Repo on KASE: day results

/IRBIS, Zaure Yessimova, October 23, 06/ - Today on Kazakhstan stock exchange (KASE) 225 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT83,579.6 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 0.45 7.00 2.48 2.53 18,550.1 66 Open 3 2.01 2.01 2.01 2.03 0.4 1 Open 4 6.00 6.39 6.34 6.55 98.8 5 Open 7 4.00 6.50 5.68 5.84 3,729.0 15 Open 14 7.50 8.08 7.59 7.87 235.0 3 Open 28 6.00 6.00 6.00 6.17 94.0 1 Open 30 4.01 10.00 9.00 9.41 78.0 2 Open 31 9.00 9.00 9.00 9.38 82.6 2 Open 91 10.00 10.00 10.00 10.38 100.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 22,967.9 96 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 0.50 8.50 3.35 3.42 43,719.9 80 Close 5 7.50 8.00 7.85 8.17 1,701.8 3 Close 6 6.00 6.00 6.00 6.18 10.0 1 Close 7 5.50 6.00 5.81 5.98 4,253.2 11 Close 10 5.02 5.02 5.02 5.14 25.6 1 Close 14 7.00 7.40 7.21 7.46 209.6 2 Close 24 7.50 7.50 7.50 7.77 201.0 1 Close 28 6.00 7.53 6.86 7.08 148.6 2 Close 32 9.00 9.00 9.00 9.38 82.6 2 Close 63 7.00 7.00 7.00 7.20 0.9 1 Close 90 0.00 8.00 7.59 7.82 9,944.4 22 Close 119 7.00 7.00 7.00 7.16 205.5 1 Close 366 4.00 4.00 4.00 4.00 52.0 1 Close 368 5.00 5.00 5.00 5.00 56.5 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 60,611.7 129 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 83,579.6 225 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 140 deals totaled KZT60,718.2 m.. including 62 (KZT16,763.0 m.) repo opening deals and 78 repo closing deals (KZT43,955.2 m.). Indicator TONIA. according to trade results. totaled 1.99 and decreased by 1.11 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 2.01 3.35 -1.34 7 5.68 5.66 +0.02 14 7.59 6.50 +1.09 28 6.00 8.22 -2.22 31 9.00 8.04 +0.96 ------------------------------------------------ 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: +20.22% (-KZT11,251.1 m.). 6 participants. Second tier banks (STB): - +KZT18,712.2 m. (borrowing. 9 banks); -KZT9,517.0 m. (lending 10 banks); - on open trade market in GS (auto repo sector) +KZT9,468.0 m.; in CS repo sector -KZT272.9 m.; - resulting balance totaled +KZT9,195.1 m. (on previous day it was equal to +KZT11,433.0 m.). [2006-10-23]