Repo on KASE: day results

/IRBIS, Aslan Juassov, May 3, 06/ - Today on Kazakhstan stock exchange (KASE) 108 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT30,385.3 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 0.49 9.00 1.77 1.83 3,699.0 11 Open 3 4.63 4.63 4.63 4.74 16.8 1 Open* 7 1.30 7.00 5.07 5.23 3,008.3 12 Open* 14 2.00 2.00 2.00 2.02 500.0 1 Open 28 7.50 12.00 7.79 8.08 469.0 4 Open 30 7.00 9.01 7.10 7.33 5,411.8 14 Open 31 4.00 4.00 4.00 4.07 105.7 1 Open 33 7.80 7.90 7.85 8.14 39.1 2 Open 34 9.00 9.00 9.00 9.37 105.4 2 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 13,355.0 48 --------- -------- ---- ----- ------- --------- -------- -------- Close 1 0.30 9.00 1.58 1.61 9,057.7 31 Close 5 0.74 4.34 2.96 3.02 545.4 4 Close 7 1.80 5.00 3.84 3.93 725.6 6 Close 12 8.00 8.00 8.00 8.32 890.3 3 Close 14 7.80 7.80 7.80 8.10 19.1 1 Close 26 9.00 9.00 9.00 9.38 6.8 1 Close 27 6.00 9.00 6.05 6.22 209.8 2 Close 28 7.50 7.50 7.50 7.77 352.0 1 Close 30 7.00 7.70 7.01 7.24 5,212.3 10 Close 61 5.25 5.25 5.25 5.36 11.4 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 17,030.3 60 --------- -------- ---- ----- ------- --------- -------- -------- TOTAL: 30,385.3 108 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 40 deals totaled KZT12,469.3 m. including 13 (KZT4,340.0 m.) repo opening deals and 27 repo closing deals (KZT8,129.3 m.). Indicator TONIA according to trades results totaled 0.57 and decreased by 0.26 relative to the previous trading day. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 1.77 1.69 +0.08 14 2.00 4.90 -2.90 28 7.79 5.43 +2.36 30 7.10 6.57 +0.53 31 4.00 9.00 -5.00 ------------------------------------------------ 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: -52.0% (-KZT3,769.0 m.), 6 participants. Second tier banks (STB): - +KZT3,700.0 m. (borrowing 4 banks); -KZT7,665.7 m. (lending 5 banks); - in GS repo sector +KZT100.0 m.,on the GS open trades (in autorepo sector) -KZT3,479.3 m., in CS repo sector -KZT486.4 m.; - resulting balance totaled -KZT3,965.7 m. (on previous day it was equal to -KZT808.0 m.). [2006-05-03]