Repo on KASE: day results

/IRBIS, Yelena Korpusenko, January 26, 06/ - Today on Kazakhstan stock exchange (KASE) 145 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT50,312.0 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 1.00 5.00 4.15 4.24 19,300.0 51 Open 4 5.50 5.80 5.75 5.92 360.1 2 Open 6 6.00 6.00 6.00 6.18 981.8 2 Open* 7 2.50 6.01 4.97 5.10 10,644.7 11 Open 32 3.10 8.00 7.41 7.68 335.0 2 Open 60 7.00 7.00 7.00 7.21 0.7 1 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 31,622.2 69 --------- -------- ---- ---- ------- --------- -------- -------- Close 1 0.95 8.00 2.91 2.98 15,185.2 47 Close 3 3.65 3.65 3.65 3.72 200.1 1 Close 6 6.48 6.48 6.48 6.69 7.0 1 Close 7 3.00 6.42 3.16 3.21 709.0 3 Close 14 2.00 8.00 5.08 5.22 706.4 11 Close 21 3.50 7.59 5.55 5.72 236.8 2 Close 22 5.31 5.31 5.31 5.45 17.1 1 Close 28 2.80 2.80 2.80 2.84 952.0 3 Close 31 3.00 8.10 7.55 7.83 609.5 2 Close 36 7.00 7.00 7.00 7.22 0.5 1 Close 37 4.84 4.84 4.84 4.95 11.4 1 Close 44 5.82 5.82 5.82 5.97 9.7 1 Close 50 5.98 5.98 5.98 6.13 20.1 1 Close 51 5.98 5.98 5.98 6.13 25.0 1 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 18,689.8 76 --------- -------- ---- ---- ------- --------- -------- -------- TOTAL: 50,312.0 145 ----------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 110 deals totaled KZT41,188.8 m. including 55 (KZT24,580.0 m.) repo opening deals and 55 repo closing deals (KZT16,608.8 m.). Indicator TONIA according to trades results totaled 4.15 and increased compared to last trading day by 1.20. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 4.15 2.91 +1.24 7 4.97 2.37 +2.60 ------------------------------------------------ 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: -2,2% (-KZT10,620.0), 11 participants. Second tier banks (STB): - +KZT31,078.5 m. (borrowing 9 banks) -KZT19,581.7 m. (lending 8 banks); - in repo sector on GS net position was zero (gross - KZT9,823.4 m.); on open trade market on GS (in autorepo sector) +KZT10,515.0 m., on CS +KZT981.8 m.; - resulting balance totaled +KZT11,496.8 m. (on previous day it was equal to +KZT11,498.0 m.). [2006-01-26]