Repo on KASE: day results

/IRBIS, Yelena Korpusenko, February 2, 06/ - Today on Kazakhstan stock exchange (KASE) 141 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT49,444.8 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* 1 0.35 5.51 1.16 1.17 12,727.6 34 Open* 7 2.00 8.50 4.28 4.39 1,354.0 13 Open 14 6.00 6.00 6.00 6.18 129.5 1 Open 21 3.50 7.50 5.50 5.66 240.0 2 Open* 28 2.35 7.54 4.70 4.82 4,389.1 17 Open 32 6.50 6.50 6.50 6.70 690.0 1 Open 151 7.70 7.70 7.70 7.85 4.7 1 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 19,535.0 69 --------- -------- ---- ---- ------- --------- -------- -------- Close 1 0.80 5.00 1.46 1.48 12,667.5 39 Close 2 0.93 1.74 1.59 1.60 2,100.2 3 Close 3 5.80 5.80 5.80 5.97 203.1 4 Close 7 2.50 6.01 4.97 5.10 10,654.9 11 Close 14 3.00 5.00 4.76 4.87 1,643.0 4 Close 28 2.25 7.50 6.38 6.58 1,292.3 5 Close 58 8.00 8.00 8.00 8.27 1,266.1 4 Close 92 7.70 7.70 7.70 7.90 4.7 1 Close 163 7.75 7.75 7.75 7.90 77.9 1 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 29,909.8 72 --------- -------- ---- ---- ------- --------- -------- -------- TOTAL: 49,444.8 141 ----------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 83 deals totaled KZT33,384.3 m. including 41 (KZT14,374.0 m.) repo opening deals and 42 repo closing deals (KZT19,010.2 m.). Indicator TONIA according to trades results totaled 0.94 and decreased compared to last trading day by 0.46. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 1.16 1.46 -0.30 7 4.28 5.71 -1.43 14 6.00 3.53 +0.47 28 4.70 2.99 +1.71 ------------------------------------------------ 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: -8,0% (-KZT14,997.1), 15 participants. Second tier banks (STB): - +KZT18,203.2 m. (borrowing 9 banks) -KZT3,959.1 m. (lending 5 banks); - in sector of direct deals on GS - KZT120.0 m.; on open trade market on GS (in autorepo sector) +KZT14,373.1 m., on CS -KZT9.0 m.; - resulting balance totaled +KZT14,244.0 m. (on previous day it was equal to +KZT15,761.5 m.). [2006-02-02]