Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, January 17, 07/ - Today on Kazakhstan stock exchange (KASE) 186 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT69,527.2 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 corrective deal 105.0 1 Open 1 0.80 4.00 3.14 3.19 17,986.1 26 Open 6 5.50 6.00 5.68 5.84 310.0 3 Open* 7 5.00 7.00 6.08 6.27 1,852.1 10 Open 14 3.80 8.00 3.80 3.87 3,002.0 8 Open* 28 8.25 10.00 8.95 9.33 353.0 2 Open 31 8.00 8.00 8.00 8.30 143.4 5 Open 33 7.01 9.00 7.50 7.77 4.0 2 Open 58 5.00 5.00 5.00 5.11 31.0 1 Open 90 10.00 10.00 10.00 10.38 7.3 1 Open 93 8.50 8.50 8.50 8.74 85.0 5 Open 181 6.00 7.50 6.86 6.97 2,393.8 9 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 26,272.6 73 --------- -------- ----- ----- ------- --------- -------- -------- Close corrective deal 105.0 1 Close 1 1.00 6.17 2.92 2.97 35,070.8 86 Close 5 0.00 0.00 0.00 0.00 120.0 1 Close 7 3.00 7.00 4.82 4.95 3,054.9 12 Close 14 3.20 6.50 3.34 3.40 4,188.4 3 Close 27 4.03 4.03 4.03 4.10 31.6 2 Close 28 7.70 10.00 8.67 9.03 406.7 3 Close 50 9.49 9.49 9.49 9.88 263.4 1 Close 75 9.99 9.99 9.99 10.38 0.5 1 Close 82 10.00 10.00 10.00 10.38 2.0 1 Close 112 10.00 10.00 10.00 10.34 7.3 1 Close 162 9.00 9.00 9.00 9.20 4.2 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 43,254.6 113 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 69,527.2 186 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 146 deals totaled KZT65,461.9 m. including 44 (KZT22,991.1 m.) repo opening deals and 102 repo closing deals (KZT42,470.8 m.). Indicator TONIA according to trade results totaled 3.11 and has increased relative to the previous trading day by 0.23. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 3.14 2.92 +0.22 7 6.08 5.46 +0.62 14 3.80 7.64 -3.84 31 8.00 6.83 +1.17 90 10.00 12.00 -2.00 ------------------------------------------------ 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: -52.3% (-KZT4,035.0 m.), 4 participants. Second tier banks (STB): - +KZT20,115.0 m. (borrowing, 4 banks); -KZT16,435.0 m. (lending, 5 banks); - on open trade market on GS (in auto repo sector) +KZT3,765.0 m.; in CS repo sector -KZT85.0 m.; - resulting balance totaled +KZT3,680.0 m. (on previous day it was equal to +KZT7,540.6 m.). [2007-01-17]