Repo on KASE: day results

/IRBIS, Aslan Dzhuasov, March 28, 06/ - Today on Kazakhstan stock exchange (KASE) 95 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT16,197.9 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 9.00 2.10 2.20 2,182.0 15 Open 6 4.51 4.51 4.51 4.61 23.1 1 Open* 7 4.00 6.01 4.14 4.22 536.2 3 Open 8 6.50 6.50 6.50 6.71 16.0 1 Open* 28 6.80 6.80 6.80 7.02 1,200.0 5 Open* 30 3.50 7.00 5.56 5.72 1,040.5 3 Open 31 3.00 11.52 9.03 9.43 209.5 18 Open 36 8.00 8.00 8.00 8.29 22.2 2 Open 65 9.60 9.60 9.60 9.98 62.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 5,291.5 49 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.10 0.19 0.11 0.11 8,487.0 16 Close 4 2.00 2.20 2.10 2.12 579.1 3 Close 7 9.00 9.00 9.00 9.41 481.8 2 Close 14 6.50 6.50 6.50 6.71 242.6 1 Close 21 6.50 6.50 6.50 6.70 66.2 1 Close 28 2.00 10.01 5.44 5.63 660.3 17 Close 78 7.50 7.50 7.50 7.72 50.8 1 Close 151 3.19 3.19 3.19 3.22 332.5 2 Close 214 12.07 12.07 12.07 12.07 1.6 1 Close 365 12.49 12.49 12.49 12.49 4.4 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 10,906.5 46 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 16,197.9 95 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 30 deals totaled KZT10,481.5 m. including 12 (KZT1,699.0 m.) repo opening deals and 18 repo closing deals (KZT8,782.5 m.). Indicator TONIA according to trades results totaled 0.15 and increased relative to the previous trading day by 0.04. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 2.10 0.11 +1.99 7 4.14 4.02 +0.12 28 6.80 8.00 -1.20 31 9.03 5.00 +4.03 ------------------------------------------------ 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: -76.9% (-KZT1,877.0), 5 participants. Second tier banks (STB): - +KZT2,197.3 m. (borrowing 6 banks); -KZT1,256.0 m. (lending 3 banks); - on the open trade market on GS (in autorepo sector) +KZT1,385.0 m., in sector of CS repo -KZT443.7 m.; - resulting balance totaled +KZT941.3 m. (on previous day it was equal to +KZT7.029.9 m.). [2006-03-28]