Repo on KASE: day results

/IRBIS, Zaure Yessimova, April 21, 06/ - Today on Kazakhstan stock exchange (KASE) 166 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT60,209.1 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 3 1.00 10.00 2.66 2.71 13,668.4 55 Open 7 1.70 15.00 6.41 6.62 1,673.7 10 Open 10 8.00 8.00 8.00 8.32 1,288.6 4 Open 14 2.35 6.50 3.47 3.54 372.0 3 Open 28 3.24 9.00 6.54 6.76 1,370.2 9 Open 31 3.14 9.50 3.40 3.46 425.4 4 Open 91 5.00 5.00 5.00 5.09 0.8 1 Open 126 8.00 8.00 8.00 8.16 559.0 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 19,358.1 87 --------- -------- ---- ----- ------- --------- -------- -------- Close 1 0.60 9.00 1.35 1.37 34,397.3 58 Close 2 1.70 1.70 1.70 1.71 2,000.2 1 Close 3 1.00 1.00 1.00 1.00 500.0 1 Close 7 1.70 6.00 3.19 3.26 580.4 4 Close 14 6.50 8.00 7.88 8.19 1,303.9 3 Close 16 7.00 7.00 7.00 7.24 1.5 1 Close 28 2.35 9.00 3.24 3.32 585.5 3 Close 31 9.50 9.50 9.50 9.92 17.3 1 Close 36 2.79 2.79 2.79 2.83 123.9 1 Close 57 4.99 4.99 4.99 5.10 92.9 1 Close 58 4.99 4.99 4.99 5.10 200.8 1 Close 130 3.02 3.02 3.02 3.04 51.4 1 Close 177 3.26 3.26 3.26 3.28 407.7 2 Close 239 8.00 8.00 8.00 8.00 588.3 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 40,851.0 79 --------- -------- ---- ----- ------- --------- -------- -------- TOTAL: 60,209.1 166 ----------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 104 deals totaled KZT48,545.3 m. including 49 (KZT12,827.0 m.) repo opening deals and 55 repo closing deals (KZT35,718.3 m.). Indicator TONIA according to trades results increased by 1.17 relative to the last trading day and totaled 2.37. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 7 6.41 3.58 +2.83 14 3.47 6.80 -3.33 28 6.54 7.84 -1.30 --------------------------------------------- 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: -63.8% (-KZT4,960.0 m.), 11 participants. Second tier banks (STB): - +KZT12,495.7 m. (borrowing 9 banks); -KZT12,134.2 m. (lending 12 banks); - in GS repo sector +KZT2 598,0 m., in CS repo sector -KZT2,236.5 m.; - resulting balance totaled +KZT361.5 m. (on previous day it was equal to +KZT13,438.1 m.). [2006-04-21]