Repo on KASE: day results

/IRBIS, Natalya Kuznetsova, November 21, 06/ - Today on Kazakhstan stock exchange (KASE) 145 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT33,804.2 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 0.10 4.50 0.99 1.00 11,923.0 41 Open 3 3.00 12.01 7.18 7.51 166.1 5 Open 7 3.00 7.00 5.38 5.52 2,771.1 20 Open 14 5.50 7.50 6.17 6.36 555.9 3 Open 30 3.00 3.00 3.00 3.04 18.0 2 Open 37 8.50 8.50 8.50 8.83 4.8 2 Open 62 5.00 5.00 5.00 5.10 1.0 1 Open 181 10.00 10.00 10.00 10.25 6.1 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 15,446.0 76 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.10 6.00 2.51 2.57 14,664.1 37 Close 6 7.79 7.79 7.79 8.09 80.3 1 Close 7 3.00 7.00 5.86 6.04 1,051.4 12 Close 14 6.00 6.50 6.30 6.50 588.4 4 Close 15 6.01 6.01 6.01 6.18 371.5 1 Close 18 7.50 7.50 7.50 7.78 198.6 1 Close 26 8.50 8.50 8.50 8.84 158.0 3 Close 33 3.00 8.00 7.09 7.34 863.1 2 Close 49 3.00 3.00 3.00 3.04 5.0 2 Close 54 3.00 3.00 3.00 3.04 50.2 1 Close 56 3.00 3.00 3.00 3.04 4.5 1 Close 116 10.00 10.00 10.00 10.34 31.0 1 Close 186 12.00 12.00 12.00 12.00 37.2 2 Close 320 9.00 9.00 9.00 9.00 254.9 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 18,358.2 69 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 33,804.2 145 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 110 deals totaled KZT31,102.3 m. including 61 (KZT15,038.1 m.) repo opening deals and 49 repo closing deals (KZT16,064.2 m.). Indicator TONIA according to trade results totaled 0.42 and decreased relative to the previous trading day by 1.94. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 0.99 2.51 -1.52 7 5.38 6.44 -1.06 14 6.17 7.50 -1.33 30 3.00 8.72 -5.72 ------------------------------------------------ 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: -39.5% (-KZT5,999.0 m.), 8 participants. Second tier banks (STB): - +KZT10,711.0 m. (borrowing, 8 banks); -KZT6,105.0 m. (lending, 5 banks); - on open trade market in GS (in auto repo sector) +KZT4,624.0 m., in CS repo sector -KZT18.0 m.; - resulting balance totaled +KZT4,606.0 m. (on previous day it was equal to +KZT10,031.8 m.). [2006-11-21]