Repo on KASE: day results

/IRBIS, Valeriy Khegay, May 4, 06/ - Today on Kazakhstan stock exchange (KASE) 112 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT28,500.2 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 100.0 1 Open 1 0.40 9.00 1.19 1.21 12,863.5 34 Open* 7 1.50 6.00 3.17 3.25 3,787.0 15 Open 13 5.00 5.00 5.00 5.12 1.0 1 Open 14 2.00 7.00 4.49 4.61 821.1 5 Open* 28 2.00 8.00 3.73 3.83 862.0 6 Open 29 7.00 7.00 7.00 7.23 1.4 1 Open 32 7.00 8.00 7.50 7.76 1,025.7 4 Open 33 8.99 9.00 9.00 9.37 42.2 2 Open 92 5.25 12.00 10.52 10.92 79.0 2 Open 179 11.00 11.00 11.00 11.30 714.2 2 Open 235 9.29 9.29 9.29 9.29 51.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 20,348.3 74 --------- -------- ----- ----- ------- --------- -------- -------- Close Correcting deal 100.0 1 Close 1 0.49 9.00 1.77 1.83 3,699.2 11 Close 2 3.01 6.01 4.80 4.92 321.5 2 Close 7 2.00 7.00 4.72 4.84 2,218.9 12 Close 8 5.00 5.00 5.00 5.12 54.6 1 Close 14 7.00 7.00 7.00 7.24 200.5 1 Close 28 2.09 7.50 4.59 4.72 465.6 5 Close 34 8.00 11.00 10.05 10.52 524.7 2 Close 78 10.00 10.00 10.00 10.38 356.3 1 Close 86 9.50 9.50 9.50 9.84 51.1 1 Close 128 6.55 6.55 6.55 6.66 159.4 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 8,151.9 38 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 28,500.2 112 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 59 deals totaled KZT19,165.7 m. including 46 (KZT15,215.0 m.) repo opening deals and 13 repo closing deals (KZT3,950.7 m.). Indicator TONIA according to trades results totaled 0.80 and increased by 0.23 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 1.19 1.77 -0.58 7 3.17 5.07 -1.90 14 4.49 2.00 +2.49 28 3.73 7.79 -4.06 33 9.00 7.85 +1.15 ------------------------------------------------ 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: +161.5% (-KZT7,164.0 m.), 10 participants. Second tier banks (STB): - +KZT14,338.5 m. (borrowing 7 banks); -KZT11,501.3 m. (lending 6 banks); - on GS open trades (in autorepo sector) +KZT3,821.0 m., in CS repo sector -KZT983.8 m.; - resulting balance totaled +KZT2,837.2 m. (on previous day it was equal to -KZT3,965.7 m.). [2006-05-04]