Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, January 10, 07/ - Today on Kazakhstan stock exchange (KASE) 250 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT69,628.0 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 454.5 2 Open 1 0.02 4.20 1.29 1.31 12,442.4 51 Open 5 3.48 6.00 5.41 5.56 2,649.8 15 Open 7 3.00 7.00 4.82 4.95 3,074.0 13 Open 11 7.51 7.51 7.51 7.79 300.0 1 Open* 14 7.00 7.50 7.23 7.48 2,730.0 8 Open 19 8.07 8.07 8.07 8.38 17.0 2 Open* 28 8.50 8.50 8.50 8.84 300.0 2 Open 30 3.04 9.00 8.02 8.32 7,452.0 18 Open 31 10.00 10.00 10.00 10.47 45.2 3 Open 90 9.00 9.50 9.10 9.42 72.0 3 Open 152 9.00 9.00 9.00 9.20 1.2 1 Open 180 15.00 15.00 15.00 15.56 0.1 1 Open 181 9.00 10.00 9.05 9.26 89.5 5 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 29,627.8 125 --------- -------- ----- ----- ------- --------- -------- -------- Close correcting deal 454.5 2 Close 1 0.30 4.60 1.56 1.59 23,664.0 60 Close 5 5.68 6.49 6.14 6.33 24.7 2 Close 7 0.00 7.50 6.47 6.68 4,283.7 22 Close 12 1.00 1.00 1.00 1.00 27.0 1 Close 14 6.00 8.52 6.38 6.58 2,802.0 16 Close 19 6.30 6.30 6.30 6.49 0.2 1 Close 26 5.00 6.00 5.82 5.99 48.7 2 Close 27 8.00 8.00 8.00 8.30 3,018.1 1 Close 29 8.99 10.00 9.19 9.59 276.3 3 Close 30 8.00 9.00 8.25 8.57 4,760.1 9 Close 35 9.00 9.00 9.00 9.38 33.6 1 Close 65 5.00 5.00 5.00 5.10 134.2 1 Close 125 5.10 5.10 5.10 5.17 415.1 2 Close 391 14.26 14.26 14.26 , 57.9 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 40,000.2 125 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 69,628.0 250 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 15 deals 184 totaled KZT59,563.0 m. including 92 (KZT26,309.3 m.) repo opening deals and 92 repo closing deals (KZT33,253.7 m.). Indicator TONIA according to trade results totaled 0.57 and decreased relative to the previous trading day by 0.19. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 1.29 1.56 -0.27 7 4.82 6.16 -1.34 14 7.23 6.50 +0.73 31 10.00 11.83 -1.83 90 9.10 9.00 +0.10 ------------------------------------------------ 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: +186.5% (-KZT7,185.0 m.), 6 participants. Second tier banks (STB): - +KZT11,116.4 m. (borrowing, 9 banks); -KZT11,510.2 m. (lending, 9 banks); - on open trade market on GS (in auto repo sector) +KZT182.0 m.; in CS repo sector -KZT575.8 m.; - resulting balance totaled -KZT393.8 m. (on previous day it was equal to +KZT1,306.0 m.). [2007-01-10]