Repo on KASE: day results

/IRBIS, Valeriy Khegay, November 10, 06/ - Today on Kazakhstan stock exchange (KASE) 250 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT92,940.8 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 0.15 7.00 1.67 1.69 31,457.2 83 Open 7 5.50 20.00 7.55 7.97 262.0 2 Open 10 0.03 0.03 0.03 0.03 18.4 1 Open* 14 6.50 6.50 6.50 6.71 66.0 1 Open 18 6.50 6.51 6.50 6.71 136.5 2 Open* 28 7.50 9.00 8.06 8.37 800.0 3 Open* 29 8.00 8.00 8.00 8.30 28.0 1 Open 31 4.00 9.01 8.39 8.72 2,824.1 30 Open 33 7.74 7.74 7.74 8.02 50.0 1 Open 40 10.95 10.95 10.95 11.50 101.9 2 Open 49 7.50 7.54 7.53 7.78 28.8 4 Open* 90 7.50 7.50 7.50 7.71 127.0 1 Open 94 7.25 10.00 7.53 7.73 149.2 2 Open 122 8.50 8.50 8.50 8.68 8.0 1 Open 181 8.50 8.50 8.50 8.68 6.5 1 Open 365 6.36 6.36 6.36 6.36 104.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 36,168.0 136 ------------------------------------------------------------------------- Close 1 0.50 9.12 2.25 2.28 51,956.6 89 Close 2 2.00 2.00 2.00 2.02 27.8 2 Close 4 6.00 6.00 6.00 6.18 600.4 3 Close 7 6.00 6.00 6.00 6.18 75.1 1 Close 14 8.00 8.00 8.00 8.32 200.6 1 Close 28 7.50 9.00 8.48 8.82 805.8 4 Close 29 4.00 4.00 4.00 4.07 12.9 1 Close 30 8.00 9.00 8.43 8.76 2,841.6 7 Close 31 4.00 4.00 4.00 4.07 6.6 1 Close 38 6.01 10.00 9.82 10.26 164.1 3 Close 73 10.00 10.00 10.00 10.41 66.0 1 Close 92 10.00 10.00 10.00 10.34 15.4 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 56,772.8 114 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 92,940.8 250 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 184 deals totaled KZT90,237.8 m. including 92 (KZT35,305.2 m.) repo opening deals and 92 repo closing deals (KZT54,932.6 m.). Indicator TONIA according to trade results totaled 1.24 and decreased by 0.80. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 7 7.55 8.39 -0.84 14 6.50 6.44 +0.06 28 8.06 7.58 +0.48 365 6.36 8.80 -2.44 ------------------------------------------------ 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: +13.75% (-KZT7,710.1 m.), 10 participants. Second tier banks (STB): - +KZT30,060.6 m. (borrowing 7 banks); -KZT26,279.1 m. (lending 7 banks); - on open trade market in GS (auto repo sector) +KZT3,759.0 m., in CS repo sector +KZT22.5 m.; - resulting balance totaled +KZT3,781.5 m. (on previous day it was equal to +KZT7,648.0 m.). [2006-11-10]