Repo on KASE: day results

/IRBIS, Yelena Korpussenko, October 19, 06/ - Today on Kazakhstan stock exchange (KASE) 327 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT89,627.6 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 4.00 10.00 6.31 6.52 42,155.5 103 Open 5 7.06 7.06 7.06 7.31 5.2 2 Open 7 6.00 9.02 7.62 7.92 2,558.9 15 Open 11 7.00 7.00 7.00 7.24 160.0 3 Open* 28 6.00 8.00 6.67 6.88 325.0 7 Open 32 7.00 9.00 8.83 9.19 19.8 3 Open 33 3.00 8.00 7.08 7.33 857.6 2 Open 61 9.51 9.51 9.51 9.88 50.0 1 Open 67 7.00 7.00 7.00 7.20 50.2 1 Open 182 2.00 9.00 4.05 4.12 18.4 2 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 46,200.7 139 --------- -------- ---- ----- ------- --------- -------- -------- Close 1 6.00 11.00 8.72 9.12 41,014.0 117 Close 3 5.00 5.00 5.00 5.13 700.3 2 Close 7 3.00 7.30 5.46 5.61 1,377.7 9 Close 9 7.00 7.00 7.00 7.24 19.2 1 Close 14 8.76 8.76 8.76 9.13 200.7 1 Close 28 8.00 8.00 8.00 8.30 42.3 1 Close 30 9.00 9.00 9.00 9.38 17.3 1 Close 59 7.00 7.00 7.00 7.21 1.0 1 Close 365 9.00 9.00 9.00 9.00 54.5 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 43,426.8 134 --------- -------- ---- ----- ------- --------- -------- -------- TOTAL: 89,627.6 273 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 205 deals totaled KZT79,299.4 m., including 96 (KZT40,644.0 m.) repo opening deals and 109 repo closing deals (KZT38,655.4 m.). Indicator TONIA, according to trade results, totaled 6.22 and decreased by 2.51 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 6.31 8.72 +0.06 5 7.06 7.85 0 28 6.67 7.60 -1.99 ------------------------------------------------ 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: +117.4% (-KZT12,256.1 m.), 12 participants. Second tier banks (STB): - +KZT41,877.2 m. (borrowing, 8 banks); -KZT25,901.0 m. (lending 11 banks); - on open trade market in GS (auto repo sector) +KZT15,927.0 m.; in CS repo sector +KZT49.1; - resulting balance totaled +KZT15,976.2 m. (on previous day it was equal to +KZT13,514.7 m.). [2006-10-19]