Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, January 11, 07/ - Today on Kazakhstan stock exchange (KASE) 220 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT91,657.9 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 0.30 4.50 0.42 0.42 48,403.2 63 Open 4 0.90 5.20 3.41 3.49 2,663.0 5 Open 5 4.03 4.03 4.03 4.11 10.8 1 Open* 7 6.00 7.50 6.25 6.44 3,025.1 13 Open* 14 6.00 7.50 6.62 6.84 597.0 4 Open* 28 4.00 8.50 7.98 8.29 213.0 3 Open 32 6.50 12.50 7.29 7.54 5,364.7 16 Open 60 8.50 8.52 8.51 8.82 20.0 2 Open 90 6.00 14.00 9.15 9.47 1,826.2 8 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 62,122.9 115 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.30 7.50 1.54 1.57 12,940.6 51 Close 2 3.25 3.25 3.25 3.31 11.8 1 Close 3 3.00 5.00 3.24 3.30 520.6 4 Close 7 6.00 7.50 6.19 6.38 1,724.1 12 Close 13 2.98 14.00 8.20 8.65 6,806.9 9 Close 14 5.00 6.00 5.05 5.18 5,078.8 7 Close 16 10.00 10.00 10.00 10.49 2.3 1 Close 28 8.00 8.00 8.00 8.30 43.3 1 Close 30 9.00 9.00 9.00 9.38 1,642.2 3 Close 31 8.00 8.00 8.00 8.30 20.1 2 Close 38 10.06 10.06 10.06 10.52 102.3 1 Close 50 11.00 11.00 11.00 11.53 26.4 1 Close 63 8.03 8.03 8.03 8.29 55.7 3 Close 93 8.06 9.08 8.57 8.82 32.5 2 Close 99 10.00 10.00 10.00 10.34 47.6 1 Close 108 10.50 10.50 10.50 10.87 37.8 1 Close 120 10.00 10.00 10.00 10.34 0.3 1 Close 126 5.10 5.10 5.10 5.17 207.6 1 Close 146 8.07 8.07 8.07 8.23 233.1 2 Close 219 8.16 8.16 8.16 8.16 1.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 29,535.0 105 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 91,657.9 220 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 174 deals totaled KZT81,814.8 m. including 99 (KZT60,365.8 m.) repo opening deals and 75 repo closing deals (KZT21,449.0 m.). Indicator TONIA according to trade results totaled 0.33 and decreased relative to the previous trading day by 0.24. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 0.42 1.29 -0.87 5 4.03 5.41 -1.38 7 6.25 4.82 -1.43 14 6.62 7.23 -0.61 28 7.98 8.50 -0.52 90 9.15 9.10 +0.05 --------------------------------------------- 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: +66.3% (-KZT6,362.1 m.), 8 participants. Second tier banks (STB): - +KZT46,410.0 m. (borrowing, 6 banks); -KZT44,271.0 m. (lending, 7 banks); - on open trade market on GS (in auto repo sector) +KZT2,839.0 m.; in CS repo sector -KZT700.0 m.; - resulting balance totaled +KZT2,139.0 m. (on previous day it was equal to -KZT393.8 m.). [2007-01-11]