Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, January 16, 07/ - Today on Kazakhstan stock exchange (KASE) 231 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT97,060.1 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 0 0.00 0.00 0.00 0.00 130.0 2 Open 1 1.00 6.17 2.92 2.97 35,068.0 86 Open* 2 4.00 4.25 4.12 4.20 2,100.0 5 Open* 3 2.50 4.25 4.24 4.33 10,040.0 6 Open 7 3.99 6.01 5.46 5.61 201.4 5 Open 14 7.60 7.72 7.64 7.92 72.0 2 Open 31 3.00 8.00 6.83 7.07 87.2 4 Open 90 12.00 12.00 12.00 12.55 20.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 47,718.6 111 --------- -------- ----- ----- ------- --------- -------- -------- Close 0 0.00 0.00 0.00 0.00 130.0 2 Close 1 0.70 6.00 2.28 2.32 48,786.2 109 Close 6 4.51 4.51 4.51 4.61 39.5 2 Close 7 5.00 6.50 6.16 6.35 89.1 3 Close 26 4.02 4.02 4.02 4.10 22.6 1 Close 32 11.63 11.63 11.63 12.26 17.8 1 Close 91 3.00 3.00 3.00 3.04 2.0 1 Close 112 5.59 5.59 5.59 5.69 254.3 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 49,341.4 120 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 97,060.1 231 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 207 deals totaled KZT95,770.5 m. including 97 (KZT47,058.2 m.) repo opening deals and 110 repo closing deals (KZT48,712.3 m.). Indicator TONIA according to trade results totaled 2.88 and increased relative to the previous trading day by 0.63. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.92 2.28 +0.64 2 4.12 0.00 +4.12 7 4.24 5.52 -1.38 14 7.64 7.50 +0.14 31 6.83 6.68 +0.15 ------------------------------------------------ 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: +19.8% (-KZT8,896.2 m.), 9 participants. Second tier banks (STB): - +KZT44,203.0 m. (borrowing, 9 banks); -KZT36,662.4 m. (lending, 9 banks); - on open trade market on GS (in auto repo sector) +KZT7,558.0 m.; in CS repo sector -KZT17.4 m.; - resulting balance totaled +KZT7,540.6 m. (on previous day it was equal to +KZT8,778.8 m.). [2007-01-16]