Repo on KASE: day results

/IRBIS, Natalya Kuznetsova, February 28, 06/ - Today on Kazakhstan stock exchange (KASE) 169 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT44,846.7 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 0.00 12.17 0.28 0.28 8,916.75 27 Open* 3 0.10 4.00 0.31 0.31 5,970.22 15 Open 7 1.00 9.00 2.08 2.13 5,618.02 15 Open* 14 1.00 8.11 3.08 3.16 1,050.51 9 Open 27 10.00 10.00 10.00 10.47 8.36 1 Open* 28 2.00 10.01 5.68 5.88 715.64 19 Open 30 3.00 3.00 3.00 3.04 408.60 2 Open 34 3.00 3.00 3.00 3.04 408.60 2 Open 181 8.00 8.00 8.00 8.16 16.00 1 Open 365 7.00 8.00 7.82 7.82 668.00 3 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 23,780.70 94 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 0.10 4.00 0.60 0.60 16,482.99 38 Close 7 2.00 9.00 6.40 6.65 1,240.04 9 Close 8 4.50 4.50 4.50 4.60 24.66 1 Close 11 3.30 3.30 3.30 3.36 81.61 1 Close 14 2.60 2.60 2.60 2.63 2,332.33 6 Close 15 10.00 10.00 10.00 10.49 32.13 1 Close 18 8.00 8.00 8.00 8.31 10.04 1 Close 28 2.35 10.00 5.12 5.26 485.13 4 Close 29 8.00 10.01 9.34 9.75 216.09 11 Close 32 10.01 10.01 10.01 10.48 1.53 1 Close 102 7.99 7.99 7.99 8.21 159.49 2 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 21,066.04 75 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 44,846.74 169 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 79 deals totaled KZT35,360.0 m. including 44 (KZT19,502.0 m.) repo opening deals and 35 repo closing deals (KZT15,858.0 m.). Indicator TONIA according to trades results totaled 0.14 and decreased compared to last trading day by 0.47. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 0.28 0.62 -0.34 3 0.31 2.23 -1.92 7 2.08 3.45 -1.37 14 3.08 3.22 -0.14 28 5.68 2.38 +3.30 30 3.00 7.30 -4.30 ------------------------------------------------ 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: +61.1% (-KZT19.933.0). 12 participants. Second tier banks (STB): - +KZT20.659.5 m. (borrowing 8 banks) -KZT1.825.1 m. (lending 3 banks); - in sector of direct deals on GS net-position was zero (gross - KZT2.0 m.). on open trade market on GS (in autorepo sector) +KZT19.502.0 m., in sector of CS repo -KZT667.6 m.; - resulting balance totaled +KZT18.834.4 m. (on previous day it was equal to +KZT8.954.0 m.). [2006-02-28]