Repo on KASE: day results

/IRBIS, Natalya Horoshevskaya, April 17, 06/ - Today on Kazakhstan stock exchange (KASE) 126 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT57,476.8 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 0.54 0.55 28,262.0 36 Open* 3 5.00 5.00 5.00 5.13 12.0 1 Open 4 1.82 1.82 1.82 1.84 0.3 1 Open 7 1.50 6.01 2.56 2.60 797.8 4 Open 15 4.04 6.00 4.16 4.24 172.5 2 Open 16 5.00 5.00 5.00 5.12 1.6 1 Open 30 6.98 14.00 9.98 10.45 648.9 8 Open 45 7.50 7.50 7.50 7.75 4.3 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 29,899.4 54 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 0.10 12.00 0.75 0.75 20,655.5 45 Close 4 1.00 6.00 1.48 1.50 387.2 6 Close 5 1.00 1.20 1.01 1.02 5,290.7 5 Close 7 1.80 9.00 6.29 6.55 783.0 4 Close 11 3.64 3.64 3.64 3.71 100.1 1 Close 14 1.90 1.90 1.90 1.92 90.1 1 Close 28 6.50 6.50 6.50 6.70 100.5 2 Close 32 9.00 10.02 9.58 10.00 23.2 2 Close 33 10.00 10.00 10.00 10.47 20.2 2 Close 35 7.86 7.86 7.86 8.14 14.1 1 Close 91 8.22 8.22 8.22 8.47 6.1 1 Close 110 8.03 8.03 8.03 8.25 3.6 1 Close 115 6.07 6.07 6.07 6.20 103.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 27,577.3 72 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 57,476.8 126 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 81 deals totaled KZT53,895.1 m. including 34 (KZT27,564.0 m.) repo opening deals and 47 repo closing deals (KZT26,331.1 m.). Indicator TONIA according to trades results decreased by 0.04 relative to the last trading day and totaled 0.35. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 4 1.82 6.03 -4.21 7 2.56 3.19 -0.63 --------------------------------------------- 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: +40.5% (-KZT16,922.0 m.), 9 participants. Second tier banks (STB): - +KZT27,581.0 m. (borrowing 7 banks); -KZT12,450.5 m. (lending 4 banks); - on open trade market on GS (in autorepo sector) +KZT15,893.0 m., in CS repo sector - KZT762.5 m.; - resulting balance totaled +KZT15,130.5 m. (on previous day it was equal to +KZT11,431.5 m.). [2006-04-17]