Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, January 25, 07/ - Today on Kazakhstan stock exchange (KASE) 213 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT110,124.0 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 0.10 7.99 0.25 0.25 63,934.1 66 Open* 4 4.30 4.50 4.43 4.53 600.0 3 Open 6 6.00 6.00 6.00 6.18 450.0 2 Open 7 1.00 7.00 6.40 6.61 2,613.1 12 Open 14 6.80 9.00 7.27 7.53 644.9 8 Open 21 7.75 7.75 7.75 8.04 40.7 1 Open* 28 7.00 7.00 7.00 7.23 250.0 1 Open 32 8.97 9.00 9.00 9.38 396.4 7 Open 90 8.50 11.00 10.73 11.17 280.8 2 Open 92 3.50 3.50 3.50 3.54 437.4 2 Open 95 3.30 3.30 3.30 3.34 426.2 2 Open 151 10.00 10.00 10.00 10.25 1.2 1 Open 179 8.30 8.30 8.30 8.47 27.6 2 Open 181 9.00 11.00 9.88 10.13 114.5 4 Open 365 12.00 12.00 12.00 12.00 150.0 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 70,367.0 114 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 0.50 4.01 0.78 0.79 31,864.7 54 Close 3 6.68 6.68 6.68 6.91 2.7 1 Close 7 5.00 6.50 5.95 6.12 3,854.5 19 Close 14 6.00 7.50 6.62 6.84 598.5 4 Close 20 7.75 7.75 7.75 8.04 42.7 1 Close 22 0.00 0.00 0.00 0.00 100.0 1 Close 27 5.00 9.00 7.13 7.39 173.4 3 Close 28 7.00 7.75 7.65 7.92 1,860.9 5 Close 30 7.51 7.51 7.51 7.78 356.3 2 Close 31 9.00 11.99 9.26 9.66 102.5 4 Close 59 6.89 6.89 6.89 7.09 17.2 1 Close 122 7.85 7.85 7.85 8.01 38.9 1 Close 293 3.30 3.30 3.30 3.30 426.2 2 Close 296 3.50 3.50 3.50 3.50 218.7 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 39,657.0 99 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 110,024.0 213 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 164 deals totaled KZT105,223.8 m. including 83 (KZT67,195.2 m.) repo opening deals and 81 repo closing deals (KZT38,028.6 m.). Indicator TONIA according to trade results totaled 0.17 and has decreased relative to the previous trading day by 0.58. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 0.25 0.78 -0.53 7 6.40 5.84 +0.56 14 7.27 7.20 +0.07 28 7.00 7.00 0 90 10.73 10.50 +0.23 92 3.50 3.50 0 181 9.88 10.01 -0.13 ------------------------------------------------ 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: -11.8% (-KZT4,988.0 m.), 5 participants. Second tier banks (STB): - +KZT63,018.0 m. (borrowing, 5 banks); -KZT59,203.2 m. (lending, 4 banks); - on open trade market on GS (in auto repo sector) +KZT4,439.0 m.; in CS repo sector -KZT624.2 m.; - resulting balance totaled +KZT3,814.8 m. (on previous day it was equal to +KZT3,924.4 m.). [2007-01-25]