Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, February 12, 07/ - Today on Kazakhstan stock exchange (KASE) 284 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT183,875.0 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 1.00 5.05 2.16 2.18 25,282.5 63 Open* 2 1.80 1.90 1.81 1.82 78,000.0 39 Open* 7 3.00 6.00 3.53 3.60 437.0 2 Open 14 9.01 9.13 9.05 9.45 520.9 3 Open 15 6.01 6.01 6.01 6.18 71.0 2 Open 22 4.07 4.07 4.07 4.15 1.6 1 Open 28 3.00 12.00 11.94 12.62 302.2 2 Open 30 7.00 8.00 7.00 7.23 4,694.3 11 Open 49 0.00 8.50 8.29 8.59 2,006.2 11 Open 59 9.00 9.00 9.00 9.34 1.4 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 111,316.9 135 --------- -------- ----- ----- ------- --------- --------- -------- Close 3 1.00 7.50 3.02 3.06 64,475.9 112 Close 5 9.00 9.00 9.00 9.41 2.8 1 Close 6 3.00 6.00 5.93 6.11 501.8 4 Close 7 6.00 7.00 6.62 6.84 1,118.8 7 Close 10 5.75 5.75 5.75 5.92 528.8 2 Close 14 7.00 7.00 7.00 7.24 117.3 1 Close 31 7.00 7.00 7.00 7.23 37.2 1 Close 32 6.50 9.20 7.01 7.24 5,105.6 13 Close 46 3.00 3.00 3.00 3.04 110.4 1 Close 49 7.10 7.10 7.10 7.32 53.9 1 Close 63 4.94 4.94 4.94 5.03 13.3 2 Close 91 10.00 10.00 10.00 10.38 21.5 1 Close 94 7.25 10.00 7.54 7.73 152.1 2 Close 186 12.00 12.00 12.00 12.00 318.3 1 --------- -------- ----- ----- ------- --------- Subtotal: 72,557.9 149 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 183,875.0 284 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 235 deals totaled KZT177,838.7 m. including 111 (KZT108,087.5 m.) repo opening deals and 124 repo closing deals (KZT69,751.2) Indicator TONIA according to trade results totaled 1.95 and has decreased relative to the previous trading day by 0.97. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 14 9.05 6.17 +2.88 28 11.94 8.42 +3.52 30 7.00 8.00 -1.00 ------------------------------------------------ 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: +41.2% (-KZT13,847.0 m.), 6 participants. Second tier banks (STB): - +KZT99,608.0 m. (borrowing, 6 banks); -KZT86,422.0 m. (lending, 8 banks); - at the open trade market in GS (autorepo sector) +KZT13,188.0 m.; in CS repo sector -KZT2.0 m. - resulting balance totaled +KZT13,186.0 m. (on previous day it was equal to +KZT8,928.1 m.). [2007-02-12]