Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, January 5, 07/ - Today on Kazakhstan stock exchange (KASE) 255 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT142,743.2 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 correcting deal 261.3 1 Open 3 2.00 7.00 2.44 2.48 42,364.1 76 Open 5 5.68 6.49 6.14 6.33 24.7 2 Open 7 4.00 6.70 6.25 6.45 2,203.4 15 Open 14 6.00 6.00 6.00 6.17 414.0 5 Open 20 7.75 7.75 7.75 8.04 42.5 1 Open* 28 7.50 9.00 8.06 8.37 800.0 3 Open 31 5.00 15.00 7.35 7.62 104.1 4 Open 180 13.00 13.00 13.00 13.42 3.4 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 46,217.7 108 --------- -------- ----- ----- ------- --------- --------- -------- Close correcting deal 261.3 1 Close 1 1.00 5.30 1.37 1.38 53,431.8 82 Close 7 3.00 7.30 4.10 4.19 37,781.9 49 Close 8 5.22 5.22 5.22 5.36 32.4 1 Close 10 2.99 3.01 2.99 3.04 120.1 3 Close 14 5.50 5.50 5.50 5.65 4,008.4 4 Close 28 7.50 9.00 8.06 8.37 805.0 3 Close 35 5.01 7.65 7.04 7.27 65.4 2 Close 92 11.00 11.00 11.00 11.41 10.3 1 Close 155 8.00 8.00 8.00 8.16 8.9 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 96,525.6 147 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 142,743.2 255 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 198 deals totaled KZT120,118.6 m. including 88 (KZT43,500.2 m.) repo opening deals and 110 repo closing deals (KZT76,618.5 m.). Indicator TONIA according to trade results totaled 2.28 and increased relative to the previous trading day by 0.97. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 7 6.25 6.19 +0.06 14 6.00 7.50 -1.50 28 8.06 9.00 -0.94 ------------------------------------------------ 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 market subjects: +52.26% (-KZT6,821.1 m.), 7 participants. Second tier banks (STB): - +KZT41,256.1 m. (borrowing, 5 banks); -KZT36,675.2 m. (lending, 10 banks); - on open trade market on GS (in auto repo sector) +KZT4,218.0 m.; in CS repo sector +KZT362.9 m.; - resulting balance totaled +KZT4,580.9 m. (on previous day it was equal to +KZT5,137.1 m.). [2007-01-05]