Repo on KASE: day results for October 27

/KASE, October 30, 06/ - Today on Kazakhstan stock exchange (KASE) 242 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT81,575.2 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 corrected 500.1 1 Open* 1 1.00 10.95 3.42 3.50 29,890.2 70 Open* 2 10.23 11.27 10.56 11.13 2,000.0 6 Open 7 4.00 7.00 6.28 6.48 4,875.0 18 Open 21 4.50 4.50 4.50 4.60 233.0 1 Open 28 3.00 6.50 4.62 4.74 41.0 7 Open 30 7.00 8.00 7.64 7.91 627.5 6 Open 31 7.00 9.50 8.23 8.54 600.9 7 Open 91 9.20 9.20 9.20 9.52 250.0 1 Open 365 12.00 12.00 12.00 12.00 8,400.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 47,417.6 118 --------- -------- ----- ----- ------- --------- -------- -------- Close corrected 500.1 1 Close 3 1.80 7.00 4.08 4.18 25,997.9 77 Close 4 5.75 5.75 5.75 5.92 144.1 1 Close 6 7.50 7.50 7.50 7.78 25.0 1 Close 7 4.00 6.50 5.71 5.87 3,232.5 14 Close 11 7.08 7.08 7.08 7.33 5.2 2 Close 14 7.00 7.00 7.00 7.24 200.5 1 Close 19 7.50 7.50 7.50 7.77 4.3 1 Close 20 7.00 7.00 7.00 7.24 7.1 1 Close 26 7.50 7.50 7.50 7.76 35.2 1 Close 28 6.50 8.00 7.97 8.27 2,118.2 8 Close 31 7.00 11.00 9.14 9.54 434.4 2 Close 32 5.00 11.00 8.84 9.23 1,194.4 12 Close 35 8.51 8.51 8.51 8.84 2.9 1 Close 91 9.20 9.20 9.20 9.52 255.7 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 34,157.5 124 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 81,575.2 242 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 129 deals totaled KZT46,218.5 m. including 61 (KZT24,488.0 m.) repo opening deals and 68 repo closing deals (KZT21,730.4 m.). Indicator TONIA. according to trade results totaled 2.70 and increased by 0.47 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 6.28 6.98 -0.70 28 4.62 6.00 -1.38 31 8.23 6.55 +1.68 91 9.20 11.50 -2.30 --------------------------------------------- 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: -9.9% (-KZT5,365.1 m.). 5 participants. Second tier banks (STB): - +KZT28,986.0 m. (borrowing 7 banks); -KZT26,299.1 m. (lending 8 banks); - on open trade market in GS (auto repo sector) +KZT477.9 m.; in CS repo sector -KZT6,791.0 m.; - resulting balance totaled -KZT6,313.3 m. (on previous day it was equal to +KZT6,884.0 m.). [2006-10-30]