Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, March 1, 07/ - Today on Kazakhstan stock exchange (KASE) 264 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT53,274.5 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 Intraday 1.00 1.00 0.69 X 313.0 2 Open 1 1.10 9.00 3.03 3.10 16,287.6 81 Open* 4 3.00 6.30 4.93 5.05 1,757.0 7 Open 10 4.00 6.80 6.41 6.61 1,061.4 9 Open* 14 6.80 6.80 6.80 7.03 183.0 3 Open 27 7.80 7.80 7.80 8.09 500.0 1 Open* 28 3.00 4.70 4.58 4.68 281.0 5 Open 29 7.00 8.00 7.44 7.71 54.0 3 Open 31 10.00 10.00 10.00 10.47 14.9 1 Open 32 7.00 12.00 9.78 10.24 82.3 5 Open 62 11.00 11.00 11.00 11.50 682.0 1 Open 119 10.00 10.00 10.00 10.34 6.8 1 Open 152 2.00 9.00 5.50 5.61 800.0 6 Open 183 8.55 8.55 8.55 8.55 106.0 5 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 22,128.9 130 --------- -------- ----- ----- ------- --------- -------- -------- Close Intraday 0.00 1.00 0.69 X 313.0 2 Close 1 0.02 10.29 3.13 3.23 22,490.4 81 Close 2 4.50 4.50 4.50 4.60 400.1 1 Close 3 9.50 9.51 9.50 9.96 4,503.5 6 Close 6 7.00 7.00 7.00 7.24 2.3 1 Close 7 6.50 7.00 6.66 6.88 797.0 5 Close 8 6.50 9.99 6.61 6.83 62.1 2 Close 9 8.00 8.00 8.00 8.32 116.7 4 Close 13 7.02 7.02 7.02 7.26 6.0 1 Close 14 6.00 9.00 8.24 8.58 618.0 6 Close 24 5.01 8.35 6.68 6.90 803.5 8 Close 28 9.00 9.00 9.00 9.38 201.4 1 Close 29 10.00 12.00 10.27 10.77 58.9 3 Close 62 12.00 12.00 12.00 12.59 8.7 1 Close 63 10.00 10.00 10.00 10.41 99.2 5 Close 65 7.03 7.03 7.03 7.23 1.2 1 Close 76 7.04 7.04 7.04 7.22 0.3 1 Close 77 7.04 7.04 7.04 7.22 1.6 1 Close 98 9.50 9.50 9.50 9.80 256.4 1 Close 188 7.10 7.10 7.10 7.10 0.5 1 Close 213 1.50 1.50 1.50 1.50 403.5 1 Close 303 5.09 5.09 5.09 5.09 1.3 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 31,145.6 134 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 53,274.5 264 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 173 deals totaled KZT37,162.0 m. including 100 (KZT19,046.3 m.) repo opening deals and 73 repo closing deals (KZT18,115.7 m.) Indicator TONIA according to trade results totaled 2.13 and has increased relative to the previous trading day by 0.94. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 3.03 3.09 -0.06 28 4.58 7.60 -3.02 29 7.44 7.50 -0.06 ------------------------------------------------ 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: +7.0% (-KZT4,292.0 m.), 5 participants. Second tier banks (STB): - +KZT10,846.3 m. (borrowing, 5 banks); +KZT9,276.3 m. (lending, 7 banks); - at the open trade market in GS (autorepo sector) +KZT2,070.0 m.; in CS sector -KZT500.0 m.; - resulting balance totaled +KZT1,570.0 m. (on previous day it was equal to +KZT5,699.6 m.). [2007-03-01]