Repo on KASE: day results

/IRBIS, Igor Kazanskiy, September 27, 07/ - Today on Kazakhstan stock exchange (KASE) 418 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ157,411.5 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 correcting deal 112.4 5 Open 1 8.00 12.00 9.32 9.77 35,947.6 78 Open 4 7.50 11.01 10.23 10.76 4,196.3 7 Open 5 11.00 11.00 11.00 11.62 10.0 1 Open 6 14.00 14.00 14.00 15.01 1,558.0 2 Open 7 8.00 11.50 9.00 9.41 43,086.2 41 Open 8 0.00 0.00 0.00 0.00 8.7 1 Open 13 9.01 9.01 9.01 9.41 0.6 1 Open 14 5.51 13.00 9.48 9.95 684.5 8 Open 15 12.29 12.29 12.29 13.04 3.0 1 Open 18 11.01 11.01 11.01 11.60 51.6 1 Open 19 10.00 10.00 10.00 10.49 0.5 1 Open 21 9.00 10.00 9.08 9.48 120.0 2 Open* 28 10.50 12.00 11.56 12.20 312.0 3 Open 30 14.00 14.00 14.00 14.93 116.7 1 Open 31 8.00 8.00 8.00 8.30 44.4 1 Open 32 10.00 14.00 12.67 13.43 1,562.4 26 Open 33 7.00 13.05 10.37 10.91 59.8 5 Open 54 8.92 8.92 8.92 9.25 80.7 2 -------- -------- ----- ------ ------- --------- --------- -------- Subtotal 87,955.5 187 -------- -------- ----- ------ ------- --------- --------- -------- Close correcting deal 111.4 5 Close 1 0.00 12.00 8.00 8.33 42,639.4 110 Close 2 8.44 10.50 10.36 10.91 456.7 3 Close 3 6.50 10.00 6.77 7.00 380.6 3 Close 6 11.00 14.02 12.86 13.72 81.2 4 Close 7 9.00 11.50 9.17 9.59 14,987.6 39 Close 8 7.85 12.00 9.64 10.13 59.5 6 Close 10 8.00 8.11 8.04 8.36 1,517.8 5 Close 14 9.25 11.00 9.74 10.21 1,834.3 7 Close 15 8.00 8.00 8.00 8.31 47.2 1 Close 17 10.01 10.01 10.01 10.50 292.1 2 Close 21 9.40 10.51 9.84 10.31 4,601.6 13 Close 22 8.00 995.45 67.13 13,766.62 42.8 2 Close 23 11.00 11.00 11.00 11.58 24.2 1 Close 25 13.36 13.36 13.36 14.22 11.8 1 Close 30 9.00 10.00 9.51 9.93 1,018.9 4 Close 31 10.50 11.00 10.74 11.28 116.7 2 Close 38 9.00 9.00 9.00 9.37 80.7 1 Close 41 11.48 11.48 11.48 12.08 7.6 1 Close 43 11.03 11.03 11.03 11.58 17.3 1 Close 55 9.04 9.04 9.04 9.39 10.2 1 Close 62 9.25 13.00 9.81 10.21 219.0 9 Close 100 8.35 8.35 8.35 8.58 2.4 1 Close 121 9.25 9.25 9.25 9.54 11.4 1 Close 127 8.00 8.00 8.00 8.16 14.9 1 Close 129 10.00 10.00 10.00 10.25 1.4 1 Close 164 10.00 10.00 10.00 10.25 2.1 1 Close 168 8.00 8.00 8.00 8.16 16.6 1 Close 191 10.02 10.02 10.02 10.02 2.0 1 Close 273 7.57 7.57 7.57 7.57 3.1 1 Close 539 9.97 9.97 9.97 843.8 2 -------- -------- ----- ------ ------- --------- --------- -------- Subtotal 69,456.0 231 -------- -------- ----- ------ ------- --------- --------- -------- Total 157,411.5 418 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 272 deals totaled KZT144,416.8 m. including 136 (KZT85,154.3 m.) repo opening deals and 136 repo closing deals (KZT59,262.4 m.) Indicator TONIA according to trade results totaled 9.23 and increased relative to the previous trading day by 1.39. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 9.32 7.99 +1.33 7 9.00 9.46 -0.46 14 9.48 8.47 +1.01 7 11.56 12.09 -0.53 28 14.00 11.82 +2.18 30 10.37 13.96 -3.59 33 8.92 16.00 -7.08 54 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: - 8.7% (-KZT21,175.0 m.), 8 participants. Second tier banks (STB): - +KZT80,729.0 m. (borrowing, 13 banks); -KZT51,341.0 m. (lending, 8 banks); - in GS repo sector +KZT29,413.0 m.; in CS repo sector +KZT25.0 m.; - resulting balance totaled +KZT29,388.0 m. (on the previous day it was +KZT32,474.7 m.). [2007-09-27]