Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, October 15, 07/ - Today on Kazakhstan stock exchange (KASE) 377 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ88,577.6 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 1 0.15 14.00 3.16 3.24 23,716.4 67 Open 2 4.00 13.25 4.31 4.41 5,141.0 3 Open 3 7.50 8.82 8.50 8.87 2,474.0 8 Open 4 7.97 8.00 7.99 8.31 51.9 2 Open 7 5.00 13.00 6.31 6.53 6,220.3 15 Open 14 7.50 15.00 8.66 9.04 2,592.0 10 Open 21 9.24 9.24 9.24 9.65 133.1 1 Open 25 12.50 12.50 12.50 13.25 13.0 1 Open* 28 8.50 14.50 9.88 10.36 1,397.0 12 Open 30 9.00 14.00 11.48 12.11 872.4 6 Open 31 10.00 15.50 10.53 11.06 192.7 6 Open 32 9.00 9.00 9.00 9.38 1.0 1 Open 92 10.00 10.00 10.00 10.34 88.7 1 Open 366 10.50 10.50 10.50 16.0 1 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 42,909.6 134 -------- -------- ----- ----- ------- --------- -------- -------- Close 9.06 9.06 9.06 20.2 1 Close 3 0.30 12.17 3.68 3.81 35,188.5 96 Close 4 5.60 12.00 9.24 9.71 1,357.9 14 Close 5 10.00 10.00 10.00 10.51 67.1 2 Close 6 9.99 13.29 11.70 12.41 81.0 3 Close 7 6.06 13.00 9.10 9.53 5,571.1 20 Close 10 10.01 11.36 10.75 11.34 233.0 7 Close 12 1.00 1.00 1.00 1.01 5.0 1 Close 13 9.01 10.00 9.68 10.14 406.3 2 Close 14 9.50 13.00 10.39 10.93 1,457.9 10 Close 17 9.03 9.03 9.03 9.43 8.7 1 Close 18 0.00 0.00 0.00 0.00 8.7 1 Close 19 8.68 8.68 8.68 9.05 17.1 1 Close 28 9.00 14.50 11.98 12.68 543.0 9 Close 31 9.00 12.00 11.11 11.70 591.8 5 Close 40 6.90 6.90 6.90 7.11 4.0 1 Close 55 10.04 10.04 10.04 10.47 19.3 1 Close 61 10.00 11.06 10.03 10.44 17.8 4 Close 62 9.81 9.81 9.81 10.20 11.7 1 Close 66 8.60 8.60 8.60 8.90 13.9 1 Close 97 12.18 12.18 12.18 12.68 2.0 1 Close 108 8.03 8.03 8.03 8.24 28.7 1 Close 166 9.12 9.12 9.12 9.33 3.0 1 Close 187 9.14 9.14 9.14 9.14 10.4 1 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 45,668.0 185 -------- -------- ----- ----- ------- --------- -------- -------- Total 88,577.6 319 ----------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 237 deals totaled KZT83,521.5 m. including 101 (KZT40,668.2 m.) repo opening deals and 136 repo closing deals (KZT42,853.2 m.) Indicator TONIA according to trade results totaled 1.99 and increased relative to the previous trading day by 0.03. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 3.16 9 -5.84 3 8.50 3.68 4.82 4 7.99 15.02 -7.03 7 6.31 9.34 -3.03 14 8.66 9.79 -1.13 28 9.88 10.35 -0.47 31 10.53 13.52 -2.99 --------------------------------------------- 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: +131.2% (-KZT25,824.0 m.), 9 participants. Second tier banks (STB): - +KZT32,697.0 m. (borrowing, 9 banks); -KZT7,258.0 m. (lending, 5 banks); - in GS repo sector +KZT25,239.0 m.; in CS repo sector +KZT200.0 m. - resulting balance totaled +KZT25,439.0 m. (on the previous day it was +KZT17,548.1 m.). [2007-10-15]