Repo on KASE: day results

/IRBIS, Natalya Khoroshevskaya, February 6, 06/ - Today on Kazakhstan stock exchange (KASE) 158 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT41,607.1 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 0.10 7.00 0.84 0.85 17,244.5 45 Open 2 2.99 2.99 2.99 3.04 77.6 2 Open 7 4.70 6.20 5.23 5.36 620.0 5 Open 14 2.00 7.85 5.19 5.35 849.8 7 Open 15 7.00 7.00 7.00 7.24 297.5 1 Open 28 2.50 11.50 3.12 3.18 570.8 16 Open 59 7.00 7.00 7.00 7.21 0.4 1 Open 91 8.00 8.00 8.00 8.24 12.6 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 19,673.2 78 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 0.20 3.00 0.88 0.88 17,630.9 38 Close 5 11.00 11.00 11.00 11.62 168.3 1 Close 6 5.99 6.00 5.99 6.17 320.3 2 Close 7 4.50 8.00 6.41 6.63 255.3 3 Close 13 10.00 10.00 10.00 10.50 10.0 2 Close 14 2.50 5.50 4.54 4.65 648.1 4 Close 19 7.00 7.00 7.00 7.24 533.4 2 Close 21 5.51 5.51 5.51 5.65 130.4 1 Close 28 2.40 8.00 4.20 4.31 1,444.6 10 Close 31 5.26 7.00 5.26 5.39 311.5 2 Close 32 7.20 10.00 7.49 7.75 168.1 2 Close 33 6.62 10.05 7.13 7.38 166.1 4 Close 48 7.50 7.50 7.50 7.75 4.1 1 Close 54 2.99 2.99 2.99 3.03 15.2 1 Close 55 3.00 3.00 3.00 3.03 56.4 1 Close 66 11.56 11.56 11.56 12.11 0.3 1 Close 122 12.00 12.00 12.00 12.36 2.1 2 Close 248 8.50 8.50 8.50 8.50 53.5 2 Close 615 10.46 10.46 10.46 15.3 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 21,933.9 80 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 41,607.1 158 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 91 deals totaled KZT35,457.3 m. including 50 (KZT17,127.0 m.) repo opening deals and 41 repo closing deals (KZT18,330.3 m.). Indicator TONIA according to trades results totaled 0.59 and decreased compared to last trading day by 0.25. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 7 5.23 1.16 +4.07 14 5.19 4.28 +0.91 28 3.12 4.70 -1.58 ------------------------------------------------ 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: -49,2% (-KZT7,202.0), 11 participants. Second tier banks (STB): - +KZT17,331.0 m. (borrowing 11 banks) -KZT11,527.4 m. (lending 8 banks); - on open trade market on GS (in autorepo sector) +KZT6,165.0 m., on CS -KZT361.4 m.; - resulting balance totaled +KZT5,803.6 m. (on previous day it was equal to +KZT16,626.0 m.). [2006-02-06]