Repo on KASE: day results

/IRBIS, Natalya Kuznetsova, November 14, 06/ - Today on Kazakhstan stock exchange (KASE) 211 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT66,950.2 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 1.00 4.00 2.09 2.12 13,096.3 54 Open* 3 3.00 3.00 3.00 3.05 400.0 2 Open 6 7.51 7.51 7.51 7.80 100.0 1 Open* 7 3.50 7.00 5.88 6.06 1,043.0 11 Open 14 4.95 7.00 6.97 7.21 2,001.5 8 Open 20 8.04 8.04 8.04 8.36 12.0 1 Open 28 4.50 9.00 7.32 7.58 956.8 6 Open 30 3.00 9.00 7.68 7.96 2,481.8 10 Open 31 7.50 7.50 7.50 7.76 17.6 2 Open 44 8.02 8.02 8.02 8.31 10.8 2 Open 67 8.00 8.00 8.00 8.26 1.8 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 20,121.6 99 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.50 7.00 1.93 1.95 44,540.5 72 Close 6 6.02 7.96 7.85 8.16 152.4 4 Close 7 3.50 7.00 6.26 6.46 1,221.5 13 Close 11 10.00 10.00 10.00 10.50 1.0 1 Close 12 10.00 10.00 10.00 10.50 11.7 1 Close 14 4.00 8.50 7.19 7.46 704.9 7 Close 29 10.00 10.00 10.00 10.47 10.6 1 Close 46 6.80 6.80 6.80 7.00 150.2 1 Close 53 10.00 10.00 10.00 10.43 6.0 1 Close 60 10.00 10.00 10.00 10.43 2.0 1 Close 63 10.00 10.00 10.00 10.41 2.0 1 Close 64 10.00 10.00 10.00 10.41 6.1 1 Close 68 10.00 10.00 10.00 10.41 4.1 1 Close 69 7.03 7.03 7.03 7.23 0.5 1 Close 71 10.00 10.00 10.00 10.41 1.0 1 Close 85 10.00 10.00 10.00 10.38 6.9 2 Close 125 10.00 10.00 10.00 10.25 5.2 1 Close 131 9.54 9.54 9.54 9.77 1.0 1 Close 132 10.00 10.00 10.00 10.25 0.8 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 46,828.6 112 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 66,950.2 211 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 168 deals totaled KZT64,705.8 m. including 78 (KZT18,501.1 m.) repo opening deals and 90 repo closing deals (KZT46,204.7 m.). Indicator TONIA according to trade results totaled 1.93 and increased relative to the previous trading day by 0.22. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 2.09 1.93 +0.16 3 3.00 5.53 -2.53 7 5.88 6.56 -0.68 14 6.97 6.60 +0.37 28 7.32 7.45 -0.13 30 7.68 7.00 +0.68 31 7.50 8.30 -0.80 ------------------------------------------------ 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: +14.4% (-KZT7,457.1 m.), 7 participants. Second tier banks (STB): - +KZT13,046.5 m. (borrowing 7 banks); -KZT8,594.5 m. (lending 6 banks); - on open trade market in GS (in auto repo sector) +KZT4,700.0 m., in CS repo sector -KZT248.0 m.; - resulting balance totaled +KZT4,452.0 m. (on previous day it was equal to +KZT6,604.1 m.). [2006-11-14]