Repo on KASE: day results

/IRBIS, Igor Kazanskiy, October 17, 07/ - Today on Kazakhstan stock exchange (KASE) 317 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ77,226.1 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 0.10 9.03 1.51 1.54 36,572.1 111 Open 2 5.00 5.00 5.00 5.13 87.5 1 Open 5 5.00 8.50 5.55 5.71 537.2 4 Open 7 8.00 10.00 8.85 9.25 435.0 5 Open 14 9.00 15.53 11.74 12.45 626.7 18 Open 15 10.12 13.75 11.76 12.47 27.5 2 Open 26 15.00 15.00 15.00 16.09 0.6 1 Open* 28 8.00 14.50 9.74 10.21 883.1 10 Open* 30 12.00 13.00 12.60 13.36 146.0 3 Open 31 13.98 13.98 13.98 14.90 3.5 1 Open 33 10.00 14.00 13.93 14.85 511.5 7 Open 47 14.20 14.20 14.20 15.09 27.5 1 Open 61 13.80 13.80 13.80 14.59 10.8 1 Open 62 14.06 14.06 14.06 14.87 50.0 1 Open 85 30.00 30.00 30.00 33.55 251.8 3 Open 92 10.00 10.00 10.00 10.34 50.9 1 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 40,221.4 170 -------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.10 10.11 2.25 2.31 29,320.9 96 Close 2 4.00 8.00 4.24 4.33 5,116.2 3 Close 5 7.00 9.70 7.34 7.61 119.0 2 Close 6 9.84 9.84 9.84 10.33 103.0 1 Close 7 9.00 12.00 9.56 10.03 284.3 3 Close 8 11.00 11.00 11.00 11.61 31.1 1 Close 9 12.49 12.49 12.49 13.28 21.7 1 Close 14 9.00 14.00 10.40 10.95 1,439.8 23 Close 28 14.50 14.50 14.50 15.51 55.6 1 Close 30 10.03 11.50 11.19 11.79 99.1 4 Close 44 8.50 8.50 8.50 8.82 126.3 1 Close 49 10.00 10.00 10.00 10.44 12.2 1 Close 61 10.53 10.54 10.53 10.98 138.9 2 Close 62 10.03 10.03 10.03 10.44 4.6 1 Close 65 9.46 9.46 9.46 9.82 39.7 1 Close 82 8.41 8.41 8.41 8.68 0.3 1 Close 92 9.00 9.00 9.00 9.27 20.9 2 Close 106 5.00 5.00 5.00 5.08 15.2 1 Close 180 9.40 9.40 9.40 9.62 49.2 1 Close 219 8.33 8.33 8.33 8.33 6.8 1 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 37,004.7 147 -------- -------- ----- ----- ------- --------- -------- -------- Total 77,226.1 317 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 250 deals totaled KZT74,174.0 m. including 132 (KZT38,384.4 m.) repo opening deals and 118 repo closing deals (KZT35,789.6 m.) Indicator TONIA according to trade results totaled 0.78 and decreased relative to the previous trading day by 0.72. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 1.51 2.25 -0.74 7 8.85 7.83 +1.02 14 11.74 9.05 +2.69 15 11.76 11.00 +0.76 28 9.74 8.12 +1.62 30 12.60 12.37 +0.23 31 13.98 15.16 -1.18 ------------------------------------------------ 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: +21.44% (-KZT19,808.0 m.), 9 participants. Second tier banks (STB): 0. +KZT34,006.9 m. (borrowing, 12 banks); -KZT11,303.0 m. (lending, 3 banks); 1. in GS repo sector +KZT22,396.1 m.; in CS repo sector +KZT307.8 m. 2. resulting balance totaled +KZT22,703.9 m. (on the previous day it was +KZT19,537.0 m.). [2007-10-17]