Repo on KASE: day results

/IRBIS, Igor Kazanskiy, November 9, 07/ - Today on Kazakhstan stock exchange (KASE) 368 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ100,682.3 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 3 0.00 10.88 5.19 5.33 47,662.8 135 Open 4 7.30 11.00 10.28 10.82 551.4 5 Open 7 9.00 11.90 10.08 10.60 776.8 12 Open 14 9.98 11.99 10.62 11.19 42.3 6 Open* 28 9.00 10.50 9.15 9.55 1,324.0 10 Open 30 12.02 12.02 12.02 12.70 1.8 1 Open 31 8.00 15.00 8.82 9.19 3,022.6 17 Open 32 11.75 11.75 11.75 12.40 240.2 4 Open 59 10.40 10.40 10.40 10.86 301.7 2 Open 85 11.50 11.50 11.50 12.01 187.0 1 Open 92 14.50 14.50 14.50 15.21 15.4 1 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 54,126.0 194 -------- -------- ----- ----- ------- --------- --------- -------- Close 1 0.00 10.43 4.39 4.50 38,490.9 110 Close 2 10.00 10.00 10.00 10.51 29.0 1 Close 4 8.75 13.00 12.26 13.05 102.5 4 Close 7 6.50 11.50 7.86 8.19 2,229.7 19 Close 8 12.05 12.05 12.05 12.79 63.9 1 Close 9 8.50 8.50 8.50 8.86 16.0 1 Close 11 9.15 9.37 9.33 9.77 37.4 2 Close 12 10.00 10.00 10.00 10.50 13.4 1 Close 16 12.00 12.00 12.00 12.71 223.2 2 Close 17 25.53 25.53 25.53 28.89 41.5 1 Close 23 10.00 10.00 10.00 10.48 6.9 1 Close 25 10.37 12.50 10.99 11.57 45.3 2 Close 28 7.50 14.00 10.36 10.88 2,511.8 8 Close 30 9.00 14.50 9.05 9.44 1,579.1 5 Close 31 14.00 14.00 14.00 14.93 10.1 1 Close 32 11.00 14.00 12.70 13.47 26.9 2 Close 65 10.00 10.00 10.00 10.41 169.0 1 Close 78 7.68 7.68 7.68 7.91 7.1 1 Close 79 3.93 3.93 3.93 3.99 1.1 1 Close 92 10.42 10.42 10.42 10.78 1.0 1 Close 93 10.52 10.52 10.52 10.89 1.1 1 Close 99 1.00 1.00 1.00 1.00 518.8 2 Close 102 10.00 10.00 10.00 10.34 1.3 1 Close 141 8.30 8.30 8.30 8.47 1.0 1 Close 171 8.00 8.00 8.00 8.16 11.4 1 Close 241 10.96 10.96 10.96 10.96 3.9 1 Close 266 7.50 7.50 7.50 7.50 349.9 1 Close 365 8.80 8.80 8.80 8.80 62.8 1 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 46,556.2 174 -------- -------- ----- ----- ------- --------- --------- -------- Total 100,682.3 368 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 273 deals totaled KZT95,496.1 m. including 149 (KZT50,965.5 m.) repo opening deals and 124 repo closing deals (KZT44,530.7 m.) Indicator TONIA according to trade results totaled 4.99 and increased relative to the previous trading day by 0.84. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 4 10.28 6.10 +4.18 7 10.08 7.72 +2.36 14 10.62 8.29 +2.33 30 12.02 10.00 +2.02 31 8.82 11.00 -2.18 32 11.75 10.78 +0.97 --------------------------------------------- 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: - 7.95% (-KZT18,884.0 m.), 8 participants. Second tier banks (STB): 0. +KZT46,279.0 m. (borrowing, 13 banks); -KZT21,243.0 m. (lending, 9 banks); 1. in GS repo sector +KZT23,836.0 m.; in CS repo sector +KZT1,200.0 m.; 2. resulting balance totaled +KZT25,036.0 m. (on the previous day it was + KZT23,114.0 m.). [2007-11-09]