Repo on KASE: day results

/IRBIS, Natalya Khoroshevskaya, April 4, 06/ - Today on Kazakhstan stock exchange (KASE) 71 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT20,488.6 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 7.23 2.11 2.17 8,949.4 23 Open* 7 1.00 1.50 1.09 1.09 1,700.0 4 Open 8 6.50 6.50 6.50 6.71 3.4 1 Open* 14 1.70 1.70 1.70 1.71 500.0 2 Open 24 6.08 6.08 6.08 6.26 9.7 1 Open* 28 6.35 9.20 8.84 9.22 286.0 2 Open 30 2.92 3.50 3.06 3.10 3,587.6 5 Open 58 9.57 9.57 9.57 9.95 4.0 5 Open 62 9.80 9.80 9.80 10.19 16.5 3 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 15,056.7 46 --------- -------- ---- ---- ------- --------- -------- -------- Close 1 0.20 6.00 4.33 4.46 4,200.6 14 Close 7 4.00 4.00 4.00 4.08 500.4 1 Close 14 4.17 8.10 7.13 7.39 13.3 2 Close 18 5.07 5.07 5.07 5.19 3.0 1 Close 26 5.01 5.01 5.01 5.13 401.4 2 Close 28 6.30 9.50 8.77 9.14 306.0 4 Close 211 3.02 3.02 3.02 3.02 7.1 1 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 5,431.9 25 --------- -------- ---- ---- ------- --------- -------- -------- TOTAL: 20,488.6 71 ----------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 28 deals totaled KZT9,285.0 m. including 20 (KZT8,062.0 m.) repo opening deals and 8 repo closing deals (KZT1,223.0 m.). Indicator TONIA according to trades results totaled 0.12 and decreased relative to the previous trading day by 0.15. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 2.11 4.33 -2.22 7 1.09 3.01 -1.92 14 1.70 5.23 -3.53 28 8.84 2.37 +6.47 30 3.06 6.88 -3.82 ------------------------------------------------ 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: +110.0% (-KZT6,903.0 m.), 10 participants. Second tier banks (STB): - +KZT6,960.0 m. (borrowing 6 banks); -KZT1,809.3 m. (lending 4 banks); - on open trade market on GS (in autorepo sector) KZT5,675.0 m., in sector of CS repo -KZT614.3 m.; - resulting balance totaled KZT5,150.7 m. (on previous day it was equal to -KZT5,802.4 m.). [2006-04-04]