Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, November 15, 06/ - Today on Kazakhstan stock exchange (KASE) 169 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT34,712.3 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 corrected deal 111.7 1 Open 1 1.00 4.00 2.28 2.31 14,015.1 66 Open 6 7.79 7.79 7.79 8.09 80.2 1 Open 7 3.50 6.50 4.48 4.58 570.7 6 Open 16 6.38 6.38 6.38 6.57 60.0 2 Open 26 11.16 11.16 11.16 11.75 21.4 1 Open 27 7.00 7.00 7.00 7.23 312.9 1 Open 29 8.00 8.00 8.00 8.31 2.8 1 Open 30 8.50 15.00 9.20 9.61 2,435.0 13 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 17,609.8 92 --------- -------- ----- ----- ------- --------- -------- -------- Close corrected deal 111.7 1 Close 1 1.00 7.30 2.1 2.12 13,106.7 55 Close 5 0.07 0.07 0.1 0.07 18.4 1 Close 7 2.03 7.96 5.5 5.67 98.9 3 Close 12 7.51 7.51 7.5 7.79 80.2 1 Close 19 8.61 8.61 8.6 8.97 6.3 2 Close 20 10.01 10.01 10.0 10.49 6.3 1 Close 27 7.64 7.64 7.6 7.91 301.7 1 Close 28 7.50 8.00 7.6 7.87 1,358.1 3 Close 30 9.00 9.00 9.0 9.38 1,711.6 3 Close 36 0.00 0.00 0.0 0.00 2.1 1 Close 50 9.00 9.00 9.0 9.35 229.2 2 Close 106 12.14 12.14 12.1 12.64 21.2 1 Close 117 7.06 7.06 7.1 7.23 28.8 1 Close 230 12.00 12.00 12.0 12.00 21.4 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 17,102.5 77 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 34,712.3 169 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 130 deals totaled KZT32,392.8 m. including 73 (KZT16,465.1 m.) repo opening deals and 57 repo closing deals (KZT15,927.7 m.). Indicator TONIA according to trade results totaled 2.12 and increased relative to the previous trading day by 0.19. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.28 2.09 +0.19 6 7.79 7.51 +0.28 7 4.48 5.88 -1.40 30 9.20 7.68 +1.52 --------------------------------------------- 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: +37.5% (-KZT8,448.0 m.), 7 participants. Second tier banks (STB): - +KZT12,333.7 m. (borrowing 8 banks); -KZT5,810.0 m. (lending 5 banks); - on open trade market in GS (in auto repo sector) +KZT6,265.0 m., in CS repo sector -KZT258.7 m.; - resulting balance totaled +KZT6,523.7 m. (on previous day it was equal to +KZT4,452.0 m.). [2006-11-15]