Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, January 31, 07/ - Today on Kazakhstan stock exchange (KASE) 219 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT88,875.7 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 Intraday 0.00 0.00 0.00 Х 119.5 2 Open 1 0.01 7.50 1.07 1.09 39,387.7 63 Open 2 1.75 6.00 3.78 3.88 511.1 7 Open 5 3.50 3.50 3.50 3.56 118.6 3 Open 6 6.20 6.20 6.20 6.39 38.5 1 Open 7 5.50 7.50 6.00 6.18 3,601.0 17 Open* 14 6.50 6.80 6.74 6.96 188.0 2 Open 28 5.00 7.00 6.49 6.69 336.1 4 Open 29 9.00 12.00 9.72 10.17 103.2 4 Open 30 9.00 9.00 9.00 9.38 847.6 3 Open 43 9.00 9.00 9.00 9.36 38.5 2 Open 92 9.00 9.00 9.00 9.27 339.6 1 Open 93 8.50 8.50 8.50 8.74 59.7 4 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 45,689.1 113 --------- -------- ---- ----- ------- --------- -------- -------- Close Intraday 0.00 0.00 0.00 Х 119.5 2 Close 1 0.80 5.00 1.42 1.43 33,723.5 59 Close 5 5.50 5.50 5.50 5.65 69.1 1 Close 6 6.00 6.00 6.00 6.18 450.4 2 Close 7 4.00 7.50 5.59 5.75 4,955.4 21 Close 12 6.09 6.09 6.09 6.27 185.9 3 Close 13 4.98 4.98 4.98 5.10 7.0 1 Close 14 3.80 8.00 3.80 3.87 3,006.4 8 Close 16 5.84 5.84 5.84 6.00 168.4 1 Close 21 8.00 8.00 8.00 8.30 9.0 1 Close 28 7.00 7.50 7.04 7.27 271.5 2 Close 40 8.50 8.50 8.50 8.83 153.2 1 Close 49 5.00 5.00 5.00 5.11 1.1 1 Close 51 5.01 5.01 5.01 5.11 1.2 1 Close 77 9.00 9.00 9.00 9.31 62.8 1 Close 134 9.00 9.00 9.00 9.20 2.1 1 --------- -------- ---- ----- ------- --------- Subtotal: 43,186.6 106 --------- -------- ---- ----- ------- --------- -------- -------- TOTAL: 88,875.7 219 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 161 deals totaled KZT84,131.7 m. including 75 (KZT42,335.2 m.) repo opening deals and 86 repo closing deals (KZT41,796.5 m.). Indicator TONIA according to trade results totaled 0.82 and has decreased relative to the previous trading day by 0.42. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 1.07 1.42 -0.35 2 3.78 10.05 -6.27 3 6.20 5.89 +0.31 6 6.00 6.04 -0.04 7 6.74 7.66 -0.92 14 6.49 10.10 -3.61 28 9.72 5.00 +4.72 29 9.00 16.01 -7.01 30 1.07 1.42 -0.35 ------------------------------------------------ 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: +229.3% (-KZT9,755.1 m.), 8 participants. Second tier banks (STB): - +KZT36,461.3 m. (borrowing, 6 banks); -KZT31,716.2 m. (lending, 8 banks); - on open trade market on GS (in auto repo sector) +KZT1,117.3 m.; in CS repo sector +KZT3,278.0 m.; - resulting balance totaled +KZT4,745.1 m. (on previous day it was equal to +KZT2,296.3 m.). [2007-01-31]