Repo on KASE: day results for October 27
/IRBIS, Valeriy Khegay, October 30, 06/ - On October 27 on Kazakhstan stock exchange (KASE) 295 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT107,998.1 m. Results of trades are given in the table. Repo opening transactions, which are made only through open-trade method, are marked with asterisk.
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Repo rate, % APR
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Type of Calendar weighted average Volume
repo terms, ----------------- KZT Number
deal days min max nominal effective m. of deals
--------- -------- ----- ----- ------- --------- --------- --------
Open corrected 190.1 2
Open 3 1.80 7.00 4.08 4.18 26,165.3 80
Open 7 6.00 7.00 6.05 6.23 523.7 2
Open 14 7.50 8.00 7.71 8.00 513.8 4
Open* 28 6.00 6.00 6.00 6.17 500.0 2
Open 31 3.06 10.00 6.55 6.75 18,154.2 31
Open 60 9.00 9.00 9.00 9.34 262.3 1
Open* 61 7.25 7.25 7.25 7.46 11.1 1
Open 91 11.50 11.50 11.50 12.01 792.2 2
Open 101 8.02 10.00 8.24 8.47 201.4 2
Open 112 7.00 7.00 7.00 7.16 500.0 1
Open 180 8.50 8.50 8.50 8.68 53.0 1
Open 181 10.00 10.00 10.00 10.25 3.4 3
Open 364 9.00 9.00 9.00 9.00 10.4 2
--------- -------- ----- ----- ------- --------- --------- --------
Subtotal: 47,880.8 134
--------- -------- ----- ----- ------- --------- --------- --------
Close corrected 190.1 2
Close 1 1.10 7.00 2.48 2.52 33,738.4 100
Close 3 11.50 11.50 11.50 12.18 792.2 2
Close 4 6.00 6.00 6.00 6.19 11.1 1
Close 7 4.00 7.30 5.65 5.82 3,004.1 9
Close 8 7.00 7.00 7.00 7.25 110.2 2
Close 14 6.49 8.00 7.91 8.22 212.7 2
Close 18 10.00 10.00 10.00 10.49 21.1 1
Close 25 8.00 8.00 8.00 8.30 178.8 1
Close 28 7.51 7.53 7.52 7.79 270.4 3
Close 30 6.00 8.50 6.60 6.81 21,177.1 29
Close 59 10.00 10.00 10.00 10.43 7.3 1
Close 84 10.00 10.00 10.00 10.38 15.3 1
Close 101 10.00 10.00 10.00 10.34 15.6 1
Close 109 10.00 10.00 10.00 10.33 5.0 1
Close 116 8.00 8.00 8.00 8.21 73.2 1
Close 144 5.37 5.37 5.37 5.44 10.0 1
Close 200 2.69 9.00 8.66 8.66 277.3 2
Close 211 10.00 10.00 10.00 10.00 7.4 1
--------- -------- ----- ----- ------- --------- --------- --------
Subtotal: 60,117.3 161
--------- -------- ----- ----- ------- --------- --------- --------
TOTAL: 107,998.1 295
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By open trades method (in automatic repo sector) volume of 242 deals totaled KZT102,667.4 m. including 106 (KZT45,312.6 m.) repo opening deals and 136 repo closing deals (KZT57,354.8 m.). Indicator TONIA. according to trade results totaled 3.41 and increased by 1.18 relative to the previous trading day.
Dynamics of repo rates (on repo opening deals for comparable terms):
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Term. calendar Today Previous day ,
days rate. % APR rate. % APR Trend
-------------- ----------- ------------ -----
7 6.05 6.98 -0.93
14 7.71 8.30 -0.59
28 6.00 11.02 -5.02
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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: +17.7% (-KZT7,802.1 m.). 8 participants.
Second tier banks (STB):
- +KZT21,867.1 m. (borrowing 7 banks); -KZT26,500.6 m. (lending 12 banks);
- on open trade market in GS (auto repo sector) +KZT4,619.1 m.; in CS repo sector -KZT14.4 m.;
- resulting balance totaled -KZT4,633.5 m. (on previous day it was equal to +KZT6,884.0 m.).
[2006-10-30]