Repo on KASE: day results

/IRBIS, Yelena Korpusenko, March 2, 06/ - Today on Kazakhstan stock exchange (KASE) 113 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT46,363.4 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 3.87 0.18 0.18 5,727.0 16 Open 4 2.66 5.60 5.35 5.50 240.1 5 Open 7 6.50 6.50 6.50 6.71 100.0 2 Open* 14 2.00 5.00 3.55 3.62 2,790.0 6 Open 22 7.00 7.00 7.00 7.24 11.9 1 Open 27 6.50 6.50 6.50 6.70 40.0 1 Open* 28 2.22 12.00 2.41 2.44 1,999.4 8 Open 32 7.00 7.00 7.00 7.23 8,047.4 10 Open 34 3.00 3.00 3.00 3.04 220.0 1 Open 92 9.00 9.00 9.00 9.27 4.0 1 Open 99 9.00 9.00 9.00 9.27 7.0 1 Open 299 9.00 9.00 9.00 9.00 195.0 2 Open 365 7.00 7.50 7.30 7.30 165.7 2 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 19,547.5 56 --------- -------- ---- ----- ------- --------- -------- -------- Close 1 0.00 3.00 0.27 0.27 2,548.0 11 Close 3 1.50 4.00 2.23 2.26 1,330.2 3 Close 7 0.99 6.00 1.55 1.56 9,774.4 11 Close 10 4.56 4.56 4.56 4.66 20.1 1 Close 13 3.00 3.50 3.50 3.56 186.2 2 Close 14 3.31 3.31 3.31 3.36 53.4 1 Close 15 7.50 7.50 7.50 7.78 296.1 1 Close 16 3.00 3.00 3.00 3.04 2.0 1 Close 28 2.35 7.50 4.71 4.83 4,395.9 16 Close 30 7.00 7.00 7.00 7.23 8,046.2 9 Close 147 5.00 5.00 5.00 5.06 163.2 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 26,815.9 57 --------- -------- ---- ----- ------- --------- -------- -------- TOTAL: 46,363.4 113 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 46 deals totaled KZT18,947.6 m. including 22 (KZT8,638.0 m.) repo opening deals and 24 repo closing deals (KZT10,309.6 m.). Indicator TONIA according to trades results totaled 0.05 and decreased compared to last trading day by 0.15. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 0.18 0.31 -0.13 14 3.55 3.67 -0.12 28 2.41 4.13 -1.72 92 9.00 8.00 +1.00 ------------------------------------------------ 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: +34.8% (-KZT8.734.0). 5 participants. Second tier banks (STB): - +KZT10.398.0 m. (borrowing 7 banks) -KZT8.246.4 m. (lending 4 banks); - on open trade market on GS (in autorepo sector) +KZT2.317.7 m., on CS - KZT166.1 m.; - resulting balance totaled +KZT2.151.6 m. (on previous day it was equal to +KZT2.005.9 m.). [2006-03-02]