Repo on KASE: day results

/IRBIS, Aslan Juassov, April 5, 06/ - Today on Kazakhstan stock exchange (KASE) 88 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT25,893.1 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 6.00 1.71 1.76 11,922.1 34 Open 7 1.50 5.50 1.93 1.95 351.0 3 Open 14 6.38 7.00 6.62 6.84 41.0 3 Open 22 7.00 7.00 7.00 7.24 138.0 3 Open* 23 3.50 3.50 3.50 3.56 138.0 1 Open 28 7.00 7.00 7.00 7.23 28.0 1 Open 30 4.99 9.00 7.99 8.30 14.5 5 Open 54 8.00 8.00 8.00 8.27 16.0 1 Open 61 5.00 8.00 6.12 6.27 2,110.3 7 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 14,758.9 58 --------- -------- ---- ---- ------- --------- -------- -------- Close 1 0.10 7.23 2.11 2.17 8,949.9 23 Close 2 0.43 0.43 0.43 0.43 1,350.0 2 Close 8 6.50 6.50 6.50 6.71 16.0 1 Close 30 8.00 8.00 8.00 8.30 302.0 1 Close 184 6.05 6.05 6.05 6.05 516.2 3 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 11,134.2 30 --------- -------- ---- ---- ------- --------- -------- -------- TOTAL: 25,893.1 88 ----------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 42 deals totaled KZT16,356.1 m. including 26 (KZT9,144.0 m.) repo opening deals and 16 repo closing deals (KZT7,212.1 m.). Indicator TONIA according to trades results totaled 0.23 and increased relative to the previous trading day by 0.11. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 1.71 2.11 -0.40 7 1.93 1.09 +0.84 14 6.62 1.70 +4.92 28 7.00 8.84 -1.84 30 7.99 3.06 +4.93 ------------------------------------------------ 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: +0,12% (KZT-6 875,0 m.), 7 participants. Second tier banks (STB): - +KZT8,806.0 m. (borrowing 8 banks); -KZT5,620.7 m. (lending 7 banks); - in the sector of nego deals on GS -KZT138.0 m., on open trade market on GS (in autorepo sector) +KZT3,440.9 m., in sector of CS repo -KZT117.6 m.; - resulting balance totaled +KZT3,185.3 m. (on previous day it was equal to +KZT2,173.6 m.). [2006-04-05]