Repo on KASE: day results

/IRBIS, Yelena Korpusenko, March 9, 06/ - Today on Kazakhstan stock exchange (KASE) 147 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT36,746.6 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 3.00 0.48 0.49 8,490.9 21 Open 4 2.75 5.60 3.39 3.45 985.1 8 Open* 7 1.50 6.50 2.29 2.33 1,710.0 7 Open* 14 2.10 7.00 3.13 3.19 2,251.1 11 Open 25 14.17 14.17 14.17 15.15 7.2 1 Open 26 5.01 5.01 5.01 5.13 400.0 2 Open* 28 2.00 7.00 3.93 4.02 3,458.0 19 Open 32 5.40 11.51 6.10 6.27 1,839.8 10 Open 90 7.50 7.50 7.50 7.71 18.7 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 19,160.8 81 --------- -------- ----- ----- ------- --------- -------- -------- Close 2 0.01 3.00 0.82 0.84 3,587.2 16 Close 3 0.10 5.60 0.54 0.54 9,092.4 15 Close 7 6.50 6.50 6.50 6.71 100.1 2 Close 8 2.30 6.00 3.72 3.81 1,661.4 6 Close 15 4.80 4.80 4.80 4.91 61.1 1 Close 20 11.96 11.96 11.96 12.66 103.3 1 Close 28 2.50 11.49 6.71 6.94 593.9 12 Close 29 7.50 8.00 7.79 8.07 706.3 3 Close 30 7.00 7.00 7.00 7.23 704.0 1 Close 31 7.00 7.00 7.00 7.23 299.3 1 Close 37 8.51 10.00 8.56 8.90 21.6 2 Close 48 5.01 5.01 5.01 5.12 2.5 1 Close 55 4.00 4.00 4.00 4.06 518.3 1 Close 76 14.04 14.04 14.04 14.79 7.2 1 Close 90 7.50 7.50 7.50 7.71 15.0 1 Close 230 9.00 9.00 9.00 9.00 19.1 1 Close 339 8.00 8.00 8.00 8.00 93.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 17,585.9 66 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 36,746.6 147 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 56 deals totaled KZT25,372.9 m. including 33 (KZT12,733.0 m.) repo opening deals and 23 repo closing deals (KZT12,639.9 m.). Indicator TONIA according to trades results totaled 0.15 and decreased compared to last trading day by 0.06. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 7 2.29 8.62 -6.33 14 3.13 1.94 +1.19 28 3.93 8.84 -4.91 ------------------------------------------------ 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% (+KZT5.503.1). 17 participants. Second tier banks (STB): - +KZT14.635.1 m. (borrowing 6 banks) -KZT3,571.1 m. (lending 5 banks); - in sector of direct deals on GS +KZT11,566.1 m., on CS - KZT502.1 m.; - resulting balance totaled +KZT8.392.0 m. (on previous day it was equal to +KZT8.392.0 m.). [2006-03-09]