Repo on KASE: day results

/IRBIS, Natalya Khoroshevskaya, December 26, 05/ - Today on Kazakhstan stock exchange (KASE) 150 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT27,848.7 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 0.50 7.00 1.47 1.49 8,609.9 51 Open 2 7.18 7.18 7.18 7.45 26.1 1 Open* 9 1.50 9.00 6.81 7.10 774.0 5 Open* 14 1.90 1.95 1.93 1.95 800.0 2 Open* 28 2.10 7.10 5.26 5.41 580.4 5 Open 31 3.00 10.07 7.63 7.91 626.2 3 Open 35 6.00 6.00 6.00 6.16 6.5 1 Open 87 5.00 5.00 5.00 5.10 65.0 1 Open 91 8.00 12.00 11.05 11.53 91.8 4 Open* 182 8.00 8.00 8.00 8.16 540.0 1 Open 274 4.50 4.50 4.50 4.50 175.2 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 12,295.1 76 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 0.00 9.00 1.13 1.15 13,339.8 51 Close 4 5.25 5.25 5.25 5.39 256.1 1 Close 6 8.50 8.50 8.50 8.87 11.0 1 Close 13 6.16 6.16 6.16 6.35 3.5 1 Close 14 2.00 2.00 2.00 2.02 450.3 1 Close 19 8.00 8.00 8.00 8.31 15.8 1 Close 21 7.01 7.01 7.01 7.24 26.1 1 Close 25 7.00 7.00 7.00 7.23 10.4 1 Close 28 2.20 6.50 2.89 2.94 716.6 6 Close 32 3.00 3.00 3.00 3.04 265.7 1 Close 75 5.00 5.00 5.00 5.09 10.6 1 Close 91 12.00 12.00 12.00 12.55 72.1 2 Close 112 8.50 8.50 8.50 8.74 287.2 3 Close 188 2.58 2.58 2.58 2.58 66.5 1 Close 301 8.12 8.12 8.12 8.12 21.8 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 15,553.6 74 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 27,848.7 150 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 74 deals totaled KZT21,006.8 m. including 36 (KZT8,540.0 m.) repo opening deals and 38 repo closing deals (KZT12,466.8 m.). Indicator TONIA according to trades results totaled 1.00 and increased compared to last trading day by 0.50. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 14 1.93 1.62 +0.31 28 5.26 2.22 +3.04 31 7.63 10.29 -2.66 182 8.00 12.00 -4.00 ------------------------------------------------ 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: -35.2% (-KZT8,110.0 m.), 13 participants. Second tier banks (STB): - +KZT8.790.9 m. (borrowing 10 banks). -KZT2,611.0 m. (lending 6 banks); - on open trade market on GS (in autorepo sector) +KZT6,765.0 m., in CS repo sector -KZT585.1 m.; - resulting balance totaled +KZT6,179.9 m. (on previous day it was equal to +KZT12,341.0 m.). [2005-12-26]