Repo on KASE: day results

/IRBIS, Aslan Dzhuasov, March 29, 06/ - Today on Kazakhstan stock exchange (KASE) 103 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT27,852.2 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 0.05 9.00 0.76 0.79 8,517.4 31 Open* 28 6.50 6.50 6.50 6.70 710.0 2 Open 30 3.24 7.50 7.09 7.33 7,459.1 16 Open 31 6.50 6.50 6.50 6.69 99.7 1 Open 33 7.00 7.00 7.00 7.23 0.6 1 Open 92 7.00 7.00 7.00 7.16 0.6 1 Open 184 15.00 15.00 15.00 15.00 90.0 1 Open 187 10.00 10.00 10.00 10.00 42.0 1 Open 365 8.50 8.50 8.50 8.50 35.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 16,954.4 55 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.10 9.00 2.11 2.20 2,182.1 15 Close 9 14.00 14.00 14.00 15.00 34.3 1 Close 12 1.52 3.04 2.28 2.31 58.0 2 Close 13 1.40 2.95 2.18 2.20 4.0 2 Close 14 1.50 3.00 1.65 1.66 264.2 5 Close 27 6.50 6.50 6.50 6.70 40.2 1 Close 28 2.30 8.00 4.14 4.24 322.4 6 Close 30 6.50 8.00 7.30 7.55 7,434.7 12 Close 33 7.00 10.01 8.78 9.15 37.0 2 Close 42 10.00 10.00 10.00 10.45 506.8 1 Close 93 10.16 10.16 10.16 10.51 21.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 10,904.8 48 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 27,859.2 103 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 42 deals totaled KZT9,919.4 m. including 25 (KZT7,846.0 m.) repo opening deals and 17 repo closing deals (KZT2,073.4 m.). Indicator TONIA according to trades results totaled 0.19 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 0,76 2,10 -1,34 28 6,50 6,80 -0,30 30 7,09 5,56 +1,53 31 6,50 9,03 -2,53 ------------------------------------------------ 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: +361.5% (-KZT5,039.1), 4 participants. Second tier banks (STB): - +KZT7,762.8 m. (borrowing 7 banks); -KZT11,262.3 m. (lending 6 banks); - on the open trade market on GS (in autorepo sector) +KZT3,075.1 m., in sector of CS repo -KZT424.4 m.; - resulting balance totaled -KZT3,499.5 m. (on previous day it was equal to +KZT941.3 m.). [2006-03-29]