Repo on KASE: day results

/IRBIS, Assel Omarova, October 5, 05/ - Today on Kazakhstan stock exchange (KASE) 132 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT18,798.7 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 0.10 2.19 0.51 0.51 4,937.1 26 Open 2 0.45 2.01 0.59 0.59 490.0 4 Open* 7 1.00 1.20 1.08 1.09 360.0 5 Open 14 1.70 3.51 2.45 2.49 858.8 8 Open 21 8.00 8.00 8.00 8.31 62.5 1 Open 22 7.00 7.00 7.00 7.23 12.5 1 Open 23 1.80 6.00 3.90 3.99 435.4 9 Open* 28 2.00 2.00 2.00 2.02 20.0 1 Open 33 8.00 12.00 10.61 11.14 500.7 13 Open 42 6.00 6.00 6.00 6.16 40.0 1 Open 365 9.00 9.00 9.00 9.00 49.2 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 7,766.2 70 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.15 0.45 0.26 0.26 5,585.0 18 Close 2 1.49 1.49 1.49 1.50 105.1 2 Close 7 0.90 7.00 1.55 1.58 1,403.4 8 Close 14 1.40 4.50 2.48 2.52 630.6 3 Close 28 2.20 2.20 2.20 2.22 2,369.0 8 Close 30 8.00 12.00 8.88 9.26 118.0 7 Close 39 10.46 11.50 10.72 11.25 448.0 6 Close 41 8.00 8.00 8.00 8.29 15.8 1 Close 61 7.49 7.49 7.49 7.72 2.0 1 Close 65 6.00 6.00 6.00 6.14 40.4 1 Close 100 6.00 6.00 6.00 6.12 10.2 1 Close 124 7.08 7.08 7.08 7.20 16.8 1 Close 135 11.00 11.00 11.00 11.30 42.8 1 Close 202 8.04 8.04 8.04 8.04 104.5 1 Close 348 6.00 6.00 6.00 6.00 21.2 1 Close 378 5.00 8.00 7.20 7.20 119.8 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 11,032.5 62 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 18,798.7 132 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 63 deals totaled KZT14,919.6 m. including 29 (KZT5,255.0 m.) repo opening deals and 34 repo closing deals (KZT9,664.5 m.). Indicator TONIA according to trades results totaled 0.22 and decreased compared to last trading day by 0.03. Dynamics of repo rates (on repo opening deals for comparable terms): ----------------------------------------------- Term calendar Today Previous day days rate, % APR rate, % APR Trend ------------- ----------- ------------ ----- 1 0.51 0.26 +0.25 2 0.59 2.01 -1.42 7 1.08 1.10 -0.02 14 2.45 2.82 -0.37 23 3.90 4.00 -0.10 28 2.00 2.00 0 ----------------------------------------------- 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 system entities: -8.8% (-KZT5,212.0 m.), 8 participants. Second tier banks (STB): - +KZT5,339.7 m. (borrowing 6 banks), -KZT1,142.3 m. (lending 3 banks); - in sector of direct deals on GS -KZT217.7 m., on open trade market (in autorepo sector) +KZT4,924.0 m., in sector of CS repo -KZT508.8 m.; - resulting balance totaled +KZT4,197.4 m. (on previous day it was equal to +KZT5,857.0 m.). National Bank today did not participate in deals on the repo market. [2005-10-05]