Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, February 26, 07/ - Today on Kazakhstan stock exchange (KASE) 210 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT63,472.4 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 0.70 3.50 1.80 1.82 30,013.0 47 Open* 2 4.70 4.70 4.70 4.81 261.0 4 Open 3 9.50 9.51 9.50 9.96 4,500.0 6 Open 7 3.48 9.20 6.92 7.17 3,687.3 14 Open 14 7.00 8.50 7.21 7.47 233.6 3 Open 18 8.34 8.34 8.34 8.67 11.8 1 Open 28 8.00 12.00 11.56 12.20 292.1 11 Open 30 8.97 9.00 8.99 9.37 86.2 3 Open 91 9.00 9.00 9.00 9.31 10.5 1 Open 182 7.90 10.50 8.79 8.98 762.5 4 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 39,857.9 94 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 0.00 5.00 2.51 2.54 17,229.9 67 Close 4 4.70 4.70 4.70 4.81 261.1 4 Close 7 8.00 8.00 8.00 8.32 200.3 1 Close 10 8.00 8.00 8.00 8.32 3.6 1 Close 17 8.01 8.50 8.26 8.59 200.8 2 Close 19 3.65 3.65 3.65 3.71 65.1 1 Close 20 7.51 7.51 7.51 7.78 100.4 2 Close 28 9.20 9.20 9.20 9.60 251.8 1 Close 31 6.00 11.99 6.75 6.97 3,986.7 15 Close 32 8.97 9.00 8.99 9.37 95.3 5 Close 45 8.51 8.51 8.51 8.84 55.1 1 Close 59 8.23 8.23 8.23 8.52 101.3 1 Close 60 7.65 7.65 7.65 7.90 84.4 1 Close 63 12.06 20.17 12.38 13.02 231.4 6 Close 68 3.81 3.81 3.81 3.87 202.5 2 Close 125 20.52 20.52 20.52 21.57 7.5 1 Close 151 5.04 5.04 5.04 5.11 2.1 1 Close 171 9.25 9.25 9.25 9.46 521.7 1 Close 185 9.00 9.00 9.00 9.00 10.5 1 Close 186 10.00 10.00 10.00 10.00 2.3 1 Close 270 5.08 5.08 5.08 5.08 0.6 1 --------- -------- ----- ----- ------- --------- Subtotal: 23,614.4 116 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 63,472.4 210 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 138 deals totaled KZT54,468.7 m. including 60 (KZT33,626.4 m.) repo opening deals and 78 repo closing deals (KZT20,842.3) Indicator TONIA according to trade results totaled 1.73 and has decreased relative to the previous trading day by 0.64. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 1.80 0.01 +1.79 3 9.50 2.51 +6.99 7 6.92 6.08 +0.84 14 7.21 5.27 +1.94 28 11.56 8.00 +3.56 ------------------------------------------------ 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: -29.6% (-KZT3,683.0 m.), 7 participants. Second tier banks (STB): - +KZT32,363.0 m. (borrowing, 5 banks); +KZT26,199.5 m. (lending, 9 banks); - at the open trade market in GS (autorepo sector) +KZT1,869.0 m.; in CS sector +KZT3,794.3 m.; - resulting balance totaled +KZT6,163.5 m. (on previous day it was equal to +KZT4,193.0 m.). [2007-02-26]