Repo on KASE: day results

/IRBIS, Igor Kazanskiy, October 18, 07/ - Today on Kazakhstan stock exchange (KASE) 412 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ116,643.4 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 1.00 8.25 2.28 2.32 63,450.5 140 Open 4 5.00 7.50 6.63 6.86 379.6 6 Open 6 0.50 5.00 1.40 1.43 160.2 2 Open* 7 5.00 10.50 5.54 5.70 410.0 4 Open 10 5.00 12.02 6.60 6.82 2,875.9 20 Open 14 5.00 12.00 7.71 8.05 1,602.0 14 Open 16 10.00 10.00 10.00 10.49 70.4 2 Open* 28 5.00 10.50 9.12 9.54 334.0 2 Open 29 6.00 6.00 6.00 6.17 51.0 2 Open 32 8.50 30.00 14.34 15.63 361.8 13 Open 34 11.00 11.00 11.00 11.56 3.0 1 Open 91 8.00 8.00 8.00 8.24 30.0 2 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 69,728.5 208 -------- -------- ----- ----- ------- --------- --------- -------- Close 1 0.10 9.03 1.51 1.54 36,559.7 110 Close 3 7.50 13.34 8.76 9.16 2,620.3 13 Close 6 0.00 12.00 6.39 6.79 128.5 3 Close 7 9.00 12.52 9.50 9.96 4,738.2 30 Close 9 8.00 8.00 8.00 8.32 25.0 1 Close 10 9.71 9.85 9.83 10.31 34.0 2 Close 13 9.50 9.50 9.50 9.95 15.1 1 Close 14 9.00 10.01 9.32 9.75 1,109.3 12 Close 15 11.00 11.00 11.00 11.60 29.1 2 Close 16 11.83 11.83 11.83 12.52 20.1 1 Close 17 10.00 10.00 10.00 10.49 35.2 1 Close 21 10.00 10.00 10.00 10.48 10.7 2 Close 28 10.00 12.00 11.43 12.05 744.5 4 Close 30 1.00 11.50 10.70 11.27 309.7 7 Close 31 10.50 10.50 10.50 11.02 105.5 2 Close 42 11.03 11.03 11.03 11.57 9.7 1 Close 63 10.39 10.39 10.39 10.83 9.6 1 Close 65 10.10 10.10 10.10 10.51 9.7 1 Close 72 14.36 14.36 14.36 15.20 36.0 1 Close 136 8.41 8.41 8.41 8.59 3.7 1 Close 142 9.30 9.30 9.30 9.52 42.7 2 Close 143 8.46 8.46 8.46 8.64 3.8 1 Close 156 9.45 9.45 9.45 9.67 20.8 1 Close 183 8.50 8.50 8.50 8.50 50.7 2 Close 189 9.18 9.18 9.18 9.18 1.7 1 Close 203 7.50 7.50 7.50 7.50 241.7 1 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 46,914.9 204 -------- -------- ----- ----- ------- --------- --------- -------- Total 116,643.4 412 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 309 deals totaled KZT112,833.3 m. including 168 (KZT68,477.3 m.) repo opening deals and 141 repo closing deals (KZT44,356.1 m.) Indicator TONIA according to trade results totaled 1.86 and increased relative to the previous trading day by 1.08. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.28 1.51 +0.77 7 5.54 8.85 -3.31 14 7.71 11.74 -4.03 28 9.12 9.74 -0.62 --------------------------------------------- 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: +61.4% (-KZT30,628.0 m.), 9 participants. Second tier banks (STB): - +KZT62,044.2 m. (borrowing, 15 banks); -KZT28,033.0 m. (lending, 10 banks); - in GS repo sector +KZT33,872.0 m.; in CS repo sector +KZT139.2 m. - resulting balance totaled +KZT34,011.2 m. (on the previous day it was +KZT22,703.9 m.). [2007-10-18]