Repo on KASE: day results

/IRBIS, Igor Kazanskiy, November 7, 07/ - Today on Kazakhstan stock exchange (KASE) 295 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ100,013.3 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 0.00 0.36 0.00 x 508.3 5 Open 1 0.02 9.95 5.21 5.36 36,684.4 90 Open* 7 7.00 11.00 8.56 8.93 1,543.0 18 Open 10 8.78 8.78 8.78 9.17 2.9 2 Open 14 7.00 12.00 7.77 8.08 2,477.0 16 Open 23 10.66 10.66 10.66 11.21 245.0 1 Open 26 10.00 10.00 10.00 10.48 20.0 1 Open* 28 9.00 9.00 9.00 9.38 4,000.0 8 Open 30 2.00 14.50 3.98 4.12 895.5 10 Open 33 14.00 14.00 14.00 14.93 6.5 1 Open 35 12.00 12.00 12.00 12.67 0.0 1 Open 46 13.90 13.90 13.90 14.75 151.1 1 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 46,533.7 154 -------- -------- ----- ----- ------- --------- --------- -------- Close Intraday 0.00 0.00 0.00 x 508.3 5 Close 1 3.00 10.95 4.86 4.98 43,741.7 91 Close 2 3.00 10.02 3.04 3.09 1,455.3 3 Close 6 10.00 10.00 10.00 10.51 6.1 1 Close 7 7.50 11.50 8.32 8.67 1,330.1 10 Close 10 8.00 8.00 8.00 8.32 17.7 1 Close 14 9.00 12.00 9.04 9.45 4,074.1 9 Close 15 10.00 10.00 10.00 10.49 43.7 1 Close 19 0.00 14.00 13.16 14.08 160.7 2 Close 28 14.00 14.00 14.00 14.94 531.7 5 Close 30 13.50 14.50 13.90 14.83 85.0 2 Close 49 12.08 12.08 12.08 12.72 1.7 1 Close 58 6.59 6.59 6.59 6.77 121.8 1 Close 61 6.53 6.53 6.53 6.71 385.6 3 Close 62 6.52 6.52 6.52 6.69 253.7 1 Close 70 11.30 11.30 11.30 11.83 1.5 1 Close 90 12.00 12.00 12.00 12.55 711.4 1 Close 96 10.88 10.88 10.88 11.28 8.5 2 Close 106 10.00 10.00 10.00 10.34 41.2 1 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 53,479.6 141 -------- -------- ----- ----- ------- --------- --------- -------- Total 100,013.3 295 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 232 deals totaled KZT93,264.3 m. including 115 (KZT42,052.1 m.) repo opening deals and 117 repo closing deals (KZT51,212.2 m.) Indicator TONIA according to trade results totaled 5.04 and increased relative to the previous trading day by 0.38. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 5.21 4.80 +0.41 7 8.56 8.38 +0.18 14 7.77 10.00 -2.23 28 9.00 14.00 -5.00 30 3.98 12.85 -8.87 --------------------------------------------- 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: + 11.0% (-KZT22,381.0 m.), 7 participants. Second tier banks (STB): - +KZT40,716.0 m. (borrowing, 10 banks); -KZT12,873.0 m. (lending, 5 banks); - in GS repo sector +KZT25,688.0 m.; in CS repo sector +KZT2,155.0 m.; - resulting balance totaled +KZT27,843.0 m. (on the previous day it was + KZT33,138.2 m.). [2007-11-07]