Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, February 14, 07/ - Today on Kazakhstan stock exchange (KASE) 324 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT221,395.6 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 0 corrective deal 18.6 1 Open 1 0.30 5.00 1.00 1.01 86,885.2 96 Open 2 4.00 4.00 4.00 4.08 75.0 1 Open 5 4.00 4.00 4.00 4.08 190.0 1 Open 6 5.00 5.00 5.00 5.13 48.0 1 Open 7 5.00 6.78 6.23 6.42 6,731.8 30 Open 8 8.00 8.00 8.00 8.32 101.2 1 Open 12 9.04 9.04 9.04 9.44 1.1 1 Open* 14 6.50 7.10 7.05 7.29 438.0 3 Open 15 7.10 7.10 7.10 7.35 215.0 1 Open 16 7.10 7.10 7.10 7.35 336.3 2 Open 21 8.00 8.00 8.00 8.31 94.0 1 Open 28 5.00 10.00 9.31 9.74 176.6 6 Open* 30 8.00 12.00 8.96 9.33 3,618.3 12 Open 89 7.80 7.80 7.80 8.03 136.4 1 Open* 90 7.00 7.00 7.00 7.19 400.0 2 Open 93 8.00 8.00 8.00 8.22 44.7 3 Open 181 10.00 10.00 10.00 10.25 5.0 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 99,515.4 164 --------- -------- ----- ----- ------- --------- --------- -------- Close 0 corrective deal 18.6 1 Close 1 1.00 5.01 2.30 2.33 36,335.8 82 Close 2 1.80 1.90 1.81 1.82 78,007.7 39 Close 6 3.00 3.00 3.00 3.04 16.1 1 Close 7 6.00 6.00 6.00 6.18 3,003.5 9 Close 9 12.00 12.00 12.00 12.73 11.2 1 Close 14 6.50 6.80 6.74 6.96 188.5 2 Close 28 8.25 10.00 8.95 9.33 355.4 2 Close 30 8.00 9.00 8.93 9.31 3,605.6 11 Close 37 6.89 6.89 6.89 7.10 226.2 2 Close 50 9.03 9.03 9.03 9.38 1.1 1 Close 56 7.88 7.88 7.88 8.14 101.2 1 Close 156 8.15 8.15 8.15 8.32 3.1 2 Close 218 15.00 15.00 15.00 15.00 2.2 1 Close 285 5.09 5.09 5.09 5.09 0.7 1 Close 286 5.07 5.07 5.07 5.07 0.6 1 Close 301 5.19 5.19 5.19 5.19 0.7 1 Close 302 5.30 5.30 5.30 5.30 1.1 1 Close 322 5.10 5.10 5.10 5.10 0.9 1 --------- -------- ----- ----- ------- --------- Subtotal: 121,880.2 160 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 221,395.6 324 ------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 276 deals totaled KZT218,315.7 m. including 136 (KZT97,898.5 m.) repo opening deals and 140 repo closing deals (KZT120,417.2) Indicator TONIA according to trade results totaled 0.88 and has decreased relative to the previous trading day by 1.22. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 1.00 2.30 -1.30 7 6.23 6.10 +0.13 28 9.31 6.29 +3.02 90 7.00 9.50 -2.50 181 10.00 11.21 -1.21 --------------------------------------------- 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: +13.4% (-KZT15,820.1 m.), 7 participants. Second tier banks (STB): - +KZT83,171.3 m. (borrowing, 7 banks); -KZT73,470.0 m. (lending, 7 banks); - at the open trade market in GS (autorepo sector) +KZT9,840.0 m.; in CS repo sector -KZT138.7 m. - resulting balance totaled +KZT9,701.3 m. (on previous day it was equal to +KZT14,689.62 m.). [2007-02-14]