Repo on KASE: day results

/KASE, Natalya Kuznetsova, October 31, 06/ - Today on Kazakhstan stock exchange (KASE) 296 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT80,995.5 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 0.90 10.50 3.00 3.06 35,003.3 106 Open 3 3.65 4.98 4.27 4.36 88.0 3 Open 7 5.00 7.01 5.87 6.04 7,147.2 37 Open 13 8.51 8.51 8.51 8.87 3.4 1 Open 14 4.00 8.50 7.09 7.34 1,435.0 9 Open 28 7.00 8.20 7.86 8.15 940.0 4 Open 30 3.04 3.04 3.04 3.08 1.0 1 Open 31 7.00 8.00 7.05 7.28 600.8 3 Open 58 4.50 4.50 4.50 4.58 127.6 1 Open 92 8.50 8.50 8.50 8.74 150.0 1 Open 181 7.49 8.50 7.77 7.92 40.9 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 45,537.2 168 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 1.00 10.95 3.42 3.50 29,893.0 70 Close 4 3.88 4.02 3.99 4.07 71.1 2 Close 7 3.00 5.75 4.05 4.14 3,546.8 20 Close 8 5.48 5.48 5.48 5.62 87.7 4 Close 11 5.23 5.23 5.23 5.36 70.1 1 Close 12 4.80 4.80 4.80 4.91 99.6 4 Close 13 5.05 5.05 5.05 5.18 54.1 1 Close 14 4.86 8.00 7.56 7.85 186.5 2 Close 22 4.69 4.73 4.72 4.82 67.9 2 Close 25 4.72 4.87 4.73 4.84 211.4 5 Close 28 5.00 8.08 7.38 7.64 680.8 7 Close 32 7.67 11.00 10.57 11.10 232.1 2 Close 33 11.19 11.19 11.19 11.77 6.2 1 Close 47 3.09 3.09 3.09 3.13 60.2 1 Close 60 3.01 3.01 3.01 3.05 60.3 1 Close 68 7.02 7.02 7.02 7.22 0.4 1 Close 71 7.03 7.03 7.03 7.23 0.4 1 Close 76 5.01 5.01 5.01 5.10 1.3 1 Close 182 5.08 5.08 5.08 5.15 1.6 1 Close 201 10.00 10.00 10.00 10.00 126.6 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 35,458.3 128 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 80,995.5 296 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 207 deals totaled KZT70,681.1 m. including 116 (KZT37,513.3 m.) repo opening deals and 91 repo closing deals (KZT33,167.8 m.). Indicator TONIA. according to trade results totaled 2.70 and decreased by 0.01 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 3.00 3.42 -0.42 7 5.87 6.28 -0.41 28 7.86 4.62 +3.24 30 3.04 7.64 -4.60 31 7.05 8.23 -1.18 ------------------------------------------------ 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: +116.8% (-KZT7,742.1 m.). 10 participants. Second tier banks (STB): - +KZT32,455.6 m. (borrowing 9 banks); -KZT28,836.5 m. (lending 11 banks); - on open trade market in GS (auto repo sector) +KZT4,556.0 m.; in sector of direct deals in GS KZT300.0 m.; in CS repo sector -KZT1,236.9 m.; - resulting balance totaled +KZT3,619.0 m. (on previous day it was equal to -KZT6,313.1 m.). [2006-10-31]