Repo on KASE: day results

/IRBIS, Zaure Yessimova, November 13, 06/ - Today on Kazakhstan stock exchange (KASE) 260 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT92,858.1 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 7.00 1.93 1.95 44 538.1 72 Open 3 3.00 8.00 5.53 5.72 303.5 2 Open 7 4.00 9.00 6.56 6.79 4 947.3 19 Open* 14 4.90 7.50 6.60 6.81 970.9 8 Open 28 4.00 10.00 7.45 7.73 985.0 20 Open* 30 7.00 7.00 7.00 7.23 1 104.0 1 Open 31 8.30 8.30 8.30 8.62 18.5 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 52,867.2 123 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 0.15 7.74 1.68 1.70 31,511.5 84 Close 4 4.50 7.98 5.28 5.43 135.3 3 Close 5 3.54 3.54 3.54 3.60 1,100.5 1 Close 7 4.50 8.01 6.32 6.52 5,893.4 33 Close 28 6.00 8.70 6.93 7.16 917.3 6 Close 31 7.50 8.01 7.82 8.10 32.3 5 Close 46 7.04 7.04 7.04 7.26 220.2 1 Close 62 8.03 10.00 9.43 9.80 70.1 2 Close 73 10.00 10.00 10.00 10.41 18.4 1 Close 74 10.00 10.00 10.00 10.38 91.8 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 39,990.8 137 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 92,858.1 260 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 155 deals totaled KZT74,863.2 m. including 72 (KZT44,478.0 m.) repo opening deals and 83 repo closing deals (KZT30,385.2 m.). Indicator TONIA according to trade results totaled 1.71 and increased by 0.47. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 3 5.53 1.67 +3.86 7 6.56 7.55 -0.99 14 6.60 6.50 +0.01 28 7.45 8.06 -0.61 31 8.30 8.39 -0.09 --------------------------------------------- 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: +79.36% (-KZT7,958.1 m.), 9 participants. Second tier banks (STB): - +KZT47,921.4 m. (borrowing 8 banks); -KZT40,687.3 m. (lending 9 banks); - in GS repo sector net-position was zero (gross - KZT52.5 m., on open trade market in GS (in auto repo sector) +KZT6,775.0 m., in CS repo sector -KZT170.9 m.; - resulting balance totaled +KZT6,604.1 m. (on previous day it was equal to +KZT3,781.5 m.). [2006-11-13]