Repo on KASE: day results

/IRBIS, Igor Kazanskiy, October 5, 07/ - Today on Kazakhstan stock exchange (KASE) 312 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ155,431.6 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 correction deal 2,900.0 7 Open 3 5.00 17.38 9.55 10.04 31,621.4 108 Open 5 7.00 11.00 9.66 10.15 69.5 5 Open 7 8.00 12.30 9.03 9.45 42,164.4 31 Open 13 9.50 9.50 9.50 9.95 15.0 1 Open 14 9.00 13.53 9.84 10.33 533.2 5 Open 26 13.00 13.00 13.00 13.81 54.0 1 Open 31 6.01 12.01 9.97 10.43 2,188.7 7 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 79,546.1 165 -------- -------- ----- ----- ------- --------- --------- -------- Close correction deal 2,900.2 7 Close 1 5.15 15.57 9.82 10.34 24,985.5 67 Close 2 6.00 9.25 7.63 7.94 433.2 5 Close 3 5.50 7.00 6.84 7.08 1,293.5 4 Close 7 9.00 11.50 9.04 9.45 42,171.0 34 Close 11 11.01 11.01 11.01 11.62 2.0 1 Close 14 10.00 12.00 10.76 11.34 408.9 5 Close 15 10.22 10.22 10.22 10.74 0.1 1 Close 28 10.00 13.25 12.86 13.66 939.2 9 Close 29 8.01 8.01 8.01 8.31 17.4 1 Close 30 9.50 11.50 10.04 10.52 2,097.2 5 Close 37 0.00 10.02 0.06 0.07 48.5 2 Close 38 10.42 10.42 10.42 10.92 2.0 1 Close 43 10.38 10.38 10.38 10.86 1.4 1 Close 65 7.03 7.03 7.03 7.23 0.4 1 Close 92 9.50 9.50 9.50 9.80 12.0 1 Close 182 12.00 12.00 12.00 12.36 561.8 1 Close 198 10.04 10.04 10.04 10.04 11.2 1 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 75,885.4 147 -------- -------- ----- ----- ------- --------- --------- -------- Total 155,431.6 312 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 242 deals totaled KZT147,963.5 m. including 128 (KZT76,373.7 m.) repo opening deals and 114 repo closing deals (KZT71,589.8 m.) Indicator TONIA according to trade results totaled 8.73 and decreased relative to the previous trading day by 0.23. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 7 9.03 8.96 +0.07 14 9.84 9.32 +0.52 ------------------------------------------------ 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: + 24.03% (-KZT7,633.0 m.), 7 participants. Second tier banks (STB): - +KZT69,522.9 m. (borrowing, 11 banks); -KZT58,239.4 m. (lending, 9 banks); - in GS repo sector +KZT9,336.0 m.; in CS repo sector +KZT1,947.5 m.; - resulting balance totaled +KZT11,283.5 m. (on the previous day it was +KZT18,121.0 m.). [2007-10-05]