Repo on KASE: day results

/IRBIS, Natalya Khoroshevskaya, January 14, 06/ - Today on Kazakhstan stock exchange (KASE) 113 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT29,249.5 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 2 1.00 3.00 1.52 1.53 16,005.0 69 Open 3 1.20 1.20 1.20 1.21 2,500.0 2 Open 30 8.00 8.00 8.00 8.30 800.0 2 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 19,305.0 73 --------- -------- ---- ---- ------- --------- -------- -------- Close 1 0.50 1.20 0.92 0.93 9,513.3 35 Close 2 1.00 1.05 1.02 1.02 300.0 3 Close 491 2.00 2.00 2.00 10.6 1 Close 631 9.20 9.20 9.20 120.5 1 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 9,944.4 40 --------- -------- ---- ---- ------- --------- -------- -------- TOTAL: 29,249.5 113 ---------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 104 deals totaled KZT28,008.3 m. including 70 (KZT18,500.0 m.) repo opening deals and 34 repo closing deals (KZT9,508.3 m.). Indicator TONIA according to trades results totaled 1.52 and increased compared to last trading day by 0.60. 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: -8.5% (-KZT13,435.0 m.), 13 participants. Second tier banks (STB): - +KZT17,330.0 m. (borrowing 9 banks). -KZT2,700.0 m. (lending 5 banks); - in GS repo sector and on open trade market on GS net position was zero, on open trade market on GS (in autorepo sector) +KZT14,630.0 m.; - resulting balance totaled +KZT14,630.0 m. (on previous day it was equal to +KZT14,503.9 m.). [2006-01-14]