Repo on KASE: day results

/IRBIS, Ranida Gabdeyeva, October 26, 05/ - Today on Kazakhstan stock exchange (KASE) 167 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT33,709.7 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 0.50 9.94 2.30 2.33 13,710.0 54 Open 7 5.00 9.98 5.24 5.38 210.0 2 Open 12 7.09 7.09 7.09 7.34 71.1 1 Open* 14 2.00 2.00 2.00 2.02 200.0 1 Open* 28 2.10 10.99 6.14 6.41 550.0 2 Open 29 7.50 7.50 7.50 7.76 10.0 1 Open 30 3.18 6.00 3.32 3.38 422.3 3 Open 31 5.89 5.89 5.89 6.05 30.0 1 Open 33 9.97 10.00 9.99 10.46 28.6 2 Open 92 7.75 7.75 7.75 7.95 229.7 3 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 15,461.6 70 --------- -------- ----- ----- ------- --------- -------- -------- Close 4 1.00 9.00 3.00 3.06 12,489.1 60 Close 5 5.00 7.00 6.16 6.35 1,424.2 7 Close 7 1.61 2.00 1.80 1.81 1,080.4 3 Close 8 1.70 2.00 1.76 1.78 250.1 2 Close 9 1.50 2.30 1.75 1.76 290.1 3 Close 14 1.80 10.00 6.22 6.46 627.7 3 Close 15 1.70 1.70 1.70 1.71 200.1 1 Close 16 1.65 1.70 1.68 1.69 800.6 2 Close 28 2.00 2.00 2.00 2.02 62.1 1 Close 30 8.00 8.00 8.00 8.30 22.1 1 Close 34 9.00 10.00 9.81 10.26 55.1 5 Close 64 7.75 7.99 7.80 8.05 19.6 2 Close 89 12.00 12.00 12.00 12.55 34.5 1 Close 92 12.00 12.00 12.00 12.49 34.5 1 Close 128 7.50 7.50 7.50 7.64 180.1 2 Close 184 3.22 3.22 3.22 3.22 401.3 2 Close 379 10.00 10.00 10.00 10.00 276.3 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 18,248.0 97 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 33,709.7 167 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 126 deals totaled KZT28,899.7 m. including 52 (KZT13,511.0 m.) repo opening deals and 74 repo closing deals (KZT15,388.7 m.). Indicator TONIA according to trades results totaled 2.21 and decreased compared to last trading day by 0.66. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 30 3.32 3.31 +0.01 ------------------------------------------------ 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: +133.3% (-KZT6,524.0 m.), 10 participants. Second tier banks (STB): - +KZT14,074.0 m. (borrowing 10 banks), -KZT7,252.3 m. (lending 7 banks); - on open trade market (in autorepo sector) +KZT7,424.0 m., in CS repo sector -KZT602.3 m.; - resulting balance totaled +KZT6,821.7 m. (on previous day it was equal to +KZT5,491.9 m.). [2005-10-26]