Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, February 22, 07/ - Today on Kazakhstan stock exchange (KASE) 245 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT112,846.1 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 1.90 7.01 2.18 2.21 38,247.4 78 Open* 4 4.70 4.70 4.70 4.81 261.0 4 Open* 7 6.50 7.00 6.66 6.88 796.0 5 Open 11 6.49 6.64 6.55 6.76 135.0 5 Open 13 7.00 7.00 7.00 7.24 40.0 1 Open 14 6.50 6.50 6.50 6.71 500.0 1 Open 15 7.81 7.81 7.81 8.11 175.0 1 Open 27 5.00 9.00 8.55 8.90 20.0 3 Open* 28 8.50 8.50 8.50 8.84 70.0 1 Open 29 3.00 12.50 9.93 10.47 312.7 5 Open 89 8.49 8.49 8.49 8.76 20.1 1 Open 388 0.00 0.00 0.00 50.0 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 40,627.2 106 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 2.00 5.11 2.40 2.43 70,188.2 117 Close 7 6.00 6.30 6.06 6.24 766.9 5 Close 8 5.73 8.00 6.65 6.88 249.7 2 Close 9 7.02 7.02 7.02 7.26 1.3 1 Close 14 4.70 7.50 5.38 5.52 354.7 6 Close 22 4.41 4.41 4.41 4.51 133.5 2 Close 28 7.00 7.00 7.00 7.23 251.3 1 Close 31 8.96 9.00 8.98 9.36 35.7 2 Close 38 7.01 7.01 7.01 7.23 0.1 1 Close 62 12.50 12.50 12.50 13.14 217.0 1 Close 92 7.52 7.52 7.52 7.71 20.4 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 72,218.9 139 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 112,846.1 245 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 213 deals totaled KZT111,144.7 m. including 85 (KZT39,688.1 m.) repo opening deals and 128 repo closing deals (KZT71,456.6) Indicator TONIA according to trade results totaled 2.13 and has decreased relative to the previous trading day by 0.25. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.18 2.40 -0.22 7 6.66 5.69 +0.97 14 6.50 4.50 +2.00 28 8.50 8.35 +0.15 ------------------------------------------------ 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: +0.7% (-KZT4,583.0 m.), 6 participants. Second tier banks (STB): - +KZT34,877.0 m. (borrowing, 6 banks); -KZT32,954.0 m. (lending, 8 banks); - at the open trade market in GS (autorepo sector) +KZT1,866.0 m.; in CS repo sector +KZT57.0 m; - resulting balance totaled +KZT1,923.0 m. (on previous day it was equal to +KZT4,319.2 m.). [2007-02-22]