Repo on KASE: day results

/IRBIS, Igor Kazanskiy, October 31, 07/ - Today on Kazakhstan stock exchange (KASE) 389 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ121,532.8 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 9.13 12.02 10.35 х 259.6 2 Open 1 1.50 12.02 3.28 3.35 48,839.8 126 Open 2 10.14 10.14 10.14 10.67 46.8 1 Open 5 5.00 10.03 9.06 9.48 706.8 7 Open 7 7.50 11.50 8.43 8.79 1,607.3 15 Open 14 7.50 16.00 10.04 10.55 1,932.0 12 Open 16 7.00 7.00 7.00 7.24 17.6 1 Open 21 8.00 8.00 8.00 8.31 20.0 1 Open* 28 8.50 10.50 8.92 9.29 1,325.0 4 Open 29 13.75 13.75 13.75 14.65 60.4 1 Open 30 10.00 14.00 12.33 13.05 860.3 11 Open 33 11.00 16.00 12.24 12.96 67.3 10 Open 71 13.50 13.50 13.50 14.25 7.0 2 Open* 90 12.00 12.00 12.00 12.55 4,707.0 3 Open 153 13.00 13.00 13.00 13.42 40.1 1 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 60,496.9 197 -------- -------- ----- ----- ------- --------- --------- -------- Close intraday 0.00 0.00 0.00 х 259.6 2 Close 1 2.20 16.00 3.23 3.29 45,983.1 93 Close 2 11.97 15.57 12.87 13.74 307.7 4 Close 3 8.00 10.01 8.33 8.68 578.1 4 Close 7 0.00 11.50 7.11 7.37 5,669.9 30 Close 8 11.00 11.00 11.00 11.61 0.1 1 Close 9 11.47 11.47 11.47 12.13 30.1 1 Close 12 11.00 11.00 11.00 11.61 301.1 1 Close 13 4.85 6.16 5.50 5.65 24.0 2 Close 14 9.00 15.53 11.70 12.41 623.3 17 Close 15 10.00 11.00 10.38 10.91 123.3 3 Close 23 11.00 11.00 11.00 11.58 43.6 1 Close 28 12.00 14.00 13.68 14.59 345.6 6 Close 29 13.50 13.50 13.50 14.37 63.8 1 Close 30 12.00 12.50 12.44 13.18 1,279.0 9 Close 35 11.86 11.86 11.86 12.51 0.2 1 Close 50 15.21 15.21 15.21 16.24 0.2 1 Close 69 8.01 8.01 8.01 8.27 507.6 1 Close 83 12.15 12.15 12.15 12.71 109.5 1 Close 90 12.00 12.00 12.00 12.55 4,705.2 3 Close 135 13.30 13.30 13.30 13.75 11.5 5 Close 187 8.03 8.03 8.03 8.03 60.0 2 Close 188 13.23 13.23 13.23 13.23 4.7 1 Close 220 13.07 13.07 13.07 13.07 1.0 1 Close 226 12.80 12.80 12.80 12.80 3.6 1 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 61,035.9 192 -------- -------- ----- ----- ------- --------- --------- -------- Total 121,532.8 389 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 286 deals totaled KZT117,225.4 m. including 145 (KZT58,356.0 m.) repo opening deals and 141 repo closing deals (KZT58,869.3 m.) Indicator TONIA according to trade results totaled 3.01 and decreased relative to the previous trading day by 0.07. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 3.28 3.24 +0.04 2 10.14 9.66 +0.48 7 8.43 8.35 +0.08 14 10.04 9.11 +0.93 28 8.92 9.00 -0.08 --------------------------------------------- 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: + 38.01% (-KZT27,473.0 m.), 7 participants. Second tier banks (STB): - +KZT49,158.3 m. (borrowing, 11 banks); -KZT25,679.0 m. (lending, 7 banks); - in GS repo sector +KZT23,040.0 m.; in CS repo sector +KZT439.3 m.; - resulting balance totaled +KZT23,479.3 m. (on the previous day it was +KZT25,484.3 m.). [2007-10-31]