Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, October 1, 07/ - Today on Kazakhstan stock exchange (KASE) 402 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ97,222.7 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 1 1.00 365.00 4.93 5.07 36,968.9 96 Open 2 10.00 20.28 12.12 12.92 1,254.7 3 Open 3 9.00 9.01 9.00 9.42 255.8 4 Open 5 8.21 8.21 8.21 8.55 1.5 1 Open 7 9.00 13.50 9.92 10.43 3,178.6 18 Open 14 9.50 13.00 10.39 10.93 1,452.1 10 Open 17 10.00 10.00 10.00 10.49 35.1 1 Open 18 12.50 12.50 12.50 13.27 645.0 2 Open* 28 10.20 14.50 11.55 12.20 1,020.0 8 Open 30 12.00 12.50 12.44 13.18 1,266.0 9 Open 31 11.00 13.51 12.44 13.17 699.0 10 Open 35 11.00 11.00 11.00 11.56 21.5 1 Open 60 14.00 14.00 14.00 14.84 5.2 1 Open 63 14.00 14.00 14.00 14.81 1.7 1 Open 88 7.63 8.00 7.96 8.20 997.2 11 Open* 91 12.00 12.00 12.00 12.55 3,572.0 2 -------- -------- ----- ------ ------- --------- -------- -------- Subtotal 51,374.1 178 -------- -------- ----- ------ ------- --------- -------- -------- Close 3 5.00 17.00 8.58 8.99 26,112.5 112 Close 4 7.50 15.01 10.29 10.83 4,280.3 13 Close 5 10.00 10.00 10.00 10.51 5.9 1 Close 6 8.50 8.50 8.50 8.87 16.0 1 Close 7 8.80 11.06 9.40 9.85 3,793.8 22 Close 10 10.46 36.50 12.21 12.98 2,987.9 19 Close 11 11.00 11.00 11.00 11.61 9.9 1 Close 12 12.01 12.01 12.01 12.74 25.1 1 Close 13 10.00 10.00 10.00 10.50 8.0 1 Close 14 9.00 13.17 11.65 12.33 1,748.2 9 Close 24 10.80 10.81 10.81 11.37 288.0 2 Close 28 10.00 13.25 12.45 13.20 1,392.2 7 Close 29 9.50 14.50 10.18 10.68 850.8 7 Close 33 10.05 12.00 10.83 11.38 76.4 2 Close 39 10.52 10.61 10.59 11.10 136.5 2 Close 41 8.50 8.50 8.50 8.82 6.3 1 Close 42 8.52 8.52 8.52 8.84 8.1 1 Close 61 8.50 8.50 8.50 8.79 13.4 2 Close 62 9.53 9.53 9.53 9.90 4.8 1 Close 67 9.79 10.00 9.94 10.34 16.5 2 Close 69 10.00 10.00 10.00 10.41 35.7 1 Close 76 9.98 9.98 9.98 10.36 51.5 1 Close 77 10.00 11.00 10.33 10.74 134.8 3 Close 82 10.00 10.00 10.00 10.38 44.7 2 Close 91 12.00 12.00 12.00 12.55 3,571.8 2 Close 129 7.00 10.00 7.77 7.92 102.5 3 Close 130 9.35 9.35 9.35 9.57 23.5 1 Close 132 10.00 10.00 10.00 10.25 17.9 1 Close 137 10.00 10.00 10.00 10.25 51.4 1 Close 157 9.04 9.04 9.04 9.24 33.5 1 Close 185 7.92 7.92 7.92 7.92 0.6 1 -------- -------- ----- ------ ------- --------- -------- -------- Subtotal 45,848.6 224 -------- -------- ----- ------ ------- --------- -------- -------- Total 97,222.7 402 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 270 deals totaled KZT82,372.5 m. including 129 (KZT45,231.2 m.) repo opening deals and 141 repo closing deals (KZT37,141.3 m.) Indicator TONIA according to trade results totaled 4.42 and decreased relative to the previous trading day by 2.79. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 3 9.00 8.87 +0.13 5 8.21 0.52 +7.69 7 9.92 9.04 +0.88 14 10.39 10.17 +0.22 31 12.44 10.89 +1.55 91 12.00 12.00 0 ------------------------------------------------ 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: + 54.7% (-KZT9,230.0 m.), 7 participants. Second tier banks (STB): - +KZT38,974.8 m. (borrowing, 11 banks); -KZT27,691.0 m. (lending, 7 banks); - in GS repo sector +KZT7,922.1 m.; in CS repo sector +KZT3,361.7 m.; - resulting balance totaled +KZT11 283,8 m. (on the previous day it was +KZT18,554.1 m.). [2007-10-01]