Repo on KASE: day results

/IRBIS, Valeriy Khegay, November 3, 06/ - Today on Kazakhstan stock exchange (KASE) 167 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT50,291.3 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 3 1.60 7.00 3.18 3.25 27,682.3 73 Open 7 6.00 6.00 6.00 6.18 75.0 1 Open 14 4.20 7.53 7.32 7.58 528.6 5 Open 18 7.63 7.63 7.63 7.92 80.0 1 Open 27 8.25 8.25 8.25 8.57 240.0 1 Open* 28 5.80 8.00 6.26 6.45 1,113.0 5 Open 31 7.00 8.95 7.28 7.53 12.9 3 Open 180 10.00 10.00 10.00 10.25 1.6 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 29,733.4 91 ------------------------------------------------------------------------- Close 1 0.30 7.00 1.72 1.75 15,034.8 43 Close 2 3.72 3.72 3.72 3.79 87.0 1 Close 3 3.65 4.98 4.27 4.36 88.1 3 Close 7 6.00 10.03 6.00 6.18 501.0 2 Close 14 5.00 7.50 6.50 6.72 1,285.0 5 Close 21 7.34 7.34 7.34 7.60 82.2 1 Close 28 5.26 8.50 6.38 6.58 1,268.6 5 Close 29 7.50 7.50 7.50 7.77 120.7 3 Close 30 7.00 10.33 7.01 7.24 2,029.9 7 Close 31 8.00 8.00 8.00 8.30 39.3 4 Close 39 9.01 9.01 9.01 9.38 21.2 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 20,557.9 76 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 50,291.3 167 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 135 deals totaled KZT47,890.2 m. including 80 (KZT28,676.4 m.) repo opening deals and 55 repo closing deals (KZT19,213.8 m.). Indicator TONIA according to trade results totaled 2.48 and increased by 1.56 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 6.00 6.93 -0.93 14 7.32 4.57 +2.75 28 6.26 7.00 -0.74 ------------------------------------------------ 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: +113.17% (-KZT11,364.1 m.). 9 participants. Second tier banks (STB): - +KZT23,157.7 m. (borrowing 8 banks); -KZT15,154.7 m. (lending 11 banks); - on open trade market in GS (auto repo sector) +KZT8,048.0 m., in CS repo sector -KZT45.0 m.; - resulting balance totaled +KZT8,003.0 m. (on previous day it was equal to +KZT5,367.7 m.). [2006-11-03]