Repo on KASE: day results

/IRBIS, Natalya Kuznetsova, April 25, 06/ - Today on Kazakhstan stock exchange (KASE) 125 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT28,889.8 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 0.50 9.00 1.45 1.48 9,082.0 44 Open 3 3.48 4.50 4.32 4.42 145.2 3 Open* 7 5.75 9.00 5.99 6.17 3,181.1 8 Open 13 7.99 7.99 7.99 8.31 150.0 1 Open 14 6.99 6.99 6.99 7.23 4.7 1 Open* 28 7.00 7.00 7.00 7.23 1,000.0 4 Open 30 7.54 7.54 7.54 7.81 25.0 1 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 13,588.1 62 --------- -------- ---- ---- ------- --------- -------- -------- Close 1 0.50 9.00 1.62 1.65 9,619.5 40 Close 4 3.00 3.00 3.00 3.04 158.4 1 Close 7 1.51 6.00 5.00 5.14 3,858.8 8 Close 12 2.00 2.00 2.00 2.02 56.8 1 Close 14 5.00 5.00 5.00 5.12 40.1 1 Close 26 5.00 5.00 5.00 5.12 79.5 1 Close 27 7.00 7.00 7.00 7.23 1.2 2 Close 28 6.80 6.80 6.80 7.02 1,206.3 5 Close 56 5.53 8.61 6.39 6.57 281.2 4 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 15,301.7 63 --------- -------- ---- ---- ------- --------- -------- -------- TOTAL: 28,889.8 125 ----------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 76 deals totaled KZT17,071.6 m. including 38 (KZT7,267.0 m.) repo opening deals and 38 repo closing deals (KZT9,804.6 m.). Indicator TONIA according to trades results decreased by 0.40 relative to the last trading day and totaled 0.78. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 1.45 1.68 -0.23 3 4.32 1.80 +2.52 14 6.99 2.35 +4.64 28 7.00 6.79 +0.21 30 7.54 10.32 -2.78 ------------------------------------------------ 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: +82,5% (-KZT4,430.0 m.), 11 participants. Second tier banks (STB): - +KZT7,661.0 m. (borrowing 8 banks); -KZT7,744.1 m. (lending 8 banks); - in GS repo sector -KZT43.1 m., in CS repo sector -KZT40.0 m.; - resulting balance totaled -KZT83.1 m. (on previous day it was equal to +KZT1,402.0 m.). [2006-04-25]