Repo on KASE: day results

/IRBIS, Zaure Yessimova, November 20, 06/ - Today on Kazakhstan stock exchange (KASE) 161 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT48,895.8 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* 1 0.10 6.00 2.51 2.57 14,663.1 37 Open* 7 5.00 7.50 6.44 6.66 3,134.0 13 Open 14 7.50 7.50 7.50 7.78 393.0 3 Open 18 8.00 8.00 8.00 8.31 20.0 1 Open 28 6.00 6.00 6.00 6.17 523.0 6 Open 30 7.00 11.50 8.72 9.10 177.4 3 Open 182 10.00 10.00 10.00 10.25 2.5 1 Open 365 2.50 11.00 5.05 5.05 100.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 19,013.1 66 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 1.00 4.50 1.97 1.99 23,294.8 56 Close 4 2.70 7.00 3.28 3.34 180.8 3 Close 7 4.00 9.00 6.58 6.81 4,927.2 18 Close 14 7.00 7.00 7.00 7.24 100.3 1 Close 21 4.50 7.00 5.25 5.39 334.0 2 Close 25 7.70 7.70 7.70 7.98 152.2 1 Close 28 6.00 7.50 7.02 7.26 295.6 2 Close 31 8.00 8.00 8.00 8.30 503.1 1 Close 32 9.00 9.00 9.00 9.38 17.4 1 Close 33 5.00 5.00 5.00 5.12 1.0 1 Close 35 8.30 8.30 8.30 8.61 7.1 1 Close 60 8.53 8.53 8.53 8.84 6.1 2 Close 66 8.00 8.00 8.00 8.26 50.7 1 Close 76 10.00 10.00 10.00 10.38 2.0 1 Close 77 10.00 10.00 10.00 10.38 2.0 1 Close 80 10.03 10.03 10.03 10.41 2.0 1 Close 87 10.00 10.00 10.00 10.38 1.0 1 Close 248 5.64 5.64 5.64 5.64 5.2 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 29,882.7 95 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 48,895.8 161 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 88 deals totaled KZT38,430.4 m. including 35 (KZT14,104.0 m.) repo opening deals and 53 repo closing deals (KZT24,326.4 m.). Indicator TONIA according to trade results totaled 2.35 and increased relative to the previous trading day by 0.52. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 7 6.44 5.05 +1.39 14 7.50 7.50 0 28 6.00 7.79 -1.79 --------------------------------------------- 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: -3.98% (-KZT10,138.0 m.), 8 participants. Second tier banks (STB): - +KZT15,248.8 m. (borrowing, 7 banks); -KZT5,217.0 m. (lending, 5 banks); - on open trade market in GS (in auto repo sector) +KZT10,332.0 m., in CS repo sector -KZT300.2 m.; - resulting balance totaled +KZT10,031.8 m. (on previous day it was equal to +KZT12,484.0 m.). [2006-11-20]