Repo on KASE: day results

/IRBIS, Yelena Korpusenko, February 16, 06/ - Today on Kazakhstan stock exchange (KASE) 147 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT33,956.1 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 0.30 6.00 1.27 1.29 9,923.9 35 Open 4 4.35 4.96 4.69 4.80 601.3 3 Open* 7 2.00 8.50 3.03 3.09 4,641.0 25 Open 8 5.00 5.00 5.00 5.12 35.8 1 Open 14 10.00 10.00 10.00 10.50 141.1 2 Open* 28 2.50 11.50 3.66 3.76 165.4 7 Open 119 10.00 10.00 10.00 10.34 12.0 1 Open 180 8.00 8.00 8.00 8.16 300.7 3 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 15,821.1 77 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.30 5.21 1.13 1.14 13,019.0 35 Close 2 0.90 4.00 1.25 1.26 305.4 4 Close 3 1.30 7.00 1.72 1.74 944.4 4 Close 6 7.00 7.00 7.00 7.25 1.4 1 Close 7 1.50 8.50 5.11 5.26 1,253.2 14 Close 14 6.00 6.00 6.00 6.18 129.8 1 Close 28 2.50 2.60 2.51 2.54 2,354.5 4 Close 31 8.00 10.01 8.39 8.72 93.7 3 Close 64 11.50 11.51 11.51 12.05 2.1 2 Close 69 9.50 9.50 9.50 9.87 1.0 1 Close 91 6.10 6.10 6.10 6.24 30.5 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 18,135.0 70 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 33,956.1 147 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 76 deals totaled KZT26,904.9 m. including 36 (KZT11,936.0 m.) repo opening deals and 40 repo closing deals (KZT14,968.9 m.). Indicator TONIA according to trades results totaled 0.76 and decreased compared to last trading day by 0.03. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 1.27 1.13 +0.14 7 3.03 5.45 -2.42 14 10.00 5.81 +4.19 28 3.66 6.57 -2.91 ------------------------------------------------ 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: +132.9% (-KZT7,902.0), 11 participants. Second tier banks (STB): - +KZT13,651.0 m. (borrowing 8 banks) -KZT6,614.0 m. (lending 9 banks); - in sector of direct deals on GS net-positions was zero (gross - KZT400.0 m.), on open trade market on GS (in autorepo sector) +KZT7,676.0 m., on CS -KZT639.8 m.; - resulting balance totaled +KZT7,037.0 m. (on previous day it was equal to +KZT2,969.2 m.). [2006-02-16]