Repo on KASE: day results

/IRBIS, Natalya Kuznetsova, October 24, 06/ - Today on Kazakhstan stock exchange (KASE) 163 deals were concluded on the repo floors (including automatic repo sector) for total amount of 51,022.8 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* 2 0.50 7.00 1.22 1.24 25,957.1 55 Open 6 7.50 7.50 7.50 7.78 25.0 1 Open 7 3.00 5.75 4.04 4.13 3,566.5 21 Open 31 3.00 20.00 17.59 19.24 23.3 3 Open 92 9.00 9.00 9.00 9.27 108.0 2 Open 365 11.50 11.50 11.50 11.50 791.4 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 30,471.3 84 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.45 7.00 2.48 2.53 18,551.4 66 Close 7 4.00 7.50 6.66 6.88 339.4 6 Close 14 7.50 7.50 7.50 7.78 320.9 2 Close 18 5.76 5.98 5.80 5.96 606.9 4 Close 132 6.90 6.90 6.90 7.02 732.9 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 20,551.5 79 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 51,022.8 163 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 146 deals totaled KZT48,207.9 m.. including 75 (KZT29,501.1 m.) repo opening deals and 71 repo closing deals (KZT18,706.8 m.). Indicator TONIA. according to trade results. totaled 0.86 and decreased by 1.13 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 -------------- ----------- ------------ ----- 7 4.04 5.68 -1.64 31 17.59 9.00 +8.59 ------------------------------------------------ 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: +41.22% (-KZT13,931.1 m.). 9 participants. Second tier banks (STB): - +KZT25,935.0 m. (borrowing. 8 banks); -KZT14,320.3 m. (lending 7 banks); - on open trade market in GS (auto repo sector) +KZT11,726.0 m.; in CS repo sector -KZT111.3 m.; - resulting balance totaled +KZT11,614.7 m. (on previous day it was equal to +KZT9,195.1 m.). [2006-10-24]