Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, February 6, 07/ - Today on Kazakhstan stock exchange (KASE) 270 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT100,983.5 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 7.56 1.50 1.52 53,671.1 97 Open 2 2.50 6.00 3.19 3.25 2,490.0 4 Open 3 3.00 5.50 5.49 5.64 201.0 3 Open 7 5.50 9.00 6.46 6.67 4,428.8 13 Open 9 5.07 5.07 5.07 5.20 12.6 1 Open 14 5.00 7.50 5.92 6.09 3,005.6 19 Open 28 3.00 12.00 4.96 5.11 425.4 11 Open 31 5.00 5.00 5.00 5.12 70.5 2 Open 52 5.02 5.03 5.03 5.14 7.5 2 Open 59 5.00 9.00 5.54 5.68 4.4 3 Open 70 6.47 6.47 6.47 6.64 19.0 1 Open 87 7.00 7.00 7.00 7.19 15.0 2 Open 90 9.00 9.00 9.00 9.31 73.0 2 Open 154 9.50 9.50 9.50 9.73 30.0 1 Open 160 9.51 9.51 9.51 9.73 50.0 2 Open 181 8.50 8.50 8.50 8.68 11.2 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 64,514.9 164 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 1.00 6.50 1.43 1.44 31,614.0 72 Close 5 5.00 5.00 5.00 5.13 45.0 1 Close 6 5.50 6.20 5.76 5.93 103.6 3 Close 7 3.00 8.00 6.00 6.18 1,445.9 9 Close 14 6.00 6.30 6.13 6.32 351.3 3 Close 15 6.12 6.12 6.12 6.30 701.7 1 Close 19 5.98 10.00 6.14 6.32 541.4 7 Close 20 6.20 6.71 6.38 6.58 311.1 3 Close 22 6.08 6.08 6.08 6.26 956.5 2 Close 62 8.00 8.00 8.00 8.26 4.2 1 Close 182 12.41 12.41 12.41 12.79 154.5 1 Close 236 7.13 7.13 7.13 7.13 3.4 2 Close 301 4.32 4.32 4.32 4.32 236.1 1 --------- -------- ----- ----- ------- --------- Subtotal: 36,468.7 106 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 100,983.5 270 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 188 deals totaled KZT93,906.8 m. including 116 (KZT61,824.2 m.) repo opening deals and 72 repo closing deals (KZT32,082.7 m.). Indicator TONIA according to trade results totaled 1.45 and has increased relative to the previous trading day by 0.19. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 1.50 1.43 +0.07 2 3.19 5.32 -2.13 7 6.46 6.64 -0.18 14 5.92 6.78 -0.86 28 4.96 6.78 -1.82 70 6.47 5.49 +0.98 ------------------------------------------------ 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: -24.7% (-KZT2,905.0 m.), 6 participants. Second tier banks (STB): - +KZT55,258.4 m. (borrowing, 9 banks); -KZT52,735.3 m. (lending, 8 banks); - at the open trade market in GS (autorepo sector) +KZT2,806.0 m.; CS repo sector -KZT283.0 m. - resulting balance totaled +KZT2,523.1 m. (on previous day it was equal to +KZT2,516.3 m.). [2007-02-06]