Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, February 28, 07/ - Today on Kazakhstan stock exchange (KASE) 232 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT57,589.5 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 0.02 10.29 3.09 3.18 22,791.4 82 Open 5 4.38 5.00 5.00 5.12 377.1 2 Open 7 6.00 6.78 6.13 6.32 120.7 2 Open 12 7.00 7.00 7.00 7.24 10.4 1 Open 14 7.00 7.10 7.07 7.31 600.5 4 Open 16 7.00 7.00 7.00 7.24 1.9 1 Open 21 7.30 7.30 7.30 7.56 500.0 1 Open 28 3.00 12.00 7.60 7.90 669.4 7 Open 29 7.50 7.50 7.50 7.76 398.8 5 Open 30 7.00 9.00 7.34 7.59 2,248.5 14 Open 60 8.00 8.00 8.00 8.27 1.7 1 Open 89 9.00 9.00 9.00 9.31 100.0 1 Open 90 9.00 9.00 9.00 9.31 8.0 1 Open 180 8.45 8.45 8.45 8.63 68.7 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 27,897.0 123 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.20 7.12 1.65 1.67 17,317.2 47 Close 2 4.70 4.70 4.70 4.81 261.1 4 Close 5 7.00 7.00 7.00 7.25 0.4 1 Close 7 4.00 8.50 5.62 5.79 8,933.1 36 Close 12 8.00 8.00 8.00 8.32 40.1 1 Close 14 6.50 7.10 7.05 7.29 439.2 3 Close 16 13.59 13.59 13.59 14.51 15.1 1 Close 21 7.50 7.50 7.50 7.77 200.9 2 Close 23 1.00 1.00 1.00 1.00 5.5 1 Close 26 7.00 7.00 7.00 7.24 33.7 1 Close 28 7.00 7.00 7.00 7.23 251.4 1 Close 30 7.00 7.00 7.00 7.23 1,639.5 3 Close 91 4.97 4.97 4.97 5.07 13.2 2 Close 142 3.18 3.81 3.52 3.55 1.9 4 Close 310 5.10 5.10 5.10 5.10 0.3 1 Close 365 8.00 8.00 8.00 8.00 540.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 29,692.4 109 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 57,589.5 232 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 151 deals totaled KZT47,780.3 m. including 71 (KZT19,023.3 m.) repo opening deals and 80 repo closing deals (KZT28,757.0 m.) Indicator TONIA according to trade results totaled 1.19 and has decreased relative to the previous trading day by 0.34. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 3.09 1.65 +1.44 7 6.13 6.28 -0.15 28 7.60 9.12 -1.52 90 9.00 7.00 +2.00 ------------------------------------------------ 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: +80.5% (-KZT4,942.0 m.), 7 participants. Second tier banks (STB): - +KZT11,741.0 m. (borrowing, 6 banks); +KZT6,041.4 m. (lending, 5 banks); - at the open trade market in GS (autorepo sector) +KZT4,068.0 m.; in CS sector -KZT1,068.4 m.; - resulting balance totaled +KZT5,699.6 m. (on previous day it was equal to +KZT3,918.4 m.). [2007-02-28]