Repo on KASE: day results

/IRBIS, Igor Kazanskiy, November 8, 07/ - Today on Kazakhstan stock exchange (KASE) 310 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ88,403.5 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 0.00 10.43 4.42 4.54 38,809.0 112 Open 4 0.00 9.50 6.10 6.32 2,113.6 15 Open 6 9.04 9.04 9.04 9.45 9.1 1 Open 7 7.00 12.00 7.72 8.03 4,597.6 21 Open 14 0.00 12.50 8.29 8.76 104.3 5 Open 20 5.00 5.00 5.00 5.12 40.3 2 Open 30 10.00 10.00 10.00 10.47 50.0 1 Open 31 10.00 11.00 11.00 11.57 150.2 3 Open 32 7.50 12.50 10.78 11.33 287.1 5 Open 33 11.00 11.00 11.00 11.57 146.0 2 Open 61 14.00 14.00 14.00 14.81 60.5 1 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 46,367.6 168 -------- -------- ----- ----- ------- --------- -------- -------- Close 1 1.50 9.95 5.21 5.36 36,687.8 89 Close 2 9.25 12.01 9.46 9.92 192.9 2 Close 3 3.00 14.00 7.51 7.89 1,001.3 3 Close 6 11.03 11.03 11.03 11.65 40.1 1 Close 7 9.50 14.00 10.36 10.91 1,757.0 17 Close 8 8.50 8.50 8.50 8.86 16.0 1 Close 9 11.00 11.00 11.00 11.62 40.4 1 Close 10 14.00 14.00 14.00 15.00 6.7 1 Close 15 11.19 11.19 11.19 11.81 3.0 1 Close 16 10.27 10.27 10.27 10.78 12.2 1 Close 28 12.53 14.00 13.94 14.87 94.0 2 Close 30 10.27 12.00 11.27 11.88 50.6 2 Close 31 11.00 12.50 12.24 12.95 350.7 3 Close 71 12.54 12.54 12.54 13.18 30.7 1 Close 77 19.77 19.77 19.77 21.28 5.9 1 Close 84 12.39 12.39 12.39 12.98 14.5 1 Close 85 10.00 10.00 10.00 10.38 4.2 1 Close 90 12.00 12.00 12.00 12.55 360.4 1 Close 92 10.42 10.42 10.42 10.78 7.2 1 Close 98 1.00 9.50 2.12 2.16 704.8 5 Close 101 7.50 7.50 7.50 7.69 103.6 2 Close 119 11.00 11.00 11.00 11.41 51.8 1 Close 132 8.43 10.40 10.34 10.60 311.7 2 Close 167 11.50 11.50 11.50 11.83 186.9 1 Close 189 9.13 9.13 9.13 9.13 1.6 1 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 42,035.9 142 -------- -------- ----- ----- ------- --------- -------- -------- Total 88,403.5 310 ----------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 226 deals totaled KZT83,903.8 m. including 125 (KZT44,495.3 m.) repo opening deals and 101 repo closing deals (KZT39,408.5 m.) Indicator TONIA according to trade results totaled 4.15 and decreased relative to the previous trading day by 0.89. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 4.42 5.21 -0.79 7 7.72 8.56 -0.84 14 8.29 7.77 +0.52 30 10.00 3.98 +6.02 33 11.00 14.00 -3.00 --------------------------------------------- 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: - 0.31% (-KZT22,052.0 m.), 9 participants. Second tier banks (STB): 0. +KZT40,614.0 m. (borrowing, 10 banks); -KZT17,500.0 m. (lending, 7 banks); 1. in GS repo sector +KZT23,032.0 m.; in CS repo sector +KZT82.0 m.; 2. resulting balance totaled +KZT23,114.0 m. (on the previous day it was + KZT27,843.0 m.). [2007-11-08]