Repo on KASE: day results

/IRBIS, Natalya Khoroshevskaya, November 9, 06/ - Today on Kazakhstan stock exchange (KASE) 221 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT90,770.3 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 1 0.50 9.12 2.23 2.26 51,644.9 88 Open 4 4.50 7.98 5.28 5.43 135.2 3 Open 7 5.00 9.00 8.39 8.75 4,116.6 10 Open 12 9.54 9.54 9.54 10.00 4.2 1 Open* 14 6.00 6.50 6.44 6.65 112.0 2 Open 19 8.50 8.60 8.56 8.91 903.9 3 Open 22 7.89 7.89 7.89 8.19 65.9 1 Open 25 11.40 11.40 11.40 12.02 45.4 3 Open* 28 7.00 9.00 7.58 7.85 694.0 2 Open 30 7.50 7.50 7.50 7.76 28.0 1 Open 32 5.00 9.16 7.21 7.45 330.8 7 Open 134 10.00 10.00 10.00 10.25 95.0 1 Open 180 8.80 8.80 8.80 8.99 1.9 1 Open 365 8.80 8.80 8.80 8.80 57.8 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 58,235.6 124 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.50 7.30 2.20 2.23 28,398.8 57 Close 3 4.00 5.00 4.40 4.50 828.7 2 Close 7 6.00 8.00 6.91 7.16 1,897.6 13 Close 14 4.95 8.60 8.30 8.65 333.1 3 Close 28 8.21 9.00 8.74 9.10 302.0 3 Close 30 10.00 10.00 10.00 10.47 158.9 2 Close 35 8.00 8.00 8.00 8.29 30.2 1 Close 36 9.00 9.00 9.00 9.37 154.0 3 Close 57 10.00 10.00 10.00 10.43 109.6 1 Close 58 10.00 10.00 10.00 10.43 10.2 1 Close 64 8.00 8.00 8.00 8.26 96.0 1 Close 90 7.34 7.34 7.34 7.55 7.1 1 Close 107 10.00 10.00 10.00 10.34 87.7 1 Close 108 9.01 9.01 9.01 9.29 16.4 2 Close 118 10.00 10.00 10.00 10.34 15.5 1 Close 127 8.15 8.15 8.15 8.31 23.3 2 Close 161 12.00 12.00 12.00 12.36 45.4 1 Close 174 10.00 10.00 10.00 10.25 4.2 1 Close 335 10.00 10.00 10.00 10.00 15.8 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 32,534.6 97 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 90,770.3 221 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 173 deals totaled KZT87,591.2 m. including 100 (KZT56,290.2 m.) repo opening deals and 78 repo closing deals (KZT31,301.0 m.). Indicator TONIA according to trade results totaled 2.04 and increased by 0.89 relative to the previous trading day by 0.16. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.23 2.18 +0.05 7 8.39 2.35 +6.04 30 7.50 6.89 +0.61 ------------------------------------------------ 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: +87.7% (-KZT8,756.1 m.), 10 participants. Second tier banks (STB): - +KZT52,600.3 m. (borrowing 10 banks); -KZT44,952.3 m. (lending 6 banks); - on open trade market in GS (auto repo sector) +KZT7,224.0 m., in CS repo sector +KZT424.0 m.; - resulting balance totaled +KZT7,648.0 m. (on previous day it was equal to +KZT4,726.4 m.). [2006-11-09]