Repo on KASE: day results

/IRBIS, Assel Omarova, December 28, 05/ - Today on Kazakhstan stock exchange (KASE) 167 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT47,058.7 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 1.10 7.01 1.67 1.69 15,310.0 40 Open 2 3.00 8.03 5.63 5.82 201.7 6 Open 7 1.50 7.01 2.81 2.86 3,637.3 10 Open 14 2.30 9.00 4.32 4.44 2,306.0 9 Open 23 4.00 4.00 4.00 4.07 35.5 1 Open 26 7.75 9.75 8.87 9.24 184.5 7 Open* 28 2.20 12.50 5.82 6.10 540.0 3 Open* 30 7.00 7.50 7.28 7.53 6,900.0 8 Open 31 2.94 12.50 11.19 11.83 226.3 5 Open 33 9.97 10.01 9.99 10.46 28.0 4 Open 36 9.00 9.00 9.00 9.37 347.2 1 Open 89 5.01 5.01 5.01 5.11 38.7 1 Open 90 8.00 8.00 8.00 8.24 5.2 2 Open 357 10.00 10.00 10.00 10.00 100.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 29,860.4 98 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 1.00 3.65 1.55 1.56 11,119.0 43 Close 2 3.59 7.18 5.61 5.78 46.7 2 Close 6 9.00 9.00 9.00 9.41 356.3 1 Close 7 1.35 1.60 1.44 1.45 4,101.1 5 Close 8 7.50 7.50 7.50 7.78 162.5 3 Close 20 3.70 3.70 3.70 3.77 249.5 2 Close 26 6.50 6.50 6.50 6.70 20.1 1 Close 28 2.22 6.50 3.85 3.94 502.5 3 Close 29 5.00 5.00 5.00 5.12 311.2 1 Close 30 9.83 10.00 9.96 10.43 48.4 5 Close 54 7.73 7.73 7.73 7.98 29.9 1 Close 61 7.80 7.80 7.80 8.05 102.3 1 Close 215 8.50 8.50 8.50 8.50 148.7 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 17,198.2 69 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 47,058.7 167 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 89 deals totaled KZT33,846.1 m. including 43 (KZT18,370.0 m.) repo opening deals and 46 repo closing deals (KZT15,476.1 m.). Indicator TONIA according to trades results totaled 1.59 and increased compared to last trading day by 0.05. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 1.67 1.57 +0.10 2 5.63 1.00 +4.63 14 4.32 2.32 +2.00 28 5.82 2.10 +3.72 31 11.19 7.55 +3.64 90 8.00 6.83 +1.17 ------------------------------------------------ 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: +3.0% (-KZT11,751.0 m.), 9 participants. Second tier banks (STB): - +KZT19.981.0 m. (borrowing 12 banks). -KZT16,843.5 m. (lending 7 banks); - in GS repo sector net-position was zero (gross - KZT800.0 m.), on open trade market on GS (in autorepo sector) +KZT4,096.0 m., in CS repo sector -KZT958.5 m.; - resulting balance totaled +KZT3,137.5 m. (on previous day it was equal to +KZT11,300.7 m.). [2005-12-28]