Repo on KASE: day results

/IRBIS, Valeriy Khegay, March 24, 06/ - Today on Kazakhstan stock exchange (KASE) 98 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT15,518.4 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 3 0.05 10.01 0.72 0.73 3,692.9 20 Open 4 2.00 2.20 2.10 2.12 579.0 3 Open* 7 1.50 6.00 2.73 2.79 1,430.0 6 Open 14 5.51 8.00 7.86 8.17 1,313.0 4 Open* 28 2.35 9.00 3.18 3.25 571.0 2 Open 31 5.00 11.01 9.76 10.23 541.1 7 Open 180 10.00 10.00 10.00 10.25 17.9 4 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 8,144.9 46 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.01 5.00 0.20 0.20 1,715.5 10 Close 7 1.00 6.00 2.44 2.48 2,909.4 10 Close 10 5.99 7.50 6.63 6.85 123.0 2 Close 11 7.00 7.00 7.00 7.24 3.3 1 Close 14 1.70 1.70 1.70 1.71 400.3 1 Close 15 5.50 5.50 5.50 5.65 503.2 1 Close 18 5.50 5.51 5.51 5.65 484.9 9 Close 22 5.73 7.00 5.96 6.13 67.2 2 Close 28 2.50 11.02 6.23 6.50 492.3 6 Close 30 11.00 11.00 11.00 11.57 237.1 1 Close 31 6.00 6.00 6.00 6.17 7.9 1 Close 36 4.66 4.70 4.69 4.79 65.4 2 Close 44 6.00 6.00 6.00 6.16 302.2 3 Close 45 9.00 9.00 9.00 9.36 2.0 1 Close 59 6.50 6.50 6.50 6.68 23.8 1 Close 86 8.36 8.36 8.36 8.62 36.2 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 7,373.5 52 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 15,518.4 98 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 33 deals totaled KZT9,444.6 m. including 18 (KZT4,611.0 m.) repo opening deals and 15 repo closing deals (KZT4,833.6 m.). Indicator TONIA according to trades results totaled 0.21 and increased relative to the previous trading day by 0.02. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 7 2.73 6.34 -3.61 14 7.86 3.63 +4.23 28 3.18 7.71 -4.53 ------------------------------------------------ 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: +160.8% (-KZT4,791.0), 6 participants. Second tier banks (STB): - +KZT4,593.0 m. (borrowing 7 banks); -KZT2,679.0 m. (lending 6 banks); - on the open trade market on GS (in autorepo sector) +KZT1,904.0 m., in sector of CS repo +KZT10.0 m.; - resulting balance totaled +KZT1.914.0 m. (on previous day it was equal to +KZT1.314.0 m.). [2006-03-24]