Repo on KASE: day results

/IRBIS, Natalya Khoroshevskaya, January 30, 06/ - Today on Kazakhstan stock exchange (KASE) 204 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT68,329.1 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 0.80 5.75 1.29 1.30 24,923.1 65 Open 2 0.50 1.50 1.00 1.01 9,490.0 6 Open* 3 5.80 5.80 5.80 5.97 203.0 4 Open 7 4.50 8.00 6.41 6.63 255.0 3 Open 16 8.06 8.06 8.06 8.38 14.0 1 Open 23 7.96 7.99 7.98 8.28 100.0 2 Open* 28 2.50 2.50 2.50 2.53 520.0 3 Open 29 3.00 10.01 7.98 8.31 344.6 17 Open 30 7.00 12.00 7.02 7.25 3,923.2 7 Open 56 12.00 12.03 12.00 12.62 7.3 2 Open 92 11.50 11.50 11.50 11.95 73.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 39,853.2 111 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 0.75 6.30 1.73 1.75 19,702.8 45 Close 4 5.80 5.80 5.80 5.97 300.2 1 Close 7 2.30 9.00 2.56 2.59 3,728.8 7 Close 12 9.00 9.00 9.00 9.41 101.1 1 Close 13 8.00 9.99 8.91 9.30 38.3 2 Close 14 2.50 2.50 2.50 2.53 7.0 1 Close 17 2.15 2.15 2.15 2.17 1.5 1 Close 24 3.00 7.49 5.25 5.41 206.1 4 Close 31 8.04 11.99 9.32 9.73 120.1 9 Close 32 7.00 10.00 7.02 7.24 3,944.1 5 Close 33 8.26 10.01 8.73 9.09 66.6 4 Close 34 12.00 12.00 12.00 12.67 7.1 1 Close 35 6.00 6.00 6.00 6.16 6.5 1 Close 46 9.02 11.00 10.14 10.60 60.9 2 Close 47 3.00 3.00 3.00 3.04 12.3 1 Close 53 2.80 2.80 2.80 2.84 41.2 1 Close 60 10.00 10.00 10.00 10.43 1.1 1 Close 63 8.57 8.59 8.58 8.88 12.7 2 Close 214 8.13 9.13 8.34 8.34 36.6 2 Close 250 8.70 8.70 8.70 8.70 47.8 1 Close 658 5.55 5.55 5.55 , 33.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 28,475.9 93 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 68,329.1 204 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 103 deals totaled KZT51,864.3 m. including 62 (KZT29,388.0 m.) repo opening deals and 41 repo closing deals (KZT22,476.3 m.). Indicator TONIA according to trades results totaled 1.19 and decreased compared to last trading day by 0.07. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 7 6.41 4.76 +1.65 28 2.50 2.92 -0.42 --------------------------------------------- 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: -9,6% (-KZT13,674.1), 17 participants. Second tier banks (STB): - +KZT34,001.1 m. (borrowing 11 banks) -KZT21,712.7 m. (lending 10 banks); - in repo sector on GS net position was zero (gross - KZT4,850.0 m.); on open trade market on GS (in autorepo sector) +KZT12,354.0 m., on CS - KZT65.6 m.; - resulting balance totaled +KZT12,288.4 m. (on previous day it was equal to +KZT8,213.3 m.). [2006-01-30]