Repo on KASE: day results

/IRBIS, Assel Omarova, December 14, 05/ - Today on Kazakhstan stock exchange (KASE) 118 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT21,424.9 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 9.57 1.30 1.34 9,924.5 41 Open 6 2.95 5.10 4.76 4.87 239.0 5 Open 7 1.40 5.51 2.11 2.14 917.0 8 Open 28 7.10 10.51 7.54 7.82 575.0 5 Open 29 10.50 10.52 10.51 11.03 170.0 2 Open* 30 8.00 8.00 8.00 8.30 39.0 1 Open 31 7.00 7.00 7.00 7.23 1.0 1 Open 33 9.00 11.51 9.71 10.16 25.1 4 Open 90 8.75 8.75 8.75 9.04 63.0 3 Open 232 7.00 7.00 7.00 7.00 332.1 1 Open 365 10.00 10.00 10.00 10.00 100.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 12,385.7 72 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.10 9.00 1.28 1.32 7,912.3 27 Close 2 0.70 9.51 2.74 2.85 130.1 2 Close 7 1.65 13.66 5.34 5.58 264.3 3 Close 14 8.50 8.50 8.50 8.86 21.1 3 Close 28 2.15 2.15 2.15 2.17 400.7 1 Close 30 8.00 10.53 10.13 10.62 308.6 8 Close 63 11.56 11.56 11.56 12.10 0.6 1 Close 92 11.96 11.96 11.96 12.45 1.5 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 9,039.2 46 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 21,424.9 118 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 60 deals totaled KZT17,004.8 m. including 35 (KZT9,578.0 m.) repo opening deals and 25 repo closing deals (KZT7,426.8 m.). Indicator TONIA according to trades results totaled 0.56 and increased compared to last trading day by 0.11. 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 1.28 -0.02 7 2.11 3.78 -1.67 28 7.54 4.08 +3.46 365 10.00 9.00 +1.00 ------------------------------------------------ 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: +2.4% (-KZT8,625.2 m.), 8 participants. Second tier banks (STB): - +KZT10.123.0 m. (borrowing 9 banks). -KZT3,120.8 m. (lending 5 banks); - on open trade market on GS (in autorepo sector) +KZT7,228.0 m., in CS repo sector -KZT225.8 m.; - resulting balance totaled +KZT7,002.2 m. (on previous day it was equal to +KZT8,245.0 m.). [2005-12-14]