Repo on KASE: day results

/IRBIS, Aslan Juassov, April 27, 06/ - On April 26 on Kazakhstan stock exchange (KASE) 128 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT24,242.3 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 1.58 1.62 9,939.0 36 Open 6 4.50 4.50 4.50 4.60 133.5 2 Open 7 1.80 6.00 3.89 3.97 712.2 6 Open 14 6.00 7.58 6.10 6.28 256.5 4 Open 19 13.93 13.93 13.93 14.89 50.2 1 Open* 28 2.50 6.85 4.13 4.23 480.0 2 Open 30 3.00 14.00 6.97 7.23 842.9 9 Open 33 5.00 5.00 5.00 5.12 196.9 1 Open 91 8.50 8.50 8.50 8.77 0.7 1 Open* 238 8.94 8.94 8.94 8.94 129.5 1 Open 244 10.00 10.00 10.00 10.00 125.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 12,866.5 64 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.50 9.00 1.45 1.48 9,087.1 45 Close 2 2.01 6.00 2.07 2.09 203.0 2 Close 7 3.00 3.72 3.16 3.21 22.4 2 Close 8 9.00 9.00 9.00 9.41 129.5 1 Close 9 1.62 1.62 1.62 1.64 0.3 1 Close 12 14.00 14.00 14.00 14.99 50.2 1 Close 14 2.00 4.80 4.00 4.09 701.1 3 Close 15 3.54 3.54 3.54 3.60 20.5 1 Close 21 6.38 6.67 6.40 6.59 26.1 2 Close 22 5.99 5.99 5.99 6.16 9.8 1 Close 23 5.02 5.02 5.02 5.14 396.0 2 Close 28 6.50 6.50 6.50 6.70 713.5 2 Close 65 6.91 6.91 6.91 7.11 16.2 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 11,375.8 64 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 24,242.3 128 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 70 deals totaled KZT16,289.3 m. including 30 (KZT8,822.0 m.) repo opening deals and 40 repo closing deals (KZT7,467.3 m.). Indicator TONIA according to trades results decreased by 0.08 relative to the last trading day and totaled 0.70. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 1.58 1.45 +0.13 7 3.70 5.99 -2.29 14 6.10 6.99 -0.89 28 4.13 7.00 -2.87 30 6.97 7.54 -0.57 ------------------------------------------------ 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: +23.3% (-KZT4,858.1 m.), 10 participants. Second tier banks (STB): - +KZT8,249.0 m. (borrowing 9 banks); -KZT6,110.0 m. (lending 8 banks); - in GS repo sector +KZT2,358.0 m., in CS repo sector -KZT219.3 m.; - resulting balance totaled KZT2,138.7 m. (on previous day it was equal to -KZT83.1 m.). [2006-04-27]