Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, January 15, 07/ - Today on Kazakhstan stock exchange (KASE) 286 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT96,843.3 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 0.70 6.00 2.28 2.32 48,879.1 110 Open 2 0.00 0.00 0.00 0.00 13.9 1 Open 4 6.50 7.30 6.66 6.89 271.4 6 Open 7 3.50 6.50 5.52 5.68 5,155.6 13 Open* 14 7.50 7.50 7.50 7.78 94.0 1 Open* 30 8.00 9.00 8.93 9.31 3,579.3 11 Open 31 5.00 12.00 6.68 6.92 346.7 7 Open 150 9.30 9.30 9.30 9.52 43.3 5 Open 182 9.90 9.90 9.90 10.15 37.7 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 58,421.1 155 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 0.70 6.50 1.46 1.48 26,547.2 72 Close 4 0.90 5.20 3.38 3.45 2,604.0 4 Close 5 4.50 6.00 5.50 5.65 2,482.1 10 Close 6 6.49 61.99 19.39 24.96 65.2 3 Close 7 5.00 12.00 6.02 6.21 552.8 12 Close 10 15.00 15.00 15.00 16.15 0.5 1 Close 17 6.00 12.02 8.19 8.55 142.5 8 Close 31 7.50 9.00 8.86 9.22 2,416.1 9 Close 32 3.75 9.30 6.20 6.39 1,884.5 6 Close 33 8.00 8.00 8.00 8.30 33.3 1 Close 90 9.00 9.00 9.00 9.31 1,306.4 1 Close 105 9.01 9.01 9.01 9.28 24.6 1 Close 126 8.08 8.08 8.08 8.25 51.6 1 Close 130 5.10 5.10 5.10 5.17 311.6 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 38,422.2 131 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 96,843.3 286 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 213 deals totaled KZT88,096.4 m. including 123 (KZT54,271.5 m.) repo opening deals and 90 repo closing deals (KZT33,824.9 m.). Indicator TONIA according to trade results totaled 2.25 and increased relative to the previous trading day by 1.12. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 14 7.50 6.62 +0.88 31 6.68 8.90 -2.22 ------------------------------------------------ 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: +223.0% (-KZT11,222.2 m.), 9 participants. Second tier banks (STB): - +KZT49,952.1 m. (borrowing, 7 banks); -KZT41,173.3 m. (lending, 7 banks); - on open trade market on GS (in auto repo sector) +KZT5.637.0 m.; in CS repo sector +KZT3,141.8 m.; - resulting balance totaled +KZT8,778.8 m. (on previous day it was equal to +KZT2,022.5 m.). [2007-01-15]