Repo on KASE: day results

/IRBIS, Natalya Kuznetsova, November 29, 05/ - Today on Kazakhstan stock exchange (KASE) 140 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT25,843.4 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 6.25 1.75 1.77 10,582.02 44 Open* 2 1.75 1.75 1.75 1.77 500.00 1 Open* 3 1.20 1.20 1.20 1.21 300.00 2 Open* 7 2.00 5.74 3.83 3.92 683.84 6 Open* 14 2.00 2.20 2.10 2.12 1,000.00 2 Open 30 9.00 9.50 9.30 9.70 17.10 2 Open 91 9.00 9.00 9.00 9.31 5.00 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 13,087.96 58 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 0.50 6.25 1.41 1.43 9,851.42 53 Close 7 1.70 1.90 1.78 1.79 800.27 2 Close 8 13.05 13.05 13.05 13.92 7.02 1 Close 12 9.51 9.51 9.51 9.96 3.02 1 Close 14 2.00 7.01 4.16 4.27 752.20 7 Close 19 2.50 7.00 4.76 4.89 109.22 3 Close 20 7.00 7.00 7.00 7.24 46.68 1 Close 27 3.50 6.01 4.76 4.87 119.82 4 Close 28 2.35 10.29 3.41 3.49 1,065.78 10 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 12,755.43 82 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 25,843.40 140 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 106 deals totaled KZT23,146.7 m. including 43 (KZT11,682.0 m.) repo opening deals and 63 repo closing deals (KZT11,464.7 m.). Indicator TONIA according to trades results totaled 1.46 and increased compared to last trading day by 0.23. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 1.75 1.46 +0.29 7 3.83 7.50 -3.67 14 2.10 2.20 -0.10 30 9.30 7.30 +2.00 ------------------------------------------------ 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: +5.6% (-KZT9.452.0 m.), 13 participants. Second tier banks (STB): - +KZT11.940.0 m. (borrowing 9 banks). -KZT3,312.0 m. (lending 4 banks); - on open trade market on GS (in autorepo sector) +KZT8,628.0 m., in CS repo sector net-position was zero (gross - KZT620.0 m.); - resulting balance totaled +KZT8,628.0 m. (on previous day it was equal to +KZT9,161.6 m.). [2005-11-29]