Repo on KASE: day results

/IRBIS, Igor Kazanskiy, November 23, 07/ - Today on Kazakhstan stock exchange (KASE) 327 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ75,079.6 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 0.00 8.03 7.21 x 66.0 3 Open 3 0.00 10.19 2.69 2.76 38,286.8 129 Open 4 9.00 9.00 9.00 9.41 130.0 1 Open 5 7.42 10.60 9.79 10.29 11.0 2 Open 6 9.00 9.00 9.00 9.41 0.5 1 Open 7 8.00 10.00 8.25 8.59 1,734.1 12 Open 10 10.00 10.00 10.00 10.51 30.0 1 Open 14 11.50 11.50 11.50 12.16 129.0 6 Open 17 12.50 12.50 12.50 13.27 7.0 1 Open 22 12.01 12.01 12.01 12.71 1.6 1 Open* 28 10.60 10.60 10.60 11.13 22.0 1 Open 30 12.00 12.00 12.00 12.68 42.8 1 Open 31 8.00 16.00 15.58 16.74 2,073.7 9 Open 48 12.00 12.00 12.00 12.63 144.3 2 Open 91 11.50 11.50 11.50 12.01 35.0 1 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 42,713.7 171 -------- -------- ----- ----- ------- --------- -------- -------- Close intraday 0.00 0.00 0.00 x 66.0 3 Close 1 0.00 10.00 1.66 1.67 25,849.9 92 Close 2 0.00 3.50 2.27 2.31 427.1 3 Close 3 0.00 9.50 8.27 8.64 2,299.6 8 Close 4 9.58 10.04 9.95 10.46 16.0 2 Close 7 0.05 12.50 8.43 8.81 1,521.6 18 Close 8 9.00 9.00 9.00 9.41 10.0 1 Close 9 0.81 11.48 10.01 10.53 61.7 3 Close 11 12.01 12.01 12.01 12.74 9.5 1 Close 14 9.98 11.99 10.50 11.05 32.4 5 Close 15 11.09 11.09 11.09 11.70 3.8 1 Close 16 10.01 10.01 10.01 10.51 1.4 1 Close 18 12.00 12.00 12.00 12.71 7.5 1 Close 30 10.99 15.00 14.99 16.07 1,849.3 4 Close 31 8.50 12.50 11.79 12.45 184.6 6 Close 42 14.00 14.00 14.00 14.89 1.7 1 Close 57 9.46 9.46 9.46 9.84 1.5 1 Close 59 11.73 11.73 11.73 12.32 2.0 1 Close 135 10.43 10.43 10.43 10.71 7.4 1 Close 184 9.00 9.00 9.00 9.00 10.4 2 Close 262 8.36 8.36 8.36 8.36 2.3 1 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 32,365.9 156 -------- -------- ----- ----- ------- --------- -------- -------- Total 75,079.6 327 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 232 deals totaled KZT69,781.9 m. including 127 (KZT38,797.3 m.) repo opening deals and 105 repo closing deals (KZT30,984.6 m.) Indicator TONIA, according to trade results, totaled 1.72 and increased relative to the previous trading day by 0.20. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 4 9.00 3.31 +5.69 7 8.25 8.98 -0.73 14 11.50 11.03 +0.47 30 12.00 12.52 -0.52 ------------------------------------------------ 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: +53.45% (-KZT17,793.0 m.), 7 participants. Second tier banks (STB): - +KZT35,097.5 m. (borrowing, 11 banks); -KZT10,071.0 m. (lending, 6 banks); - in CS repo sector +KZT22,312.0 m.; in GS repo sector +KZT2,699.5 m.; in the open trades with GS sector + KZT15.0 m.; - resulting balance totaled +KZT25,026.5 m. (on the previous day it was + KZT19,222.0 m.). [2007-11-23]