Repo on KASE: day results

/IRBIS, Assel Omarova, February 8, 06/ - Today on Kazakhstan stock exchange (KASE) 134 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT54,760.4 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 0 correcting deal 55.0 1 Open 1 0.50 9.00 0.81 0.81 22,486.6 44 Open 6 4.00 4.00 4.00 4.08 460.5 2 Open 7 1.50 6.50 2.45 2.50 370.3 4 Open 14 1.60 8.00 2.38 2.43 5,571.8 8 Open 19 2.50 7.75 5.03 5.18 80.0 3 Open 29 6.00 6.00 6.00 6.17 300.0 3 Open 90 7.00 7.00 7.00 7.19 1.0 1 Open 315 9.00 9.00 9.00 9.00 142.3 1 ------- -------- ----- ----- ------- --------- -------- -------- Итого: 29,467.5 67 ------- -------- ----- ----- ------- --------- -------- -------- Open 0 correcting deal 55.0 1 Close 1 0.10 5.15 0.55 0.55 23,219.5 50 Close 2 2.99 3.48 3.09 3.14 97.6 3 Close 7 5.50 5.75 5.71 5.87 300.3 2 Close 14 2.25 2.40 2.37 2.40 610.6 3 Close 15 7.00 7.00 7.00 7.24 150.4 1 Close 35 7.51 8.01 7.80 8.08 705.3 2 Close 50 9.00 9.00 9.00 9.35 142.3 2 Close 56 8.00 8.00 8.00 8.27 8.8 1 Close 58 6.00 6.00 6.00 6.15 2.1 1 Close 61 10.01 10.01 10.01 10.42 1.0 1 ------- -------- ----- ----- ------- --------- -------- -------- Итого: 25,293.0 67 ------- -------- ----- ----- ------- --------- -------- -------- ВСЕГО: 54,760.4 134 ----------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 97 deals totaled KZT50,764.9 m. including 47 (KZT27,141.0 m.) repo opening deals and 50 repo closing deals (KZT23,623.9 m.). Indicator TONIA according to trades results totaled 0.71 and increased compared to last trading day by 0.20. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 0.81 0.55 +0.26 6 4.00 8.52 -4.52 7 2.45 2.95 -0.50 14 2.38 4.77 -2.39 ------------------------------------------------ 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: +45,7% (-KZT18,088.0), 8 participants. Second tier banks (STB): - +KZT26,837.0 m. (borrowing 8 banks) -KZT11,029.3 m. (lending 6 banks); - in sector of direct deals on GS -KZT40.0 m., on open trade market on GS (in autorepo sector) +KZT16,893.0 m., on CS -KZT1,045.3 m.; - resulting balance totaled +KZT15,807.7 m. (on previous day it was equal to +KZT12,510.3 m.). [2006-02-08]