Repo on KASE: day results

/IRBIS, Zaure Yessimova, October 9, 06/ - Today on Kazakhstan stock exchange (KASE) 389 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT129,486.6 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 3.48 9.00 5.89 6.07 50,235.5 125 Open 2 4.51 7.00 6.72 6.95 567.7 3 Open 3 6.50 7.00 6.56 6.77 2,700.0 4 Open 7 4.00 7.70 4.76 4.88 5,369.9 22 Open 14 7.40 7.40 7.40 7.67 109.0 1 Open 22 7.20 7.20 7.20 7.45 100.1 1 Open 28 6.00 10.01 6.72 6.94 945.0 18 Open* 30 7.00 7.00 7.00 7.23 1,213.0 2 Open 31 3.00 7.99 4.52 4.64 2.6 5 Open 60 3.00 3.00 3.00 3.04 0.3 1 Open* 78 10.00 10.00 10.00 10.38 228.8 1 Open 88 8.00 9.00 8.58 8.86 130.0 2 Open 92 9.00 9.00 9.00 9.27 7.0 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 61,609.0 186 --------- -------- ----- ----- ------- --------- --------- -------- Close 3 1.50 8.90 4.52 4.65 56,302.7 118 Close 4 3.65 7.03 6.03 6.22 2,053.6 13 Close 5 7.00 8.00 7.96 8.28 2,385.6 8 Close 6 10.00 10.00 10.00 10.51 39.6 2 Close 7 4.50 10.01 6.83 7.08 2,773.2 32 Close 10 7.50 7.50 7.50 7.78 80.2 1 Close 13 6.00 6.00 6.00 6.18 30.9 1 Close 14 4.80 7.53 5.51 5.66 386.3 3 Close 18 3.50 3.50 3.50 3.56 688.4 3 Close 19 3.50 3.50 3.50 3.56 458.9 2 Close 20 5.00 5.00 5.00 5.12 100.3 1 Close 21 3.50 3.50 3.50 3.56 572.6 3 Close 28 5.50 8.00 6.16 6.34 190.9 3 Close 31 6.46 7.06 6.96 7.19 1,468.5 6 Close 32 6.00 8.00 6.49 6.69 21.3 2 Close 63 8.01 8.01 8.01 8.27 2.9 2 Close 102 7.00 7.00 7.00 7.16 102.0 1 Close 151 3.52 3.52 3.52 3.55 218.2 1 Close 185 9.44 9.44 9.44 9.44 1.5 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 67,877.5 203 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 129,486.6 389 ------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 248 deals totaled KZT107,700.7 m., including 131 (KZT52,705.0 m.) repo opening deals and 117 repo closing deals (KZT54,995.7 m.). Indicator TONIA, according to trade results, totaled 5.85 and increased by 1.56 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 -------------- ----------- ------------ ----- 3 6.56 4.52 +2.04 7 4.76 5.01 -0.25 28 6.72 6.43 +0.29 31 4.52 5.68 -1.16 --------------------------------------------- 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: +24.35% (-KZT11,996.1 m.), 9 participants. Second tier banks (STB): - +KZT54,636.8 m. (borrowing, 10 banks); -KZT42,852.1 m. (lending 9 banks); - on open trade market in GS (auto repo sector) +KZT11,718.0 m.; in CS repo sector +KZT66.8 m.; - resulting balance totaled +KZT11,784.8 m. (on previous day it was equal to +KZT11,418.3 m.). [2006-10-09]