Repo on KASE: day results

/IRBIS, Igor Kazanskiy, October 9, 07/ - Today on Kazakhstan stock exchange (KASE) 405 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ99,592.6 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 intraday 0.00 15.42 1.61 0.00 48.0 5 Open 1 0.00 14.60 7.02 7.29 44,120.4 119 Open 2 0.00 11.02 0.44 0.47 670.9 15 Open 3 7.00 12.50 9.56 10.06 217.5 3 Open 6 7.00 12.50 8.43 8.82 453.2 6 Open 7 9.00 12.50 9.70 10.18 4,332.8 32 Open 8 11.00 11.00 11.00 11.61 36.9 2 Open 9 8.00 8.00 8.00 8.32 25.0 1 Open 14 10.00 14.00 13.09 13.97 255.0 5 Open 15 13.29 13.29 13.29 14.17 49.9 2 Open* 28 10.00 14.50 11.81 12.50 969.0 9 Open* 30 12.00 12.00 12.00 12.68 29.0 1 Open 31 7.00 30.00 20.74 23.24 197.7 11 Open 62 14.00 14.00 14.00 14.81 5.1 3 Open* 90 12.00 12.00 12.00 12.55 1,000.1 2 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 52,410.7 216 -------- -------- ----- ----- ------- --------- -------- -------- Close intraday 0.00 0.00 0.00 0.00 48.0 5 Close 1 3.00 14.60 5.97 6.18 37,191.6 134 Close 7 7.53 12.50 9.40 9.85 3,451.9 16 Close 8 10.72 10.72 10.72 11.30 65.6 1 Close 14 8.45 10.80 8.68 9.06 2,251.5 7 Close 15 10.16 10.41 10.36 10.89 91.2 2 Close 18 8.33 8.33 8.33 8.67 6.6 1 Close 21 10.29 93.54 52.16 80.09 132.0 3 Close 28 10.00 14.50 11.94 12.65 703.4 7 Close 63 7.01 11.02 9.02 9.37 142.2 2 Close 89 10.01 10.01 10.01 10.39 1,666.5 5 Close 90 12.00 12.00 12.00 12.55 1,029.7 2 Close 140 14.00 14.00 14.00 14.49 49.9 1 Close 148 7.15 7.15 7.15 7.28 311.0 1 Close 182 10.00 10.00 10.00 10.25 30.5 1 Close 203 10.05 10.05 10.05 10.05 10.3 1 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 47,181.9 189 -------- -------- ----- ----- ------- --------- -------- -------- Total 99,592.6 405 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 286 deals totaled KZT92,150.3 m. including 146 (KZT48,856.4 m.) repo opening deals and 140 repo closing deals (KZT43,293.9 m.) Indicator TONIA according to trade results totaled 6.28 and increased relative to the previous trading day by 0.83. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------- Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ------ 1 7.02 6.01 +1.01 2 0.44 10.21 -9.77 3 9.56 10.77 -1.21 7 9.70 9.17 +0.53 14 13.09 12.22 +0.87 28 11.81 11.12 +0.69 30 12.00 12.82 -0.82 31 20.74 10.46 +10.28 ------------------------------------------------- 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: + 87.63% (-KZT13,378.1 m.), 9 participants. Second tier banks (STB): - +KZT39,581.4 m. (borrowing, 13 banks); -KZT28,617.1 m. (lending, 8 banks); - in GS repo sector +KZT10,281.9 m.; in CS repo sector +KZT1,226.4 m.; in GS open trades sector -KZT544.0 m. - resulting balance totaled +KZT10,964.3 m. (on the previous day it was +KZT12,498.1 m.). [2007-10-09]