Repo on KASE: day results

/IRBIS, Igor Kazanskiy, October 11, 07/ - Today on Kazakhstan stock exchange (KASE) 377 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ128,088.2 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 0.01 0.01 0.01 142.0 1 Open 1 0.00 12.00 5.90 6.09 41,903.1 125 Open 4 5.60 14.01 9.83 10.37 1,645.3 24 Open 7 8.00 12.52 9.53 10.00 4,859.3 36 Open 11 7.03 7.03 7.03 7.27 16.5 1 Open 12 12.00 12.50 12.41 13.18 220.7 2 Open 14 12.50 12.51 12.50 13.28 304.0 2 Open* 28 14.00 14.00 14.00 14.94 89.0 1 Open 32 11.00 14.00 12.05 12.73 2,053.8 7 Open 61 15.00 15.00 15.00 15.93 2.9 1 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 51,236.7 200 -------- -------- ----- ----- ------- --------- --------- -------- Close intraday 0.00 0.00 0.00 0.00 142.0 1 Close 1 3.60 12.02 6.61 6.85 29,588.3 71 Close 2 0.00 10.00 1.43 1.50 752.1 16 Close 3 8.50 12.70 10.72 11.32 1,934.7 18 Close 6 7.00 7.00 7.00 7.25 15.0 1 Close 7 8.70 11.00 8.96 9.36 42,523.4 31 Close 14 5.52 13.00 9.78 10.27 599.6 5 Close 15 6.30 6.30 6.30 6.49 25.1 1 Close 16 10.00 11.00 10.66 11.22 36.4 6 Close 21 11.02 11.02 11.02 11.61 23.7 1 Close 27 9.90 9.90 9.90 10.36 64.9 1 Close 28 9.00 11.00 10.63 11.17 99.3 5 Close 29 8.00 8.01 8.00 8.30 629.0 4 Close 30 10.00 11.80 10.33 10.84 283.5 8 Close 38 10.24 10.24 10.24 10.72 101.4 2 Close 51 11.00 11.00 11.00 11.53 2.9 1 Close 73 9.90 9.90 9.90 10.30 3.1 1 Close 92 9.50 9.50 9.50 9.81 15.4 1 Close 111 9.79 9.79 9.79 10.12 1.1 1 Close 181 10.00 10.00 10.00 10.25 10.5 2 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 76,851.4 177 -------- -------- ----- ----- ------- --------- --------- -------- Total 128,088.2 377 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 256 deals totaled KZT120,655.4 m. including 149 (KZT48,714.3 m.) repo opening deals and 107 repo closing deals (KZT71,941.1 m.) Indicator TONIA according to trade results totaled 5.42 and decreased relative to the previous trading day by 0.24. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 5.90 6.61 -0.71 7 9.53 9.58 -0.05 14 12.50 12.00 +0.50 28 14.00 14.00 +0.00 ------------------------------------------------ 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: + 38.07% (-KZT13,793.1 m.), 7 participants. Second tier banks (STB): 0. +KZT41,912.3 m. (borrowing, 11 banks); -KZT28,391.9 m. (lending, 6 banks); 1. in GS repo sector +KZT12,722.0 m.; in CS repo sector +KZT798.4 m. 2. resulting balance totaled +KZT13,520.4 m. (on the previous day it was +KZT11,980.0 m.). [2007-10-11]