Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, October 4, 06/ - Today on Kazakhstan stock exchange (KASE) 253 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT83,529.8 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 1.50 7.00 2.82 2.87 26,803.1 65 Open 2 2.00 5.00 2.62 2.66 1,913.0 5 Open* 5 7.00 8.00 7.96 8.28 2,383.0 8 Open 7 3.02 8.10 7.07 7.33 5,808.7 17 Open 8 10.00 10.00 10.00 10.50 46.3 1 Open 14 11.23 11.23 11.23 11.85 14.8 1 Open 26 7.50 7.50 7.50 7.76 51.0 2 Open* 28 4.00 7.00 5.24 5.38 604.0 2 Open 30 7.00 10.33 7.08 7.32 2,068.3 8 Open 33 7.00 9.00 8.94 9.32 110.4 4 Open 90 7.00 10.00 7.10 7.29 1,550.0 7 Open 182 9.00 10.00 9.98 10.23 380.3 5 Open 365 11.00 11.00 11.00 11.00 30.0 1 --------- -------- ------ ------ ------- --------- -------- -------- Subtotal: 41,763.0 126 --------- -------- ------ ------ ------- --------- -------- -------- Close 1 3.50 9.50 4.20 4.29 25,919.1 95 Close 6 6.50 6.50 6.50 6.71 300.3 1 Close 7 6.00 8.00 7.60 7.89 5,305.9 10 Close 8 8.97 8.97 8.97 9.38 18.0 1 Close 19 5.82 5.82 5.82 5.98 69.7 2 Close 22 10.00 10.00 10.00 10.48 49.3 1 Close 23 11.00 11.00 11.00 11.58 7,652.7 1 Close 28 8.10 8.10 8.10 8.41 100.6 1 Close 30 6.50 9.00 7.03 7.26 2,054.0 6 Close 33 120.60 380.34 198.41 905.45 134.6 2 Close 40 10.00 20.00 10.45 10.98 23.3 2 Close 41 8.79 8.79 8.79 9.14 14.2 1 Close 56 3.17 3.17 3.17 3.21 2.2 1 Close 61 86.05 86.05 86.05 121.21 10.1 1 Close 111 11.63 11.63 11.63 12.08 14.8 1 Close 187 9.00 9.00 9.00 9.00 97.3 1 --------- -------- ------ ------ ------- --------- -------- -------- Subtotal: 41,766.0 127 --------- -------- ------ ------ ------- --------- -------- -------- TOTAL: 83,529.0 253 -------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 206 deals totaled KZT72,791.9 m., including 101 (KZT40,192.6 m.) repo opening deals and 105 repo closing deals (KZT32,598.3 m.). Indicator TONIA, according to trade results, totaled 2.57 and decreased by 1.40 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 2.87 4.20 -1.37 7 7.33 12.18 -4.85 8 10.50 6.00 +4.50 14 11.85 7.58 +4.27 28 5.38 7.28 -1.90 30 7.32 7.80 -0.48 182 10.23 10.00 +0.23 --------------------------------------------- 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: +70.9% (-KZT6,320.1 m.), 6 participants. Second tier banks (STB): - +KZT27,831.0 m. (borrowing, 8 banks); -KZT28,545.7 m. (lending 7 banks); - on open trade market in GS (auto repo sector) -KZT514.3 m.; in CS repo sector -KZT200.5 m.; - resulting balance totaled -KZT714.7 m. (on previous day it was equal to +KZT4,609.1 m.). [2006-10-04]