Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, January 24, 07/ - Today on Kazakhstan stock exchange (KASE) 168 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT72,327.0 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 0.50 4.01 0.78 0.79 31,864.0 54 Open 7 4.00 10.01 5.84 6.02 5,350.1 23 Open 8 3.51 3.51 3.51 3.57 13.0 1 Open 14 6.75 8.00 7.20 7.46 857.6 8 Open* 28 7.00 7.00 7.00 7.23 250.0 1 Open 33 5.80 5.80 5.80 5.95 52.4 2 Open 61 11.00 11.00 11.00 11.49 70.0 1 Open 90 10.50 10.50 10.50 10.92 165.0 1 Open 91 3.26 3.26 3.26 3.30 170.7 1 Open 92 3.50 3.50 3.50 3.54 439.8 2 Open 96 11.00 11.00 11.00 11.41 80.0 1 Open 181 8.50 10.50 10.01 10.27 109.7 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 39,422.3 97 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.70 3.09 0.92 0.93 26,729.9 42 Close 2 3.51 7.86 7.61 7.91 328.1 2 Close 7 5.00 7.00 6.08 6.27 1,854.2 10 Close 14 7.00 7.50 7.16 7.41 2,221.1 7 Close 26 0.00 0.00 0.00 0.00 106.0 2 Close 28 7.00 7.50 7.33 7.59 754.2 3 Close 189 10.14 10.14 10.14 10.14 147.3 1 Close 191 10.02 10.02 10.02 10.02 105.2 1 Close 295 3.50 3.50 3.50 3.50 218.7 1 Close 302 3.50 3.50 3.50 3.50 439.8 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 32,904.7 71 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 72,327.0 168 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 140 deals totaled KZT69,097.3 m. including 80 (KZT37,585.1 m.) repo opening deals and 60 repo closing deals (KZT31,512.2 m.). Indicator TONIA according to trade results totaled 0.75 and has decreased relative to the previous trading day by 0.22. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 0.78 0.94 -0.16 7 5.84 5.87 -0.03 14 7.20 6.80 +0.40 28 7.00 8.68 -1.68 91 3.26 3.24 +0.02 92 3.50 3.25 +0.25 181 10.01 8.32 +1.69 ------------------------------------------------ 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: -12.5% (-KZT6,215.0 m.), 7 participants. Second tier banks (STB): - +KZT32,513.0 m. (borrowing, 7 banks); -KZT28,588.6 m. (lending, 9 banks); - on open trade market on GS (in auto repo sector) +KZT4,635.0 m.; in CS repo sector -KZT710.5 m.; - resulting balance totaled +KZT3,924.4 m. (on previous day it was equal to +KZT6,524.5 m.). [2007-01-24]