Repo on KASE: day results

/IRBIS, Zaure Yessimova, January 20, 06/ - Today on Kazakhstan stock exchange (KASE) 163 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT39,530.8 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 0.50 5.29 1.18 1.19 13,200.0 53 Open 6 4.50 4.50 4.50 4.60 30.8 1 Open 7 2.30 2.75 2.54 2.57 6,644.0 18 Open 24 6.48 6.48 6.48 6.68 7.0 1 Open 28 2.50 10.26 2.73 2.77 3,505.6 12 Open 31 9.50 11.52 9.77 10.21 31.0 6 Open 150 8.56 8.56 8.56 8.74 19.9 1 Open 159 12.90 12.90 12.90 13.32 26.8 2 Open 181 5.01 5.01 5.01 5.07 2.5 1 Open 365 10.00 10.00 10.00 10.00 170.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 23,637.5 96 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 1.50 8.00 2.34 2.37 7,938.4 45 Close 7 1.50 2.65 2.42 2.45 6,232.9 7 Close 14 2.50 2.50 2.50 2.53 1,401.3 2 Close 28 2.22 9.42 9.14 9.55 104.8 5 Close 30 6.50 6.50 6.50 6.70 157.8 1 Close 31 9.00 11.52 9.61 10.04 31.2 6 Close 326 13.00 13.00 13.00 13.00 26.8 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 15,893.3 67 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 39,530.8 163 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 135 deals totaled KZT38,251.08 m. including 79 (KZT22,795.0 m.) repo opening deals and 56 repo closing deals (KZT15,456.7 m.). Indicator TONIA according to trades results totaled 1.04 and decreased compared to last trading day by 1.23. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 2.54 3.15 -0.61 31 9.77 6.00 +3.77 28 2.73 2.51 +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: - KZT19,283.8, 15 participants. Second tier banks (STB): - +KZT22,679.0 m. (borrowing 11 banks) -KZT3,640.0 m. (lending 4 banks); - on open trade market on GS (in autorepo sector) +KZT18,879.0 m., in CS repo sector +KZT160.0 m.; - resulting balance totaled +KZT19,039.0 m. (on previous day it was equal to +KZT4,448.0 m.). [2006-01-20]