Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, February 1, 07/ - Today on Kazakhstan stock exchange (KASE) 176 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT85,641.9 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 3.50 1.53 1.54 31,000.1 49 Open 4 4.99 4.99 4.99 5.11 297.0 2 Open 5 5.00 5.00 5.00 5.13 45.0 1 Open 6 5.50 5.50 5.50 5.65 193.6 1 Open 7 3.70 7.00 5.81 5.99 5,323.1 16 Open 14 5.00 5.00 5.00 5.12 2.3 1 Open 25 6.00 6.00 6.00 6.17 13.0 1 Open 28 7.00 9.00 8.96 9.34 206.5 4 Open 90 7.00 8.54 8.19 8.45 228.2 6 Open 91 9.00 9.10 9.08 9.39 419.9 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 37,728.8 83 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.00 7.50 1.09 1.10 39,934.9 64 Close 2 9.83 10.49 10.05 10.57 870.8 4 Close 3 10.48 10.63 10.52 11.09 3,702.8 6 Close 7 1.00 7.00 6.50 6.71 2,516.2 11 Close 8 6.00 6.00 6.00 6.18 100.1 1 Close 14 5.00 6.00 5.85 6.01 35.5 2 Close 16 3.43 3.43 3.43 3.49 4.0 1 Close 28 9.00 9.00 9.00 9.38 201.4 1 Close 92 6.67 6.67 6.67 6.82 543.7 1 Close 135 9.00 9.00 9.00 9.21 2.2 1 Close 318 7.20 7.20 7.20 7.20 1.3 1 --------- -------- ----- ----- ------- --------- Subtotal: 47,913.1 93 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 85,641.9 176 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 161 deals totaled KZT76,700.2 m. including 63 (KZT35,383.2 m.) repo opening deals and 71 repo closing deals (KZT41,317.0 m.). Indicator TONIA according to trade results totaled 1.49 and has increased relative to the previous trading day by 0.67. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 1.53 1.07 +0.46 5 5.00 3.50 +1.50 6 5.50 6.20 -0.70 7 5.81 6.00 -0.19 14 5.00 6.74 -1.74 28 8.96 6.49 +2.47 ------------------------------------------------ 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: +2.6% (-KZT7,772.1 m.), 7 participants. Second tier banks (STB): - +KZT30,865.6 m. (borrowing, 5 banks); -KZT23,507.2 m. (lending, 6 banks); - at the open trade market in CS repo sector +KZT6,872.0 m.; - resulting balance totaled +KZT7,358.3 m. (on previous day it was equal to +KZT4,745.1 m.). [2007-02-01]