Repo on KASE: day results

/IRBIS, Natalya Khoroshevskaya, March 6, 06/ - Today on Kazakhstan stock exchange (KASE) 170 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT37,086.7 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* Intraday 0.50 0.50 0.50 0.50 420.0 4 Open* 1 0.01 2.99 0.49 0.50 2,363.4 15 Open 3 0.10 5.60 0.54 0.54 9,092.0 15 Open 7 1.00 5.56 4.12 4.22 3,029.3 29 Open* 14 1.85 6.58 1.98 2.01 1,181.1 4 Open 24 7.50 7.50 7.50 7.77 205.7 1 Open 25 11.23 12.00 11.30 11.91 61.9 3 Open 28 2.50 5.50 2.76 2.80 323.1 3 Open 30 3.12 8.00 6.65 6.88 415.0 2 Open 31 10.00 11.50 10.67 11.20 136.8 7 Open 35 5.00 5.00 5.00 5.12 243.1 1 Open 36 5.00 5.00 5.00 5.11 165.3 1 Open 60 9.20 9.20 9.20 9.56 130.0 1 Open 91 5.50 5.50 5.50 5.61 362.9 7 Open 365 11.00 11.00 11.00 11.00 2,814.6 8 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 20,944.4 101 --------- -------- ----- ----- ------- --------- -------- -------- Close Intraday 0.50 0.50 0.50 0.50 420.0 4 Close 3 0.00 2.99 0.17 0.18 3,549.2 16 Close 4 2.66 5.60 5.35 5.50 240.2 5 Close 5 0.10 5.00 0.20 0.21 3,305.1 8 Close 7 1.90 8.00 3.40 3.48 2,843.9 10 Close 14 4.50 7.60 6.07 6.26 1,128.6 6 Close 28 2.50 11.50 3.12 3.19 569.1 15 Open 31 7.00 7.00 7.00 7.23 171.0 1 Open 32 6.50 6.50 6.50 6.70 693.9 1 Open 67 10.84 10.84 10.84 11.32 2,814.6 1 Open 73 7.01 7.01 7.01 7.20 1.0 1 Close 101 5.00 5.00 5.00 5.08 405.5 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 16,142.3 69 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 37,086.7 170 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 73 deals totaled KZT22,874.7 m. including 34 (KZT13,707.0 m.) repo opening deals and 39 repo closing deals (KZT9,167.7 m.). Indicator TONIA according to trades results totaled 0.35 and increased compared to last trading day by 0.26. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 7 4.12 1.41 +2.71 14 1.98 1.80 +0.18 28 2.76 2.10 +0.66 31 10.67 3.29 +7.38 ------------------------------------------------ [2006-03-06]