Repo on KASE: day results

/IRBIS, Natalya Kuznetsova, December 13, 05/ - Today on Kazakhstan stock exchange (KASE) 92 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT21,269.6 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 0.10 9.00 1.28 1.32 7,912.00 27 Open* 7 1.50 5.82 3.78 3.87 857.68 5 Open 10 6.19 6.19 6.19 6.38 3.50 1 Open* 14 1.95 3.00 2.05 2.07 606.10 5 Open* 28 2.10 7.50 3.98 4.08 1,575.04 5 Open 182 8.50 10.00 8.79 8.98 180.85 2 Open 365 9.00 9.00 9.00 9.00 100.00 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 11,235.18 46 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 0.10 9.00 1.75 1.80 7,229.72 28 Close 5 1.00 1.09 1.05 1.05 200.03 2 Close 6 0.93 0.93 0.93 0.94 100.02 1 Close 7 5.00 8.25 5.56 5.72 350.38 3 Close 13 4.39 4.39 4.39 4.48 250.39 1 Close 14 2.00 2.20 2.10 2.12 1,000.81 2 Close 28 2.30 7.50 3.72 3.81 275.79 2 Close 42 2.26 10.05 6.17 6.41 30.21 2 Close 85 14.00 14.00 14.00 14.75 1.85 1 Close 91 8.00 11.50 8.91 9.22 197.29 2 Close 132 7.00 7.00 7.00 7.12 340.55 1 Close 159 4.03 4.03 4.03 4.07 57.43 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 10,034.45 46 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 21,269.63 92 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 57 deals totaled KZT15,970.3 m. including 31 (KZT8,726.0 m.) repo opening deals and 26 repo closing deals (KZT7,244.3 m.). Indicator TONIA according to trades results totaled 0.45 and decreased compared to last trading day by 0.18. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 1.28 1.73 -0.45 14 2.05 2.00 +0.05 28 3.98 3.32 +0.66 ------------------------------------------------ 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: +4.1% (-KZT9,234.0 m.), 10 participants. Second tier banks (STB): - +KZT9.593.0 m. (borrowing 9 banks). -KZT1,348.0 m. (lending 3 banks); - in GS repo sector net-position was zero (gross KZT400.0 m.). on open trade market on GS (in autorepo sector) +KZT8,345.0 m., in CS repo sector -KZT100.0 m.; - resulting balance totaled +KZT8,245.0 m. (on previous day it was equal to +KZT8,607.4 m.). [2005-12-13]