Repo on KASE: day results

/IRBIS, Assel Omarova, February 22, 06/ - Today on Kazakhstan stock exchange (KASE) 118 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT46,740.1 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 5.00 0.51 0.51 7,241.7 31 Open 2 1.00 5.00 1.08 1.08 52.0 2 Open* 5 0.50 0.50 0.50 0.50 6,380.0 6 Open 7 4.80 6.00 5.45 5.60 531.0 3 Open 28 7.00 14.00 12.75 13.53 6,001.0 7 Open* 29 2.50 2.50 2.50 2.53 49.0 1 Open* 30 11.00 11.00 11.00 11.57 235.0 1 Open 58 4.99 4.99 4.99 5.10 199.2 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 20,688.9 52 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.30 5.21 0.84 0.85 17,665.4 38 Close 2 1.00 3.75 1.45 1.46 1,195.1 3 Close 5 4.00 4.00 4.00 4.08 40.0 1 Close 7 2.00 7.50 5.45 5.61 1,626.7 10 Close 13 3.23 3.23 3.23 3.28 1.0 1 Close 14 1.60 5.03 1.60 1.61 4,873.2 6 Close 22 4.99 4.99 4.99 5.11 159.5 3 Close 30 7.50 11.00 9.42 9.85 444.4 3 Close 92 7.50 7.50 7.50 7.69 45.8 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 26,051.2 66 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 46,740.1 118 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 64 deals totaled KZT35,532.3 m. including 27 (KZT13,099.0 m.) repo opening deals and 37 repo closing deals (KZT22,433.3 m.). Indicator TONIA according to trades results totaled 0.24 and decreased compared to last trading day by 0.31. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 0.51 0.84 -0.33 2 1.08 1.20 -0.12 7 5.45 6.36 -0.91 28 12.75 9.75 +3.00 ------------------------------------------------ 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: -10.5% (-KZT12,983.2), 8 participants. Second tier banks (STB): - +KZT13,319.0 m. (borrowing 8 banks) -KZT1,019.7 m. (lending 6 banks); - in sector of direct deals on GS net-position was zero (gross - KZT200.0 m.), on open trade market on GS (in autorepo sector) +KZT12,596.0 m., in sector of CS repo -KZT296.7 m.; - resulting balance totaled +KZT12,299.3 m. (on previous day it was equal to +KZT14,736.6 m.). [2006-02-22]