Repo on KASE: day results

/IRBIS, Yelena Korpusenko, October 27, 05/ - Today on Kazakhstan stock exchange (KASE) 163 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT33,682.6 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* 1 0.50 4.50 1.65 1.67 15,622.0 66 Open* 7 3.50 3.50 3.50 3.56 98.0 1 Open* 14 3.50 6.50 5.33 5.48 362.1 2 Open 28 8.01 12.50 10.55 11.10 212.0 2 Open 31 5.50 5.50 5.50 5.64 69.9 1 Open 32 3.50 12.50 6.93 7.21 1,413.3 17 Open 81 8.30 8.30 8.30 8.56 8.2 1 Open 92 8.50 8.50 8.50 8.74 150.0 2 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 17,935.5 92 --------- -------- ---- ----- ------- --------- -------- -------- Close 1 0.50 9.94 2.30 2.33 13,710.9 54 Close 7 4.50 5.50 4.66 4.77 602.6 3 Close 13 3.00 3.00 3.00 3.04 3.0 1 Close 14 1.50 1.80 1.71 1.72 376.2 4 Close 22 7.00 7.00 7.00 7.23 12.6 1 Close 23 4.00 4.00 4.00 4.08 40.1 2 Close 28 2.00 4.00 3.06 3.11 416.3 2 Close 30 9.99 9.99 9.99 10.46 8.1 1 Close 65 3.50 3.50 3.50 3.55 421.3 2 Close 181 7.50 7.50 7.50 7.64 156.0 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 15,747.1 71 --------- -------- ---- ----- ------- --------- -------- -------- TOTAL: 33,682.6 163 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 117 deals totaled KZT28,953.8 m. including 61 (KZT14,870.0 m.) repo opening deals and 56 repo closing deals (KZT14,083.8 m.). Indicator TONIA according to trades results totaled 1.48 and decreased compared to last trading day by 0.73. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 1.65 2.30 -0.65 7 3.50 5.24 -1.74 14 5.33 2.00 +3.33 28 10.55 6.14 +4.41 31 5.50 5.89 -0.39 92 8.50 7.75 +0.75 ------------------------------------------------ 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: -11.1% (-KZT5,273.0 m.), 10 participants. Second tier banks (STB): - +KZT15,392.0 m. (borrowing 8 banks), -KZT10,552.4 m. (lending 8 banks); - on open trade market (in autorepo sector) +KZT5,332.0 m., in CS repo sector -KZT492.4 m.; - resulting balance totaled +KZT4,839.7 m. (on previous day it was equal to +KZT6,821.7 m.). [2005-10-27]