Repo on KASE: day results

/IRBIS, Zaure Yessimova, February 24, 06/ - Today on Kazakhstan stock exchange (KASE) 138 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT45,094.1 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* 3 0.35 5.00 1.09 1.10 18 634.0 45 Open 4 7.85 7.85 7.85 8.16 78.2 2 Open 6 6.00 6.00 6.00 6.18 122.8 1 Open 7 0.28 5.50 1.31 1.33 1 587.4 6 Open* 28 2.50 11.02 6.22 6.48 490.0 6 Open 31 10.00 10.00 10.00 10.47 21.7 1 Open 33 7.00 7.00 7.00 7.23 15.0 1 Open 181 9.01 9.01 9.01 9.21 14.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 20 963.1 63 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.10 5.00 0.58 0.59 10 642.2 26 Close 2 1.00 1.00 1.00 1.00 51.0 1 Close 3 0.80 0.90 0.83 0.83 700.0 3 Close 4 0.34 0.34 0.34 0.34 100.0 1 Close 7 0.32 5.65 2.17 2.20 7 796.4 19 Close 8 4.96 10.00 7.35 7.66 298.6 4 Close 14 2.10 7.02 2.18 2.21 2 733.3 6 Close 15 6.01 6.01 6.01 6.18 153.1 1 Close 28 2.50 7.01 2.95 2.99 1 190.2 5 Close 30 11.00 11.00 11.00 11.57 90.8 1 Close 74 3.00 3.00 3.00 3.03 61.1 2 Close 77 3.00 3.00 3.00 3.03 61.1 2 Close 92 11.01 11.01 11.01 11.42 174.7 2 Close 164 8.00 8.00 8.00 8.16 32.8 1 Close 605 8.00 8.00 8.00 8.00 45.4 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 24 131.0 75 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 45 094.1 138 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 78 deals totaled KZT37,454.3 m. including 39 (KZT17,128.0 m.) repo opening deals and 39 repo closing deals (KZT20,326.3 m.). Indicator TONIA according to trades results totaled 0.56 and increased compared to last trading day by 0.22. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 4 7.85 2.87 +4.98 7 1.31 1.55 -0.24 28 6.22 4.34 +1.88 --------------------------------------------- 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: +15.7% (-KZT10.174.0). 8 participants. Second tier banks (STB): - +KZT18.734.7 m. (borrowing 7 banks) -KZT5.920.0 m. (lending 6 banks); - in sector of direct deals on GS net-position was zero (gross - KZT400.0 m.). on open trade market on GS (in autorepo sector) +KZT12.793.0 m.. in sector of CS repo +KZT21.7 m.; - resulting balance totaled +KZT12.814.7 m. (on previous day it was equal to +KZT8.587.5 m.). [2006-02-24]