Repo on KASE: day results

/IRBIS, Yelena Korpusenko, April 27, 06/ - Today on Kazakhstan stock exchange (KASE) 176 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT57,833.2 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 correcting deal 200.0 1 Open* 1 0.70 9.00 1.71 1.75 8,587.3 32 Open* 5 1.00 2.00 1.50 1.51 9,492.3 6 Open 6 6.49 6.50 6.49 6.70 631.6 2 Open* 7 2.00 7.00 4.53 4.65 2,647.6 13 Open 8 3.00 8.51 6.33 6.57 530.3 4 Open 13 2.53 4.21 3.87 3.95 12.5 3 Open* 14 2.70 5.00 2.83 2.87 53.7 7 Open 28 3.59 7.00 6.30 6.50 880.0 5 Open 29 7.00 7.00 7.00 7.23 3.8 1 Open 30 12.00 12.00 12.00 12.68 2.0 1 Open 32 6.00 8.00 6.59 6.79 18,306.4 25 Open 54 7.23 7.23 7.23 7.45 44.6 1 Open 237 9.00 9.00 9.00 9.00 84.9 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 41,477.0 102 --------- -------- ----- ----- ------- --------- -------- -------- Close correcting deal 200.0 1 Close 1 0.50 9.00 1.71 1.76 10,202.6 39 Close 3 1.80 5.00 3.48 3.56 190.1 2 Close 6 8.00 8.00 8.00 8.32 401.2 1 Close 7 1.60 7.00 3.62 3.70 2,941.3 10 Close 8 2.00 2.00 2.00 2.02 241.1 1 Close 14 6.00 7.00 6.26 6.45 94.0 2 Close 21 2.80 8.00 5.35 5.52 373.7 9 Close 22 7.00 7.00 7.00 7.24 138.5 3 Close 24 5.02 6.50 6.02 6.19 937.9 3 Close 30 7.00 7.00 7.00 7.23 616.5 1 Close 31 5.00 5.00 5.00 5.12 1.0 1 Close 86 8.25 8.25 8.25 8.51 18.4 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 16,356.2 74 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 57,833.2 176 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 65 deals totaled KZT22,236.5 m. including 33 (KZT12,780.0 m.) repo opening deals and 32 repo closing deals (KZT9,456.5 m.). Indicator TONIA according to trades results increased by 0.19 relative to the last trading day and totaled 0.97. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 1.71 9.00 -7.29 6 6.49 4.50 +1.99 7 4.53 3.89 +0.64 14 2.83 6.10 -3.27 28 6.30 4.13 +2.17 30 12.00 6.97 +5.03 ------------------------------------------------ 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: +53.1% (-KZT5,543.1 m.), 9 participants. Second tier banks (STB): - +KZT16,122.3 m. (borrowing 6 banks); -KZT25,582.3 m. (lending 10 banks); - in GS repo sector the net-position was zero (gross - KZT9,492.6 m.),on the GS open trades (in autorepo sector) -KZT8,760.1 m., in CS repo sector -KZT710.0 m.; - resulting balance totaled -KZT9,470.1 m. (on previous day it was equal to +KZT2,138.7 m.). [2006-04-27]