Repo on KASE: day results

/IRBIS, Yelena Korpusenko, December 20, 05/ - Today on Kazakhstan stock exchange (KASE) 198 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT46,275.8 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 0.40 9.00 1.19 1.21 20,625.0 65 Open* 3 0.50 0.50 0.50 0.50 700.0 2 Open 6 8.50 8.50 8.50 8.87 11.0 1 Open* 7 1.20 7.50 2.31 2.36 2,283.6 10 Open 15 1.65 9.00 5.82 6.04 763.0 4 Open* 28 1.50 7.53 2.46 2.51 1,828.0 6 Open 30 8.50 8.50 8.50 8.84 215.0 1 Open 31 5.53 11.52 8.01 8.33 51.0 7 Open 57 6.00 6.00 6.00 6.15 101.0 1 Open 66 6.00 6.00 6.00 6.15 401.3 1 Open 90 7.50 7.50 7.50 7.71 10.0 4 Open 177 9.75 9.75 9.75 9.99 130.2 4 Open 365 7.00 9.00 7.54 7.54 522.6 3 Open 547 9.50 9.50 9.50 9.50 350.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 27,991.5 110 --------- -------- ----- ----- ------- --------- -------- -------- Close 5 0.10 9.50 0.87 0.89 11,746.7 49 Close 6 5.10 5.10 5.10 5.23 200.2 1 Close 7 1.50 5.00 2.89 2.95 498.3 3 Close 8 1.70 6.99 2.56 2.61 660.4 6 Close 11 1.40 6.00 1.86 1.89 3,321.0 8 Close 14 5.85 9.00 8.76 9.14 434.5 2 Close 28 1.90 2.10 1.97 1.99 460.7 4 Close 32 6.40 6.40 6.40 6.59 35.2 1 Close 33 9.00 9.50 9.31 9.71 27.2 4 Close 34 8.50 8.50 8.50 8.83 216.7 1 Close 35 3.01 3.01 3.01 3.05 40.1 1 Close 75 5.00 5.00 5.00 5.10 101.4 1 Close 76 6.00 6.00 6.00 6.14 40.5 1 Close 106 8.50 8.50 8.50 8.74 41.0 1 Close 126 11.52 11.52 11.52 11.85 1.0 1 Close 127 11.51 11.51 11.51 11.84 3.1 1 Close 183 8.00 8.00 8.00 8.00 6.2 1 Close 302 8.97 8.97 8.97 8.97 107.4 1 Close 384 10.00 10.00 10.00 10.00 342.6 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 18,284.3 88 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 46,275.8 198 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 112 deals totaled KZT37,942.9 m. including 60 (KZT23,044.0 m.) repo opening deals and 52 repo closing deals (KZT14,898.9 m.). Indicator TONIA according to trades results totaled 0.79 and increased compared to last trading day by 0.42. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 6 8.50 3.90 +4.60 7 2.31 1.53 +0.78 28 2.46 3.78 -1.32 ------------------------------------------------ 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: +24.5% (-KZT20,040.0 m.), 18 participants. Second tier banks (STB): - +KZT23.066.0 m. (borrowing 13 banks). -KZT5,465.0 m. (lending 5 banks); - in CS repo sector net-position was zero (gross - KZT600.0 m.), on open trade market on GS (in autorepo sector) +KZT17,866.0 m., in CS repo sector -KZT265.0 m.; - resulting balance totaled +KZT17,601.0 m. (on previous day it was equal to +KZT16,319.1 m.). [2005-12-20]