Repo on KASE: day results

/IRBIS, Yelena Korpusenko, September 28, 06/ - Today on Kazakhstan stock exchange (KASE) 332 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT77,210.2 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* 1 2.97 7.00 5.12 5.26 25,686.2 101 Open 4 5.00 6.90 5.47 5.63 404.0 5 Open 6 6.50 6.50 6.50 6.71 300.0 1 Open 7 6.95 7.80 7.11 7.37 1,271.9 14 Open* 14 3.90 11.00 7.69 8.01 589.0 6 Open 28 4.20 9.00 6.92 7.17 821.1 13 Open 29 5.00 8.00 7.78 8.07 28.1 2 Open 32 3.00 11.00 7.98 8.32 1,288.7 15 Open 36 8.00 8.00 8.00 8.29 10.9 1 Open* 90 9.00 9.00 9.00 9.31 23.0 1 Open 365 10.00 10.00 10.00 10.00 25.8 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 30,448.6 160 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 4.00 7.00 4.50 4.60 40,785.7 104 Close 3 6.50 10.01 6.77 7.01 108.4 4 Close 7 3.50 7.00 4.68 4.80 2,456.2 14 Close 10 3.13 3.13 3.13 3.18 10.0 2 Close 14 6.00 11.00 7.95 8.27 1,028.1 9 Close 17 3.08 3.08 3.08 3.13 9.0 1 Close 20 4.87 4.87 4.87 4.98 86.3 1 Close 21 3.54 4.01 4.00 4.07 41.7 2 Close 28 3.50 9.00 7.29 7.56 1,018.7 13 Close 30 3.00 9.50 3.31 3.37 210.7 2 Close 31 7.00 9.00 7.29 7.53 299.5 4 Close 37 3.00 8.00 7.69 7.97 48.9 2 Close 48 11.49 11.50 11.50 12.08 14.4 3 Close 65 2.98 2.98 2.98 3.01 150.8 1 Close 73 3.50 3.50 3.50 3.55 30.2 1 Close 90 9.00 9.00 9.00 9.31 23.5 1 Close 105 12.14 12.14 12.14 12.64 10.9 1 Close 136 2.98 2.98 2.98 3.01 1.0 1 Close 170 3.01 3.01 3.01 3.03 101.4 1 Close 177 3.01 3.01 3.01 3.03 86.2 1 Close 295 3.03 3.03 3.03 3.03 161.1 1 Close 461 2.95 2.95 2.95 2.95 11.0 1 Close 549 2.93 2.93 2.93 2.93 67.9 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 46,761.6 172 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 77,210.2 332 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 170 deals totaled KZT62,415.4 m., including 83 (KZT23,251.0 m.) repo opening deals and 87 repo closing deals (KZT39,164.4 m.). Indicator TONIA, according to trade results, totaled 4.95 and increased by 0.63 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 5.12 4.51 +0.61 7 7.11 7.60 -1.49 14 7.69 6.12 +1.57 ------------------------------------------------ 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: +23.5% (-KZT10,680.1 m.), 13 participants. Second tier banks (STB): - +KZT23,439.0 m. (borrowing, 7 banks); -KZT14,169.7 m. (lending 11 banks); - on open trade market in GS (auto repo sector) +KZT10,104.0 m.; in CS repo sector -KZT834.5 m.; - resulting balance totaled +KZT9,269.4 m. (on previous day it was equal to -KZT6,421.4 m.). [2006-09-28]