Repo on KASE: day results

/IRBIS, Valeriy Khegay, February 15, 07/ - Today on Kazakhstan stock exchange (KASE) 203 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT121,525.5 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 5.30 1.88 1.90 30,424.7 60 Open* 4 6.30 6.30 6.30 6.50 359.0 1 Open* 7 6.00 6.30 6.06 6.24 766.0 5 Open 14 6.00 9.00 8.23 8.57 622.0 7 Open 15 7.98 7.98 7.98 8.29 15.9 1 Open 28 7.00 8.08 7.43 7.69 42.5 4 Open 29 6.49 6.49 6.49 6.69 20.9 1 Open* 32 7.00 9.00 8.82 9.18 22.1 2 Open* 90 7.00 7.00 7.00 7.19 35.0 1 Open 120 10.00 10.00 10.00 10.34 5.0 1 Open 365 7.50 7.50 7.50 7.50 250.0 2 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 32,563.2 85 -------------------------------------------------------------------------- Close 1 0.30 9.39 1.00 1.00 86,795.5 94 Close 7 4.80 5.50 5.16 5.29 1,476.4 7 Close 9 5.07 5.07 5.07 5.20 12.6 1 Close 13 8.00 8.00 8.00 8.32 15.9 1 Close 21 7.75 7.75 7.75 8.04 40.9 1 Close 28 7.00 9.00 8.66 9.01 527.5 10 Close 31 8.00 8.01 8.00 8.30 41.6 3 Close 42 7.75 7.75 7.75 8.02 51.7 1 --------- -------- ----- ----- ------- --------- Subtotal: 88,962.3 118 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 121,525.5 203 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 183 deals totaled KZT120,868.6 m. including 76 (KZT32,235.2 m.) repo opening deals and 107 repo closing deals (KZT88,633.4) Indicator TONIA according to trade results totaled 1.60 and has increased relative to the previous trading day by 0.72. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 1.88 1.00 +0.88 7 6.06 6.23 -0.17 14 8.23 7.05 +1.18 15 7.98 7.10 +0.88 28 7.43 9.31 -1.88 90 7.00 7.00 0 ------------------------------------------------ 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: +16.43% (-KZT12,669.1 m.), 6 participants. Second tier banks (STB): - +KZT29,264.0 m. (borrowing, 5 banks); -KZT16,465.9 m. (lending, 7 banks); - at the open trade market in GS (autorepo sector) +KZT12,819.0 m.; in CS repo sector -KZT20.9 m. - resulting balance totaled +KZT12,798.1 m. (on previous day it was equal to +KZT9,701.3 m.). [2007-02-15]