Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, February 5, 07/ - Today on Kazakhstan stock exchange (KASE) 266 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT80,154.3 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 1.00 6.50 1.43 1.45 31,580.7 72 Open 2 4.50 6.00 5.32 5.46 550.0 4 Open 7 6.00 7.04 6.64 6.87 1,177.4 8 Open 8 5.00 8.00 6.50 6.72 1,100.0 10 Open 11 10.00 10.00 10.00 10.51 23.2 1 Open* 14 6.00 7.50 6.78 7.01 619.0 4 Open 23 1.00 1.00 1.00 1.00 5.5 1 Open 28 3.00 12.00 6.78 7.05 778.8 20 Open 70 5.47 5.50 5.49 5.61 19.8 2 Open 148 9.50 9.50 9.50 9.73 50.0 1 Open 150 9.00 9.00 9.00 9.21 50.0 2 Open 157 9.00 9.00 9.00 9.20 30.0 2 Open 161 9.50 9.50 9.50 9.73 50.0 1 Open 163 9.00 9.00 9.00 9.20 50.0 3 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 36,084.5 131 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 0.90 4.54 1.58 1.59 38,376.0 80 Close 4 4.99 8.00 5.22 5.36 496.4 5 Close 5 3.50 3.50 3.50 3.56 118.4 2 Close 6 5.47 6.55 5.98 6.16 868.9 8 Close 7 6.00 6.50 6.44 6.65 3,116.9 9 Close 27 12.00 12.00 12.00 12.69 60.5 4 Close 28 3.00 8.00 3.86 3.95 280.8 5 Close 31 8.11 9.00 8.37 8.70 71.5 2 Close 32 6.05 6.05 6.05 6.21 10.0 1 Close 38 12.00 12.00 12.00 12.66 36.9 2 Close 39 7.80 7.80 7.80 8.08 186.0 2 Close 45 7.20 7.20 7.20 7.43 101.8 1 Close 90 9.00 9.00 9.00 9.31 74.7 3 Close 101 10.00 10.00 10.00 10.34 23.2 1 Close 130 8.07 8.07 8.07 8.23 11.2 1 Close 138 9.00 9.00 9.00 9.20 9.3 1 Close 152 7.92 7.92 7.92 8.08 62.0 1 Close 157 7.53 7.53 7.53 7.67 36.1 1 Close 186 8.22 8.22 8.22 8.22 2.9 1 Close 209 8.41 8.41 8.41 8.41 5.3 2 Close 265 5.08 5.08 5.08 5.08 1.4 1 Close 276 12.26 12.26 12.26 12.26 118.3 1 Close 277 5.09 5.09 5.09 5.09 1.1 1 --------- -------- ----- ----- ------- --------- Subtotal: 44,069.8 135 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 80,154.3 266 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 175 deals totaled KZT74,365.5 m. including 82 (KZT32,902.2 m.) repo opening deals and 93 repo closing deals (KZT41,463.3 m.). Indicator TONIA according to trade results totaled 1.26 and has decreased relative to the previous trading day by 0.25. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 7 6.64 4.15 +2.49 14 6.78 6.80 -0.02 28 6.78 8.25 -1.47 ------------------------------------------------ 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: +11.9% (-KZT4,634.1 m.), 7 participants. Second tier banks (STB): - +KZT29,325.1 m. (borrowing, 7 banks); -KZT26,808.8 m. (lending, 6 banks); - at the open trade market in GS (autorepo sector) +KZT3,151.0 m.; CS repo sector -KZT652.7 m. - resulting balance totaled +KZT2,516.3 m. (on previous day it was equal to +KZT3,675.8 m.). [2007-02-05]