Repo on KASE: day results

/IRBIS, Natalya Kuznetsova, January 17, 06/ - Today on Kazakhstan stock exchange (KASE) 213 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT49,923.1 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 3.00 20.00 5.60 5.77 20,072.82 80 Open* 2 3.00 8.01 4.35 4.46 1,040.93 7 Open 6 6.33 6.33 6.33 6.53 31.71 1 Open* 7 3.50 8.00 5.79 5.98 3,510.00 7 Open 13 8.00 11.50 8.98 9.38 79.10 4 Open 24 5.00 5.00 5.00 5.12 1.42 1 Open* 28 2.50 7.50 5.10 5.25 618.01 5 Open 31 6.99 7.00 7.00 7.23 101.18 5 Open 146 10.94 10.94 10.94 11.24 9.92 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 25,465.10 111 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 1.50 6.50 2.88 2.93 19,205.54 79 Close 3 1.20 1.20 1.20 1.21 2,500.25 2 Close 11 3.98 3.98 3.98 4.06 0.99 1 Close 18 6.47 10.00 6.55 6.76 765.24 4 Close 20 10.00 10.00 10.00 10.49 10.05 1 Close 28 1.50 7.50 2.46 2.51 1,831.46 6 Close 61 2.99 9.00 6.01 6.19 60.60 2 Close 104 11.82 11.82 11.82 12.29 0.91 1 Close 117 3.00 3.00 3.00 3.03 1.68 1 Close 132 3.00 3.00 3.00 3.02 1.72 1 Close 139 9.00 9.00 9.00 9.20 41.37 2 Close 313 10.94 10.94 10.94 10.94 10.86 1 Close 561 6.00 6.00 6.00 27.31 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 24,457.97 102 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 49,923.08 213 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 175 deals totaled KZT47,883.7 m. including 90 (KZT24,626.0 m.) repo opening deals and 85 repo closing deals (KZT23,257.7 m.). Indicator TONIA according to trades results totaled 5.59 and increased compared to last trading day by 2.71. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 5.60 2.88 +2.72 7 5.79 6.15 -0.36 14 5.00 11.70 -6.70 28 5.10 2.50 +2.60 31 7.00 8.34 -1.34 ------------------------------------------------ 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: +12.5% (-KZT14,144.9 m.), 16 participants. Second tier banks (STB): - +KZT24,100.0 m. (borrowing 12 banks). -KZT8,880.0 m. (lending 8 banks); - on open trade market on GS (in autorepo sector) +KZT15,220.0 m.; - resulting balance totaled +KZT15,220.0 m. (on previous day it was equal to +KZT12,731.0 m.). [2006-01-17]