Repo on KASE: day results

/IRBIS, Zaure Yessimova, April 28, 06/ - Today on Kazakhstan stock exchange (KASE) 198 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT49,479.4 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 135.5 1 Open* 4 0.50 9.00 1.32 1.34 19,146.8 46 Open 5 4.34 4.34 4.34 4.43 172.6 1 Open 7 1.00 12.00 6.24 6.50 1,373.4 10 Open 8 11.02 11.02 11.02 11.63 10.0 1 Open 14 5.65 7.00 6.68 6.90 692.6 6 Open 18 13.61 13.61 13.61 14.53 417.9 1 Open 24 8.00 8.00 8.00 8.31 74.0 1 Open 27 7.00 7.00 7.00 7.23 90.0 1 Open 28 5.00 7.40 5.98 6.15 404.0 4 Open 31 7.00 12.01 7.34 7.59 7,275.2 32 Open 90 8.30 8.30 8.30 8.56 554.0 2 Open 91 10.00 10.00 10.00 10.38 50.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 30,396.1 107 --------- -------- ----- ----- ------- --------- -------- -------- Close correcting deal 135.5 1 Close 1 0.70 9.00 2.04 2.09 9,219.5 34 Close 3 3.48 4.50 4.32 4.42 145.3 3 Close 4 4.13 6.00 4.18 4.27 103.0 2 Close 7 1.70 15.00 6.36 6.59 771.6 6 Close 8 5.84 5.84 5.84 6.01 1.2 1 Close 9 2.00 2.00 2.00 2.02 286.1 1 Close 21 9.00 9.00 9.00 9.39 502.6 2 Close 22 6.51 6.51 6.51 6.71 104.8 1 Close 23 3.50 5.34 3.99 4.07 188.5 2 Close 28 9.00 9.50 9.29 9.70 17.3 2 Close 29 9.00 12.00 11.71 12.36 102.6 2 Close 30 7.00 7.50 7.28 7.53 7,085.3 11 Close 31 8.00 10.01 9.56 9.99 184.0 13 Close 32 5.00 10.01 9.28 9.69 9.9 2 Close 50 14.17 14.17 14.17 15.07 7.4 1 Close 53 10.60 10.60 10.60 11.07 57.1 2 Close 59 8.53 8.53 8.53 8.84 45.7 1 Close 120 10.00 10.00 10.00 10.34 72.3 1 Close 212 8.35 8.35 8.35 8.35 41.9 1 Close 396 12.52 12.53 12.52 12.52 1.8 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 19,083.3 91 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 49,479.4 198 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 64 deals totaled KZT24,813.2 m. including 36 (KZT17,510.0 m.) repo opening deals and 28 repo closing deals (KZT7,303.2 m.). Indicator TONIA according to trades results did not change 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 -------------- ----------- ------------ ----- 5 4.34 1.50 +2.84 7 6.24 4.53 +1.71 8 11.02 6.33 +4.69 14 6.68 2.83 +3.85 28 5.98 6.30 -0.32 --------------------------------------------- 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: +437.5% (-KZT15,846.0 m.), 13 participants. Second tier banks (STB): - +KZT18,059.0 m. (borrowing 10 banks); -KZT12,787.2 m. (lending 7 banks); - in GS repo sector the net-position was zero (gross - KZT400.0 m.),on the GS open trades (in autorepo sector) +KZT6,550.9 m., in CS repo sector - KZT1,279.1 m.; - resulting balance totaled +KZT5,271.8 m. (on previous day it was equal to -KZT9,470.1 m.). [2006-04-28]