------- -------- -------- TOTAL: 29,472.1 126 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 85 deals totaled KZT21,429.4 m. including 44 (KZT12,494.0 m.) repo opening deals and 41 repo closing deals (KZT8,935.4 m.). Indicator TONIA according to trades results totaled 1.03 and decreased compared to last trading day by 0.27. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 1.30 1.77 -0.47 2 1.35 1.35 0 21 5.98 7.01 -1.03 ------------------------------------------------ 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: +11.3% (-KZT8.137.0 m.), 11 participants. Second tier banks (STB): - +KZT11.950.0 m. (borrowing 8 banks). -KZT6,923.0 m. (lending 8 banks); - on open trade market on GS (in autorepo sector) +KZT6,777.0 m., in CS repo sector -KZT1,750.0 m.; - resulting balance totaled +KZT5,027.0 m. (on previous day it was equal to +KZT7,733.0 m.). [2005-12-06]