Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, November 22, 06/ - Today on Kazakhstan stock exchange (KASE) 170 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT74,294.4 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 5.17 1.93 1.95 55,981.0 82 Open 2 0.61 3.34 3.33 3.39 4,013.6 4 Open 7 3.50 6.00 5.72 5.89 57.4 5 Open 9 6.38 6.38 6.38 6.58 18.8 1 Open 20 2.43 2.43 2.43 2.46 17.0 1 Open 30 7.44 8.00 7.64 7.91 31.0 2 Open 50 11.00 11.00 11.00 11.53 26.0 1 Open 61 5.00 6.00 6.00 6.14 335.0 2 Open 92 10.00 10.00 10.00 10.34 100.1 2 Open 145 8.39 8.39 8.39 8.57 10.6 1 Open 180 8.60 10.00 9.53 9.76 23.9 3 Open 365 8.80 8.80 8.80 8.80 38.8 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 60,653.1 106 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.10 4.50 0.99 1.00 11,923.4 41 Close 5 7.78 7.78 7.78 8.09 12.0 1 Close 6 7.00 7.00 7.00 7.25 30.7 1 Close 7 3.50 6.50 4.54 4.65 590.0 7 Close 8 8.00 8.00 8.00 8.32 1.4 1 Close 12 6.08 6.08 6.08 6.27 57.8 1 Close 16 7.53 7.53 7.53 7.80 29.1 1 Close 26 7.99 7.99 7.99 8.29 40.6 1 Close 30 10.00 10.00 10.00 10.47 65.5 1 Close 44 8.01 8.01 8.01 8.30 0.8 1 Close 120 9.00 9.00 9.00 9.27 46.8 1 Close 128 12.50 12.50 12.50 12.89 104.4 1 Close 145 12.12 12.12 12.12 12.49 96.4 2 Close 147 9.00 9.00 9.00 9.20 361.4 3 Close 236 12.50 12.50 12.50 12.50 281.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 13,641.3 64 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 74,294.4 170 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 130 deals totaled KZT72,006.7 m. including 85 (KZT59,791.1 m.) repo opening deals and 45 repo closing deals (KZT12,215.6 m.). Indicator TONIA according to trade results totaled 1.87 and increased relative to the previous trading day by 1.45. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 1.93 0.99 +0.94 7 5.72 5.38 +0.34 30 7.64 3.00 +4.64 --------------------------------------------- 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: +131.8% (-KZT11,466.8 m.), 8 participants. Second tier banks (STB): - +KZT57,373.0 m. (borrowing, 9 banks); -KZT46,438.0 m. (lending, 8 banks); - on open trade market in GS (in auto repo sector) +KZT10,935.0 m.; - resulting balance totaled +KZT10,935.0 m. (on previous day it was equal to +KZT4,606.0 m.). [2006-11-22]