Repo on KASE: day results

/IRBIS, Yelena Korpusenko, November 16, 06/ - Today on Kazakhstan stock exchange (KASE) 194 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT44,981.7 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 0.04 4.27 2.63 2.67 22,108.9 58 Open 4 2.70 7.00 3.82 3.91 211.4 4 Open 7 4.00 10.00 6.08 6.28 1,245.0 10 Open 14 8.50 8.50 8.50 8.86 1,000.0 4 Open 15 7.50 7.50 7.50 7.78 240.0 4 Open 20 2.00 2.00 2.00 2.02 20.0 1 Open 28 8.00 8.00 8.00 8.30 42.0 1 Open 32 0.10 8.99 7.34 7.61 559.7 12 Open 60 12.00 12.00 12.00 12.62 153.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 25,579.9 96 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 1.00 4.00 2.28 2.31 14,016.0 66 Close 2 7.51 7.51 7.51 7.80 100.0 1 Close 3 3.00 3.00 3.00 3.05 150.0 1 Close 7 6.00 9.00 8.67 9.05 3,814.4 9 Close 8 7.01 7.01 7.01 7.25 0.1 1 Close 14 3.00 7.50 3.90 3.99 575.9 3 Close 28 6.00 8.00 6.67 6.88 326.7 7 Close 30 7.00 7.00 7.00 7.23 23.2 1 Close 31 9.03 9.03 9.03 9.41 18.2 1 Close 35 7.32 7.32 7.32 7.56 120.5 1 Close 59 7.66 7.66 7.66 7.91 5.1 1 Close 80 7.39 7.39 7.39 7.60 6.1 1 Close 91 0.99 0.99 0.99 1.00 47.1 1 Close 136 12.00 12.00 12.00 12.36 75.3 1 Close 139 12.00 12.00 12.00 12.36 122.2 2 Close 162 7.12 7.12 7.12 7.24 1.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 19,401.8 98 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 44,981.7 194 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 105 deals totaled KZT37,854.4 m. including 46 (KZT21,249.0 m.) repo opening deals and 59 repo closing deals (KZT16,605.4 m.). Indicator TONIA according to trade results totaled 2.56 and increased relative to the previous trading day by 0.44. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.63 2.28 +0.35 7 6.08 4.48 +1.60 ------------------------------------------------ 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: +82.8% (-KZT11,226.0 m.), 9 participants. Second tier banks (STB): - +KZT22,488.4 m. (borrowing 9 banks); -KZT9,465.1 m. (lending 4 banks); - on open trade market in GS (in auto repo sector) +KZT13,006.0 m., in CS repo sector +KZT17.4 m.; - resulting balance totaled +KZT13,023.4 m. (on previous day it was equal to +KZT6,794.7 m.). [2006-11-16]