Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, February 21, 07/ - Today on Kazakhstan stock exchange (KASE) 357 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT168,994.5 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 1.73 5.11 2.40 2.43 70,631.9 120 Open 5 5.00 5.00 5.00 5.13 300.0 3 Open 7 4.00 8.50 5.69 5.87 8,992.1 38 Open* 14 4.50 4.50 4.50 4.60 1.0 1 Open 28 3.00 12.01 8.35 8.69 491.7 9 Open 30 7.99 8.00 8.00 8.30 22.6 3 Open 55 8.50 8.50 8.50 8.81 62.6 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 80,501.9 175 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 0.00 10.03 3.25 3.30 78,955.7 131 Close 2 3.50 3.50 3.50 3.56 200.0 1 Close 5 4.00 6.57 4.44 4.54 1,445.3 6 Close 7 5.50 6.50 6.23 6.43 6,485.8 26 Close 12 3.00 3.00 3.00 3.04 0.3 1 Close 14 7.50 7.50 7.50 7.78 747.2 8 Close 16 6.00 6.00 6.00 6.18 300.8 3 Close 28 7.00 7.00 7.00 7.23 251.3 1 Close 70 10.00 10.00 10.00 10.41 20.4 1 Close 138 7.07 7.07 7.07 7.19 0.0 1 Close 146 8.61 8.61 8.61 8.79 20.7 1 Close 188 8.28 8.28 8.28 8.28 62.6 1 Close 259 7.72 7.72 7.72 7.72 2.5 1 --------- -------- ----- ----- ------- --------- Subtotal: 88,492.6 182 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 168,994.5 357 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 308 deals totaled KZT165,444.7 m. including 145 (KZT78,833.2 m.) repo opening deals and 163 repo closing deals (KZT86,611.5) Indicator TONIA according to trade results totaled 2.38 and has decreased relative to the previous trading day by 0.85. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.40 3.25 -0.85 7 5.69 6.08 -0.39 14 4.50 6.78 -2.28 28 8.35 9.30 -0.95 30 8.00 7.00 +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: +30.5% (-KZT4,651.0 m.), 6 participants. Second tier banks (STB): - +KZT70,861.0 m. (borrowing, 7 banks); -KZT66,541.8 m. (lending, 11 banks); - at the open trade market in GS (autorepo sector) +KZT4,776.9 m.; in CS repo sector -KZT457.7 m; - resulting balance totaled +KZT4,319.2 m. (on previous day it was equal to +KZT3,702.0 m.). [2007-02-21]