Repo on KASE: day results

/IRBIS, Valeriy Khegay, March 23, 06/ - Today on Kazakhstan stock exchange (KASE) 103 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT22,943.0 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 0.01 5.00 0.24 0.24 1,737.5 11 Open 7 1.50 12.00 6.34 6.60 1,129.0 13 Open 14 2.40 7.75 3.63 3.70 1,057.4 8 Open* 28 6.00 9.00 7.71 7.99 619.0 4 Open 32 8.00 11.51 8.13 8.43 211.9 5 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 4,754.8 41 --------- -------- ----- ----- ------- --------- -------- -------- Close 2 0.05 0.15 0.07 0.07 12,989.1 14 Close 7 1.00 4.50 3.94 4.02 610.5 4 Close 8 0.80 5.00 1.91 1.94 871.4 11 Close 10 5.70 7.75 7.42 7.70 12.4 2 Close 14 2.10 7.00 2.45 2.49 1,750.6 10 Close 17 5.50 7.50 7.14 7.39 252.5 2 Close 28 2.35 9.97 4.30 4.42 923.8 6 Close 29 2.50 2.50 2.50 2.53 49.1 1 Close 31 3.00 9.00 7.30 7.58 417.6 4 Close 59 7.52 8.03 7.90 8.17 24.9 3 Close 92 11.61 11.62 11.62 12.07 1.9 3 Close 177 8.52 8.52 8.52 8.70 270.7 1 Close 211 7.61 7.61 7.61 7.61 13.7 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 18,188.2 62 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 22,943.0 103 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 54 deals totaled KZT18,160.7 m. including 18 (KZT2,134.0 m.) repo opening deals and 36 repo closing deals (KZT16,026.7 m.). Indicator TONIA according to trades results totaled 0.19 and increased relative to the previous trading day by 0.12. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 7 6.34 8.97 -2.63 14 3.63 8.10 -4.47 28 7.71 6.50 +1.21 ------------------------------------------------ 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 market subjects: -80.2% (-KZT2,427.0), 4 participants. Second tier banks (STB): - +KZT2,111.0 m. (borrowing 4 banks); -KZT797.0 m. (lending 2 banks); - on the open trade market on GS (in autorepo sector) +KZT1,314.0 m.; - resulting balance totaled +KZT1.314.0 m. (on previous day it was equal to +KZT11.574.0 m.). [2006-03-23]