Repo on KASE: day results

/IRBIS, Igor Kazanskiy, November 22, 07/ - Today on Kazakhstan stock exchange (KASE) 281 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ68,175.6 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 0.01 0.01 0.01 х 1.0 1 Open 1 0.00 10.00 1.66 1.68 25,874.7 93 Open 4 2.00 11.00 3.31 3.38 3,472.1 16 Open 7 7.00 13.04 8.98 9.42 6,031.2 23 Open 13 11.54 11.54 11.54 12.21 26.1 1 Open 14 11.00 11.50 11.03 11.63 530.1 3 Open 29 12.00 13.00 12.22 12.93 74.0 2 Open 30 12.52 12.52 12.52 13.26 1.5 1 Open 32 10.00 13.00 12.97 13.77 100.0 4 Open 49 10.01 12.50 12.08 12.73 30.0 2 Open 60 14.50 14.50 14.50 15.41 61.0 2 Open 61 12.20 12.20 12.20 12.81 103.5 1 Open 92 12.00 12.00 12.00 12.49 43.0 2 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 36,348.2 151 -------- -------- ----- ----- ------- --------- -------- -------- Close intraday 0.00 0.00 0.00 х 1.0 1 Close 1 0.00 9.30 3.95 4.05 24,115.9 76 Close 2 6.08 11.50 7.84 8.18 554.4 8 Close 3 0.01 6.00 5.24 5.39 1,215.9 4 Close 7 6.00 12.03 8.59 8.98 4,474.0 15 Close 9 10.00 10.00 10.00 10.50 4.5 1 Close 14 6.75 11.49 7.55 7.85 381.6 3 Close 16 5.63 5.63 5.63 5.78 5.8 1 Close 17 6.83 14.29 8.16 8.51 215.1 4 Close 21 12.35 12.50 12.47 13.23 73.7 2 Close 25 9.80 13.00 10.36 10.88 244.1 2 Close 29 13.00 13.00 13.00 13.80 41.1 1 Close 31 11.50 14.00 12.86 13.64 365.1 9 Close 37 13.12 13.12 13.12 13.92 50.7 1 Close 62 11.56 11.56 11.56 12.10 22.6 1 Close 113 9.50 9.50 9.50 9.80 61.8 1 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 31,827.3 130 -------- -------- ----- ----- ------- --------- -------- -------- Total 68,175.6 281 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 192 deals totaled KZT61,729.3 m. including 110 (KZT33,918.8 m.) repo opening deals and 82 repo closing deals (KZT27,810.5 m.) Indicator TONIA, according to trade results, totaled 1.52 and decreased relative to the previous trading day by 2.17. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 1.66 3.94 -2.28 7 8.98 9.19 -0.21 14 11.03 8.50 +2.53 29 12.22 9.87 +2.35 30 12.52 14.80 -2.28 61 12.20 14.65 -2.45 92 12.00 12.50 -0.50 ------------------------------------------------ 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: -24.93% (-KZT12,870.1 m.), 7 participants. Second tier banks (STB): 0. +KZT32,532.0 m. (borrowing, 11 banks); -KZT13,310.0 m. (lending, 7 banks); 1. in CS repo sector +KZT17,900.0 m.; in GS repo sector +KZT1,322.0 m.; 2. resulting balance totaled +KZT19,222.0 m. (on the previous day it was + KZT21,298.6 m.). [2007-11-22]