Repo on KASE: day results

/IRBIS, Natalya Kuznetsova, December 23, 05/ - Today on Kazakhstan stock exchange (KASE) 152 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT36,510.0 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* 3 0.10 9.00 1.23 1.26 13,338.57 51 Open* 7 1.00 1.45 1.44 1.45 1,160.00 2 Open* 14 1.00 1.80 1.62 1.63 1,698.00 5 Open* 28 2.22 2.22 2.22 2.24 4.00 4 Open 31 7.01 11.00 10.29 10.79 373.16 7 Open 52 14.04 14.04 14.04 14.91 7.00 1 Open 53 6.05 6.05 6.05 6.20 303.25 2 Open 62 12.00 12.01 12.00 12.59 18.61 3 Open 90 5.00 5.00 5.00 5.09 66.25 1 Open 105 8.92 8.92 8.92 9.19 356.57 1 Open 182 12.00 12.00 12.00 12.36 7.00 1 Open 365 10.00 10.00 10.00 10.00 659.06 4 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 17,991.48 82 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 0.10 9.00 1.09 1.11 12,432.75 35 Close 2 1.00 1.93 1.06 1.07 1,450.30 3 Close 3 0.50 0.50 0.50 0.50 700.03 2 Close 14 1.95 1.95 1.95 1.97 2,001.50 5 Close 15 6.02 6.02 6.02 6.20 6.04 1 Close 21 13.90 13.90 13.90 14.85 100.76 1 Close 23 5.60 5.60 5.60 5.75 6.52 1 Close 28 2.20 2.20 2.20 2.22 331.56 6 Close 37 3.48 3.48 3.48 3.53 16.92 1 Close 38 3.48 3.48 3.48 3.53 21.08 1 Close 44 2.99 2.99 2.99 3.03 12.89 1 Close 46 7.50 7.50 7.50 7.75 4.96 1 Close 58 6.00 10.99 9.30 9.68 508.03 5 Close 67 6.00 6.00 6.00 6.15 303.25 2 Close 70 15.00 15.00 15.00 15.93 1.56 1 Close 149 8.00 8.00 8.00 8.16 306.40 2 Close 238 10.01 10.01 10.01 10.01 21.33 1 Close 242 10.00 10.00 10.00 10.00 292.66 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 18,518.54 70 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 36,510.02 152 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 85 deals totaled KZT29,940.3 m. including 44 (KZT14,277.0 m.) repo opening deals and 41 repo closing deals (KZT15,663.3 m.). Indicator TONIA according to trades results totaled 0.50 and decreased compared to last trading day by 0.02. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 7 1.44 2.54 -1.10 14 1.62 1.80 -0.18 28 2.22 2.00 +0.22 ------------------------------------------------ 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: +1.7% (-KZT14,078.6 m.), 15 participants. Second tier banks (STB): - +KZT14.086.0 m. (borrowing 12 banks). -KZT1,745.0 m. (lending 5 banks); - on open trade market on GS (in autorepo sector) +KZT12,491.0 m., in CS repo sector -KZT150.0 m.; - resulting balance totaled +KZT12,341.0 m. (on previous day it was equal to +KZT13,076.2 m.). [2005-12-23]