Repo on KASE: day results

/IRBIS, Yelena Korpusenko, February 9, 06/ - Today on Kazakhstan stock exchange (KASE) 180 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT55,893.8 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 0.50 5.16 0.98 0.99 21,223.0 47 Open* 4 1.00 5.50 1.16 1.17 3,820.0 5 Open 5 4.50 10.00 6.72 6.98 502.4 4 Open* 7 1.50 8.50 5.22 5.37 1,430.0 16 Open* 14 1.60 9.06 2.76 2.81 2,340.0 13 Open* 28 2.50 11.49 4.92 5.08 166.5 11 Open 29 8.00 8.00 8.00 8.30 7.0 1 Open 32 8.00 8.00 8.00 8.30 58.0 1 Open 91 10.00 10.00 10.00 10.38 0.8 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 29,547.7 99 --------- -------- ----- ----- ------- --------- -------- -------- Open 1 0.50 9.00 0.79 Close 2 9.00 9.00 9.00 9.42 2.8 1 Close 6 5.50 5.50 5.50 5.65 1.6 1 Close 7 2.00 8.50 4.28 4.39 1,355.1 13 Close 10 12.00 12.00 12.00 12.73 6.2 1 Close 21 10.51 10.51 10.51 11.04 24.7 1 Close 24 11.70 11.70 11.70 12.36 27.2 1 Close 28 2.30 7.10 4.58 4.70 2,006.0 8 Close 31 9.00 10.60 10.41 10.91 298.0 8 Close 44 10.00 10.00 10.00 10.45 202.4 1 Close 64 11.49 11.51 11.51 12.05 12.6 3 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 26,346.1 81 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 55,893.8 180 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 114 deals totaled KZT50,247.6 m. including 62 (KZT26,688.0 m.) repo opening deals and 52 repo closing deals (KZT23,559.6 m.). Indicator TONIA according to trades results totaled 0.87 and increased compared to last trading day by 0.16. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 0.98 0.81 +0.17 7 5.22 2.42 +2.80 14 2.76 2.38 +0.38 29 8.00 6.00 +2.00 ------------------------------------------------ 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: -20,7% (-KZT13,862.0), 15 participants. Second tier banks (STB): - +KZT27,962.0 m. (borrowing 8 banks) -KZT14,485.0 m. (lending 8 banks); - on open trade market on GS (in autorepo sector) +KZT13,499.0 m., on CS -KZT22.0 m.; - resulting balance totaled +KZT13,477.0 m. (on previous day it was equal to +KZT15,807.7 m.). [2006-02-09]