Repo on KASE: day results

/IRBIS, Natalya Horoshevskaya, April 24, 06/ - Today on Kazakhstan stock exchange (KASE) 173 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT29,490.7 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 0.50 9.00 1.68 1.71 10,019.0 43 Open* 3 1.80 1.80 1.80 1.82 90.0 1 Open 4 6.00 6.00 6.00 6.18 2.9 1 Open 8 1.50 6.00 1.86 1.89 1,496.0 8 Open* 14 2.35 2.35 2.35 2.38 100.0 1 Open 16 5.00 6.99 6.86 7.09 16.0 2 Open 17 5.00 5.00 5.00 5.12 0.3 1 Open 28 2.50 8.00 6.79 7.02 703.0 10 Open 30 2.50 11.00 10.32 10.83 338.0 11 Open 31 7.00 7.00 7.00 7.23 50.1 1 Open 78 8.00 8.00 8.00 8.24 48.4 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 12,863.8 80 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 1.00 10.00 2.65 2.70 13,513.0 54 Close 4 4.22 4.22 4.22 4.31 25.9 1 Close 6 3.42 3.42 3.42 3.48 100.1 1 Close 7 1.50 6.01 2.56 2.60 798.2 4 Close 10 2.02 6.03 2.26 2.29 269.5 2 Close 12 4.56 4.56 4.56 4.66 100.2 1 Close 13 5.01 8.00 5.76 5.93 193.0 2 Close 14 5.00 6.50 6.41 6.61 213.0 2 Close 17 5.00 5.00 5.00 5.12 7.0 1 Close 21 6.50 6.50 6.50 6.70 92.4 1 Close 24 7.01 7.06 7.02 7.26 9.5 2 Close 25 1.00 1.00 1.00 1.01 86.5 1 Close 27 6.01 6.01 6.01 6.18 6.5 1 Close 28 8.00 8.00 8.00 8.30 301.8 6 Close 31 7.00 11.01 10.77 11.32 471.6 7 Close 32 10.00 10.00 10.00 10.47 10.1 1 Close 49 4.01 4.01 4.01 4.08 281.5 1 Close 54 6.02 6.62 6.31 6.48 41.8 2 Close 63 5.69 5.69 5.69 5.82 58.3 1 Close 84 8.06 8.06 8.06 8.31 20.4 1 Close 108 8.54 8.54 8.54 8.78 26.7 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 16,626.9 93 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 29,490.7 173 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 92 deals totaled KZT23,743.6 m. including 44 (KZT10,616.0 m.) repo opening deals and 48 repo closing deals (KZT13,127.6 m.). Indicator TONIA according to trades results decreased by 1.18 relative to the last trading day and totaled 1.19. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 14 2.35 3.47 -1.12 28 6.79 6.54 +0.25 ------------------------------------------------ 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: -26.2% (-KZT3,336.0 m.), 9 participants. Second tier banks (STB): - +KZT9,982.0 m. (borrowing 11 banks); -KZT8,438.0 m. (lending 6 banks); - in GS repo sector +KZT1,584.0 m., in CS repo sector -KZT40.0 m.; - resulting balance totaled +KZT1,544.0 m. (on previous day it was equal to +KZT361.5 m.). [2006-04-24]