Repo on KASE: day results

/IRBIS, Igor Kazanskiy, September 25, 07/ - Today on Kazakhstan stock exchange (KASE) 335 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ100,043.7 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 5.00 5.00 5.00 х 20.0 1 Open 1 4.50 8.00 5.83 6.01 38,778.7 77 Open 2 8.44 10.50 10.33 10.88 470.4 4 Open* 3 7.00 7.00 7.00 7.25 3,662.0 8 Open 6 8.50 8.50 8.50 8.87 16.0 1 Open 7 5.50 12.00 8.57 8.95 5,346.0 33 Open 10 9.02 9.02 9.02 9.43 132.6 1 Open 14 8.45 11.00 8.69 9.06 2,247.7 10 Open 28 9.00 11.30 9.83 10.29 445.0 10 Open 29 10.00 10.00 10.00 10.47 27.2 1 Open 30 11.50 13.00 12.77 13.54 544.7 8 Open 31 10.00 12.01 10.65 11.18 60.8 3 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 51,751.0 157 -------- -------- ----- ----- ------- --------- --------- -------- Close intraday 0.00 0.00 0.00 х 20.0 1 Close 1 3.50 10.08 5.02 5.15 39,218.9 101 Close 4 10.00 11.00 10.54 11.11 6.5 2 Close 5 11.04 11.04 11.04 11.66 23.7 1 Close 7 6.99 12.18 9.41 9.86 6,334.8 30 Close 8 11.58 11.58 11.58 12.26 19.4 4 Close 11 10.92 11.12 11.11 11.72 235.7 5 Close 13 10.89 10.89 10.89 11.48 50.2 1 Close 14 9.50 13.17 10.54 11.10 1,337.5 8 Close 19 10.10 10.10 10.10 10.60 95.6 2 Close 20 11.01 13.00 11.72 12.40 78.3 2 Close 27 10.00 10.37 10.31 10.81 1.3 2 Close 28 9.50 13.00 12.20 12.91 310.9 6 Close 29 10.02 10.02 10.02 10.50 20.2 1 Close 32 10.03 10.03 10.03 10.50 20.2 1 Close 34 10.02 10.02 10.02 10.49 1.0 1 Close 35 9.00 10.02 9.02 9.40 135.6 2 Close 41 8.65 8.65 8.65 8.99 6.0 1 Close 49 9.50 9.50 9.50 9.90 44.8 2 Close 56 9.00 9.00 9.00 9.34 37.5 1 Close 57 9.07 9.07 9.07 9.42 0.1 1 Close 69 10.22 10.22 10.22 10.65 88.7 1 Close 92 9.50 9.50 9.50 9.80 102.4 1 Close 124 8.70 8.70 8.70 8.89 103.6 1 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 48,292.7 178 -------- -------- ----- ----- ------- --------- --------- -------- Total 100,043.7 335 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 251 deals totaled KZT96,398.5 m. including 119 (KZT50,029.3 m.) repo opening deals and 132 repo closing deals (KZT46,369.2 m.) Indicator TONIA according to trade results totaled 5.82 and increased relative to the previous trading day by 0.94. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 5.83 5.02 +0.81 2 10.33 10.00 +0.33 3 7.00 6.50 +0.50 7 8.57 9.36 -0.79 14 8.69 9.41 -0.72 28 9.83 11.13 -1.30 30 12.77 14.83 -2.06 31 10.65 11.00 -0.35 ------------------------------------------------ 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: - 19.9% (-KZT19,085.0 m.), 8 participants. Second tier banks (STB): - +KZT45,374.0 m. (borrowing, 9 banks); -KZT13,741.0 m. (lending, 9 banks); - in GS repo sector +KZT31,397.0 m.; in CS repo sector +KZT13,741.0 m.; - resulting balance totaled +KZT31,397.0 m. (on the previous day it was +KZT28,657.0 m.). [2007-09-25]