Repo on KASE: day results

/IRBIS, Yelena Korpusenko, February 23, 06/ - Today on Kazakhstan stock exchange (KASE) 142 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT39,118.9 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 11.00 0.61 0.62 10,672.1 27 Open* 4 2.20 5.00 2.87 2.91 664.1 6 Open* 7 0.99 12.00 1.55 1.57 9,773.4 12 Open 20 9.00 9.00 9.00 9.39 77.0 1 Open* 28 2.35 9.97 4.34 4.46 930.9 7 Open 36 10.00 10.00 10.00 10.46 135.7 1 Open 60 4.99 4.99 4.99 5.10 92.2 1 Open 161 8.80 8.80 8.80 8.99 26.3 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 22,371.7 56 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.10 5.00 0.51 0.51 7,241.8 31 Close 2 0.50 5.00 1.17 1.18 1,092.1 5 Close 3 2.20 5.10 2.54 2.58 510.1 3 Close 6 8.00 11.98 8.78 9.19 6.6 2 Close 7 2.00 8.50 3.03 3.09 4,643.7 25 Close 8 8.00 8.00 8.00 8.32 23.3 2 Close 14 1.60 8.00 2.68 2.73 2,312.4 10 Close 21 3.50 7.50 5.50 5.67 240.8 2 Close 139 9.50 9.50 9.50 9.73 380.9 1 Close 184 8.00 8.00 8.00 8.00 10.5 1 Close 255 10.00 10.00 10.00 10.00 145.3 1 Close 300 10.04 10.04 10.04 10.04 21.7 1 Close 437 9.00 9.00 9.00 9.00 85.4 1 Close 762 4.00 4.00 4.00 4.00 32.7 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 16,747.2 86 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 39,118.9 142 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 76 deals totaled KZT29,238.3 m. including 29 (KZT15,973.0 m.) repo opening deals and 47 repo closing deals (KZT13,265.3 m.). Indicator TONIA according to trades results totaled 0.34 and decreased compared to last trading day by 0.10. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 0.61 0.51 +0.10 7 1.55 5.45 -0.39 28 4.34 12.75 -8.41 ------------------------------------------------ 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: -22.2% (-KZT9,661.3), 12 participants. Second tier banks (STB): - +KZT20,525.5 m. (borrowing 11 banks) -KZT11,938.7 m. (lending 5 banks); - in sector of direct deals on GS net-position was zero (gross - KZT9,489.0m.), on open trade market on GS (in autorepo sector) +KZT9,061.0 m., in sector of CS repo -KZT437.5 m.; - resulting balance totaled +KZT8,587.5 m. (on previous day it was equal to +KZT12,299.3 m.). [2006-02-23]