Repo on KASE: day results

/IRBIS, Assel Omarova, November 30, 05/ - Today on Kazakhstan stock exchange (KASE) 141 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT22,595.1 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 10.13 1.35 1.36 9,572.0 56 Open 2 4.19 4.19 4.19 4.28 45.9 1 Open* 5 3.00 3.00 3.00 3.04 300.0 1 Open 6 6.16 7.00 6.55 6.77 25.0 2 Open 7 3.97 4.00 4.00 4.08 150.0 2 Open 12 9.51 9.51 9.51 9.96 51.3 1 Open* 14 8.50 8.50 8.50 8.86 21.0 3 Open 15 5.60 5.60 5.60 5.75 6.5 1 Open* 28 2.22 6.00 3.06 3.12 386.0 2 Open 29 9.00 9.00 9.00 9.38 7.1 1 Open 30 8.00 11.00 9.19 9.59 104.0 8 Open 180 5.50 5.50 5.50 5.58 300.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 10,968.7 79 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.50 8.91 1.76 1.78 10,589.6 45 Close 2 6.08 6.08 6.08 6.27 74.4 1 Close 6 4.87 4.87 4.87 4.98 200.2 1 Close 7 11.00 11.00 11.00 11.61 16.0 1 Close 14 1.90 1.90 1.90 1.92 500.4 1 Close 20 9.00 9.00 9.00 9.39 51.3 1 Close 28 9.00 9.00 9.00 9.38 35.5 1 Close 30 8.00 10.00 9.00 9.38 108.1 9 Close 40 5.19 5.19 5.19 5.31 35.2 1 Close 532 4.00 4.00 4.00 4.00 15.8 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 11,626.3 62 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 22,595.1 141 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 88 deals totaled KZT19,323.8 m. including 51 (KZT9,224.0 m.) repo opening deals and 37 repo closing deals (KZT10,099.8 m.). Indicator TONIA according to trades results totaled 1.03 and decreased compared to last trading day by 0.43. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 1.35 1.75 -0.40 2 4.19 1.75 +2.44 7 4.00 3.83 +0.17 14 8.50 2.10 +6.40 30 9.19 9.30 -0.11 ------------------------------------------------ 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: -6.3% (-KZT8.112.2 m.), 10 participants. Second tier banks (STB): - +KZT10.834.2 m. (borrowing 8 banks). -KZT2,968.0 m. (lending 5 banks); - on open trade market on GS (in autorepo sector) +KZT7,716.2 m., in CS repo sector +KZT150.0 m.; - resulting balance totaled +KZT7,866.2 m. (on previous day it was equal to +KZT8,628.0 m.). [2005-11-30]