Repo on KASE: day results

/IRBIS, Zaure Yessimova, November 11, 05/ - Today on Kazakhstan stock exchange (KASE) 146 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT29,610.2 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 3 0.50 8.00 1.34 1.35 9,141.3 41 Open 5 5.00 5.00 5.00 5.13 25.0 1 Open 7 1.50 6.00 4.66 4.79 1,525.0 6 Open 14 7.51 7.51 7.51 7.78 3.0 1 Open 28 2.22 11.00 3.70 3.79 4,203.1 12 Open 31 6.01 6.01 6.01 6.18 300.0 1 Open 47 3.03 10.00 6.76 7.02 2.2 3 Open 178 7.00 7.00 7.00 7.12 5.1 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 15,204.6 66 --------- -------- ---- ----- ------- --------- -------- -------- Close 1 1.50 3.80 1.84 1.86 12,821.7 63 Close 2 3.00 5.51 4.71 4.82 126.4 7 Close 3 5.25 5.25 5.25 5.39 340.1 2 Close 7 2.05 4.50 3.34 3.40 380.2 2 Close 14 3.00 3.00 3.00 3.04 250.3 1 Close 28 1.90 2.00 1.94 1.96 481.7 4 Close 51 3.50 3.50 3.50 3.56 5.0 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 14,405.5 80 --------- -------- ---- ----- ------- --------- -------- -------- TOTAL: 29,610.2 146 ----------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 112 deals totaled KZT25,779.7 m. including 46 (KZT12,277.0 m.) repo opening deals and 66 repo closing deals (KZT13,502.7 m.). Indicator TONIA according to trades results totaled 1.21 and decreased compared to last trading day by 0.61. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 7 4.66 3.03 +1.63 14 7.51 2.56 +4.95 28 3.70 3.39 +0.31 --------------------------------------------- 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: +158.8% (-KZT8.957.0 m.), 14 participants. Second tier banks (STB): - +KZT13.134.1 m. (borrowing 6 banks). -KZT4.762.1 m. (lending 6 banks); - on open trade market on GS (in autorepo sector) +KZT9,403.1` m., in CS repo sector -KZT1,031.1 m.; - resulting balance totaled +KZT8,372.0 m. (on previous day it was equal to +KZT2,493.1 m.). [2005-11-11]