Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, January 19, 07/ - Today on Kazakhstan stock exchange (KASE) 166 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT88,408.4 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 3 0.70 6.99 1.53 1.54 24,610.3 59 Open 4 6.50 6.50 6.50 6.71 185.5 3 Open* 7 6.00 7.00 6.80 7.03 338.1 5 Open 10 5.00 5.00 5.00 5.12 225.0 1 Open* 28 8.25 8.25 8.25 8.57 500.0 2 Open 30 5.00 5.00 5.00 5.12 423.5 1 Open 31 3.92 7.00 5.54 5.69 76.4 2 Open 60 10.00 10.00 10.00 10.43 160.0 2 Open 70 11.00 11.00 11.00 11.50 50.0 1 Open 365 11.00 11.00 11.00 11.00 100.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 26,668.9 77 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.50 4.00 0.57 0.57 48,222.8 57 Close 3 2.50 4.25 4.24 4.33 10,043.5 6 Close 4 6.50 7.30 6.66 6.89 271.6 6 Close 7 3.50 7.00 4.62 4.73 2,148.0 12 Close 9 7.50 7.50 7.50 7.78 300.6 1 Close 14 6.00 6.00 6.00 6.18 14.0 1 Close 29 7.55 8.30 8.27 8.59 369.6 2 Close 30 10.00 10.00 10.00 10.47 302.5 1 Close 87 20.31 20.31 20.31 21.91 13.6 1 Close 92 9.85 9.85 9.85 10.18 51.2 1 Close 122 8.98 8.98 8.98 9.18 2.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 61,739.5 89 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 88,408.4 166 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 140 deals totaled KZT85,545.5 m. including 64 (KZT25,117.1 m.) repo opening deals and 76 repo closing deals (KZT60,428.3 m.). Indicator TONIA according to trade results totaled 1.53 and has increased relative to the previous trading day by 0.98. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 6.50 0.30 +6.20 7 6.80 5.91 +0.89 14 8.25 8.67 -0.42 28 5.54 5.06 +0.48 31 6.50 0.30 +6.20 ------------------------------------------------ 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: +14.5% (-KZT5,626.0 m.), 5 participants. Second tier banks (STB): - +KZT22,893.5 m. (borrowing, 7 banks); -KZT16,849.0 m. (lending, 8 banks); - on open trade market on GS (in auto repo sector) +KZT6,244.0 m.; in CS repo sector -KZT199.5 m.; - resulting balance totaled +KZT6,044.5 m. (on previous day it was equal to +KZT5,316.4 m.). [2007-01-19]