Repo on KASE: day results

/IRBIS, Yelena Korpusenko, December 8, 05/ - Today on Kazakhstan stock exchange (KASE) 134 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT25,368.5 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 1.30 4.99 1.53 1.54 9,518.3 46 Open 4 3.70 8.00 5.03 5.17 543.9 4 Open* 7 1.65 6.02 4.61 4.73 1,706.0 11 Open* 14 2.10 2.10 2.10 2.12 400.0 1 Open* 28 2.23 7.46 2.77 2.81 535.0 3 Open 32 3.00 9.00 5.33 5.50 67.0 2 Open 53 11.00 11.00 11.00 11.52 34.0 1 Open 182 8.50 8.50 8.50 8.68 14.6 1 Open 365 11.50 11.50 11.50 11.50 33.9 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 12,852.8 70 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.50 6.00 1.50 1.52 10,802.5 48 Close 2 1.35 7.00 1.36 1.37 250.3 2 Close 3 4.10 8.00 5.87 6.07 550.3 3 Close 6 3.50 3.50 3.50 3.56 250.2 1 Close 14 7.90 7.90 7.90 8.21 26.1 1 Close 21 6.02 6.02 6.02 6.19 6.0 1 Close 23 3.50 3.50 3.50 3.56 150.4 1 Close 28 2.55 7.50 3.38 3.45 360.9 3 Close 41 12.00 12.00 12.00 12.65 34.0 1 Close 85 1.56 3.00 2.99 3.03 70.6 2 Close 183 8.50 8.50 8.50 8.50 14.6 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 12,515.7 64 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 25,368.5 134 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 96 deals totaled KZT21,213.9 m. including 48 (KZT10,471.0 m.) repo opening deals and 48 repo closing deals (KZT10,742.9 m.). Indicator TONIA according to trades results totaled 1.52 and increased compared to last trading day by 0.25. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 1.53 1.51 +0.02 7 4.61 3.00 +1.61 14 2.10 2.55 -0.45 28 2.77 7.20 -4.43 182 8.50 10.00 -1.50 ------------------------------------------------ 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: -9.7% (-KZT7,162.0 m.), 11 participants. Second tier banks (STB): - +KZT11.028.9 m. (borrowing 7 banks). -KZT4,686.2 m. (lending 8 banks); - in GS repo sector net-position was zero (gross - KZT400.0 m.), on open trade market on GS (in autorepo sector) +KZT6,135.0 m., in CS repo sector -KZT207.7 m.; - resulting balance totaled +KZT6,342.9 m. (on previous day it was equal to +KZT7,700.5 m.). [2005-12-08]