Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, January 23, 07/ - Today on Kazakhstan stock exchange (KASE) 183 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT90,371.0 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 4.02 0.94 0.95 26,929.2 43 Open 7 5.50 6.30 5.87 6.04 1,200.4 10 Open 14 6.80 6.80 6.80 7.03 201.4 2 Open 16 7.00 7.00 7.00 7.24 100.0 2 Open* 28 7.00 9.00 8.68 9.04 1,550.0 6 Open 31 6.00 7.00 6.96 7.19 417.0 6 Open 91 3.24 3.24 3.24 3.28 417.6 2 Open 92 3.25 3.25 3.25 3.29 170.7 1 Open 181 8.30 10.00 8.32 8.49 87.4 11 Open 365 11.20 11.20 11.20 11.20 80.4 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 31,154.2 84 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 1.00 4.00 1.10 1.10 56,230.2 75 Close 4 10.00 10.00 10.00 10.51 80.1 1 Close 5 1.00 1.00 1.00 1.00 37.4 5 Close 7 5.00 5.00 5.00 5.12 100.2 2 Close 8 5.69 5.69 5.69 5.85 353.4 1 Close 19 10.50 10.50 10.50 11.04 80.4 1 Close 28 7.00 9.00 8.54 8.89 1,761.7 8 Close 33 7.00 7.00 7.00 7.23 15.7 1 Close 34 0.01 0.01 0.01 0.01 2.4 1 Close 40 8.01 8.01 8.01 8.30 7.9 1 Close 277 3.26 3.26 3.26 3.26 206.0 1 Close 300 3.25 3.25 3.25 3.25 341.4 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 59,216.8 99 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 90,371.0 183 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 132 deals totaled KZT86,619.4 m. including 50 (KZT28,732.0 m.) repo opening deals and 82 repo closing deals (KZT57,887.3 m.). Indicator TONIA according to trade results totaled 0.97 and has decreased relative to the previous trading day by 0.17. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 0.94 1.16 -0.22 7 5.87 3.14 +2.73 31 6.96 8.91 -1.95 91 3.24 3.24 0 181 8.32 8.72 -0.40 --------------------------------------------- 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: -48.8% (-KZT8,399.0 m.), 8 participants. Second tier banks (STB): - +KZT27,079.6 m. (borrowing, 5 banks); -KZT20,555.2 m. (lending, 6 banks); - on open trade market on GS (in auto repo sector) +KZT7,129.0 m.; in CS repo sector -KZT604.5 m.; - resulting balance totaled +KZT6,524.5 m. (on previous day it was equal to +KZT17,150.7 m.). [2007-01-23]