Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, November 1, 06/ - Today on Kazakhstan stock exchange (KASE) 248 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT86,618.0 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 1.30 7.00 2.03 2.06 35,327.1 79 Open 5 5.00 5.00 5.00 5.13 538.3 1 Open 7 5.00 7.00 5.10 5.23 566.7 3 Open 28 7.00 7.50 7.35 7.61 868.0 6 Open 30 1.99 9.00 6.47 6.67 5,496.6 19 Open 47 11.14 11.14 11.14 11.68 11.0 1 Open* 90 10.00 10.00 10.00 10.38 140.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 42,947.8 111 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.90 10.50 3.00 3.06 34,973.0 104 Close 2 7.00 11.27 10.55 11.12 2,008.2 7 Close 5 3.72 3.72 3.72 3.79 105.1 1 Close 19 7.77 7.77 7.77 8.06 200.8 1 Close 28 4.00 7.00 5.24 5.38 606.4 2 Close 30 6.50 7.00 6.52 6.72 5,244.5 14 Close 42 6.67 6.67 6.67 6.86 12.3 1 Close 90 8.00 8.00 8.00 8.24 508.8 6 Close 236 12.00 12.00 12.00 12.00 11.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 43,670.2 137 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 86,618.0 248 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 210 deals totaled KZT81,261.9 m. including 99 (KZT41,480.3 m.) repo opening deals and 111 repo closing deals (KZT39,781.6 m.). Indicator TONIA. according to trade results totaled 1.70 and decreased by 1.00 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 2.03 3.00 -0.97 7 5.10 5.87 -0.77 28 7.35 7.86 -0.51 30 6.47 3.04 +3.43 ------------------------------------------------ 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: +25.8% (-KZT7,485.1 m.). 8 participants. Second tier banks (STB): - +KZT31,842.0 m. (borrowing 7 banks); -KZT24,224.7 m. (lending 6 banks); - on open trade market in GS (auto repo sector); in CS repo sector - KZT447.7 m.; - resulting balance totaled +KZT7,617.3 m. (on previous day it was equal to +KZT3,619.0 m.). [2006-11-01]