Repo on KASE: day results

/IRBIS, Igor Kazanskiy, October 29, 07/ - Today on Kazakhstan stock exchange (KASE) 531 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ174,134.1 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 intraday 7.00 7.00 7.00 х 24.0 1 Open 1 1.00 15.09 3.39 3.46 56,248.4 122 Open 2 7.50 7.50 7.50 7.78 3.9 1 Open 3 8.11 10.00 9.18 9.61 253.9 5 Open 7 6.00 13.00 8.38 8.76 12,549.2 49 Open 8 10.01 10.01 10.01 10.52 22.0 1 Open 14 7.00 11.50 9.62 10.08 3,493.7 17 Open 22 12.01 12.01 12.01 12.71 34.4 3 Open* 28 8.00 14.50 9.38 9.80 1,830.0 9 Open 30 11.00 15.00 14.69 15.72 818.8 7 Open 31 11.00 14.13 13.61 14.49 1,470.2 15 Open 37 9.05 9.05 9.05 9.42 41.1 2 Open 51 9.70 9.70 9.70 10.11 20.8 1 Open 66 6.50 7.70 7.09 7.29 1,248.4 13 Open 73 1.25 12.50 12.50 13.14 168.8 6 Open* 91 8.00 8.00 8.00 8.24 1,939.1 5 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 80,166.7 257 -------- -------- ----- ----- ------- --------- --------- -------- Close intraday 0.00 0.00 0.00 х 24.0 1 Close 1 1.00 10.95 4.80 4.94 60,732.0 131 Close 5 9.01 11.50 11.36 12.03 254.4 2 Close 6 7.38 11.53 11.49 12.16 1,043.9 3 Close 7 5.00 13.00 8.46 8.83 22,225.0 52 Close 10 7.00 9.50 8.25 8.60 171.7 5 Close 11 8.82 8.82 8.82 9.21 103.1 1 Close 13 9.65 9.65 9.65 10.11 18.2 1 Close 14 7.50 13.00 8.69 9.07 2,808.4 10 Close 18 8.02 12.18 10.83 11.42 31.4 6 Close 19 11.75 11.75 11.75 12.43 124.4 1 Close 26 14.00 14.00 14.00 14.95 73.8 1 Close 28 10.20 14.50 11.17 11.77 811.9 7 Close 31 8.00 15.00 10.76 11.36 3,399.1 13 Close 32 9.00 14.00 12.84 13.61 1,638.4 21 Close 33 16.00 16.00 16.00 17.22 14.5 1 Close 53 4.35 4.35 4.35 4.43 0.0 1 Close 56 9.56 9.56 9.56 9.95 89.8 1 Close 62 10.04 10.04 10.04 10.45 45.8 1 Close 76 10.03 10.03 10.03 10.42 8.3 1 Close 84 10.94 10.94 10.94 11.40 37.6 1 Close 95 10.68 10.68 10.68 11.07 115.1 1 Close 96 10.59 10.59 10.59 10.97 16.4 1 Close 98 10.07 10.07 10.07 10.42 1.8 1 Close 102 8.00 9.67 8.51 8.76 30.1 3 Close 136 9.70 9.70 9.70 9.93 24.0 1 Close 153 9.05 9.05 9.05 9.25 41.1 2 Close 157 12.24 12.24 12.24 12.62 67.9 1 Close 159 8.38 8.38 8.38 8.55 1.4 1 Close 185 10.00 10.00 10.00 10.00 2.6 1 Close 245 9.46 9.46 9.46 9.46 11.1 1 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 93,967.4 274 -------- -------- ----- ----- ------- --------- --------- -------- Total 174,134.1 531 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 367 deals totaled KZT162,813.8 m. including 177 (KZT74,100.9 m.) repo opening deals and 190 repo closing deals (KZT88,712.9 m.) Indicator TONIA according to trade results totaled 3.03 and decreased relative to the previous trading day by 1.39. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 3.39 4.80 -1.41 2 7.50 8.03 -0.53 3 9.18 8.33 +0.85 7 8.38 12.00 -3.62 8 10.01 9.17 +0.84 30 14.69 12.98 +1.71 31 13.61 11.91 +1.70 ------------------------------------------------ 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: + 2.04% (-KZT26,489.2 m.), 7 participants. Second tier banks (STB): - +KZT66,210.4 m. (borrowing, 13 banks); -KZT32,682.0 m. (lending, 6 banks); - in GS repo sector +KZT31,626.1 m.; in CS repo sector +KZT1,471.3 m.; in the sector of open trades with KZT431.0 m.; - resulting balance totaled +KZT33,528.4 m. (on the previous day it was +KZT32,162.7 m.). [2007-10-29]