Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, September 18, 07/ - Today on Kazakhstan stock exchange (KASE) 255 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ58,288.7 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 Intraday 9.00 9.00 9.00 X 20.0 1 Open 1 9.00 12.00 10.17 10.71 21,411.4 74 Open 2 9.33 10.34 9.75 10.23 250.8 4 Open 3 11.03 12.00 11.29 11.94 30.0 2 Open 6 8.00 10.03 8.79 9.19 166.3 3 Open 7 6.98 12.18 9.40 9.85 6,331.6 31 Open 10 8.00 8.00 8.00 8.31 200.0 1 Open* 14 9.00 11.50 10.48 11.03 1,432.0 14 Open 30 1.00 20.00 12.11 12.89 485.9 19 Open 31 9.00 9.00 9.00 9.38 32.7 1 Open 61 11.01 11.01 11.01 11.50 1.3 1 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 30,362.0 151 -------- -------- ----- ----- ------- --------- -------- -------- Close Intraday 0.00 0.00 0.00 0.00 20.0 1 Close 1 7.30 14.00 8.98 9.40 23,656.0 66 Close 5 11.20 11.20 11.20 11.84 9.0 1 Close 6 9.12 9.12 9.12 9.55 12.0 1 Close 7 9.00 9.50 9.04 9.45 3,412.9 20 Close 8 9.56 9.56 9.56 10.03 61.2 1 Close 12 12.00 12.00 12.00 12.73 200.8 1 Close 14 9.22 10.00 9.92 10.41 466.8 7 Close 16 8.00 9.56 9.49 9.94 68.3 2 Close 20 10.37 10.37 10.37 10.89 7.5 2 Close 32 17.06 17.06 17.06 18.45 1.5 1 Close 223 9.39 9.39 9.39 9.39 10.5 1 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 27,926.7 104 -------- -------- ----- ----- ------- --------- -------- -------- Total 58,288.7 255 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 201 deals totaled KZT56,365.7 m. including 112 (KZT29,068.4 m.) repo opening deals and 89 repo closing deals (KZT27,297.3 m.) Indicator TONIA according to trade results totaled 10.15 and increased relative to the previous trading day by 1.23. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 10.17 8.99 +1.18 2 9.75 8.01 +1.74 3 11.29 9.56 +1.73 6 8.79 10.09 -1.30 7 9.40 9.17 +0.23 10 8.00 8.04 -0.04 14 10.48 11.64 -1.16 30 12.11 11.45 +0.66 31 9.00 10.50 -1.50 ------------------------------------------------ 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: + 22.9% (-KZT12,385.1 m.), 9 participants. Second tier banks (STB): - +KZT26,571.9 m. (borrowing, 11 banks); -KZT6,049.0 m. (lending, 6 banks); - in GS repo sector +KZT19,836.1 m.; in CS repo sector +KZT686.6 m.; - resulting balance totaled +KZT20,522.9 m. (on the previous day it was +KZT31,101.9 m.). [2007-09-18]