Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, March 6, 07/ - Today on Kazakhstan stock exchange (KASE) 287 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT64,691.0 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 0.50 4.50 2.14 2.17 19,339.9 87 Open 7 4.00 7.10 5.79 5.96 2,708.1 9 Open 14 6.01 9.00 8.52 8.89 1,606.1 12 Open* 28 3.00 9.20 7.66 7.95 1,482.1 8 Open 30 6.21 9.00 6.47 6.67 193.3 5 Open 31 7.00 12.00 7.55 7.82 1,083.5 7 Open 34 7.00 7.00 7.00 7.22 4.2 1 Open 45 8.00 8.00 8.00 8.29 21.0 1 Open 52 7.00 8.00 7.17 7.39 4.1 2 Open 184 10.00 12.00 10.63 10.63 5,772.3 17 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 32,214.5 149 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.99 9.20 2.31 2.34 20,627.0 69 Close 7 5.00 7.10 6.27 6.46 1,943.4 11 Close 14 4.50 9.00 6.76 7.01 3,002.8 22 Close 15 7.47 7.47 7.47 7.74 802.5 2 Close 19 3.00 3.00 3.00 3.04 12.6 1 Close 20 2.85 2.85 2.85 2.89 75.1 1 Close 22 4.07 5.02 4.70 4.80 4.6 2 Close 26 14.47 14.47 14.47 15.49 147.0 1 Close 27 5.86 5.86 5.86 6.02 9.6 1 Close 28 5.51 12.00 8.18 8.51 123.1 3 Close 36 8.01 8.01 8.01 8.31 22.8 2 Close 47 10.00 10.00 10.00 10.44 1.9 1 Close 55 8.03 9.00 8.92 9.25 94.2 3 Close 75 13.17 15.46 13.73 14.45 993.2 3 Close 85 8.46 8.46 8.46 8.73 28.3 1 Close 158 8.01 8.01 8.01 8.17 30.5 1 Close 160 13.16 13.16 13.16 13.60 317.3 1 Close 197 11.00 13.00 12.01 12.01 704.9 2 Close 200 11.00 11.00 11.00 11.00 318.1 1 Close 207 11.00 11.00 11.00 11.00 237.4 1 Close 208 11.00 11.00 11.00 11.00 318.8 1 Close 210 11.00 11.00 11.00 11.00 154.7 1 Close 211 11.00 11.00 11.00 11.00 425.4 1 Close 221 11.00 13.69 13.02 13.02 1,975.3 5 Close 230 9.00 9.00 9.00 9.00 105.7 1 --------- -------- ----- ----- ------- --------- Subtotal: 32,476.5 138 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 64,691.0 287 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 203 deals totaled KZT47,880.7 m. including 104 (KZT22,353.4 m.) repo opening deals and 99 repo closing deals (KZT25,527.3 m.) Indicator TONIA according to trade results totaled 1.53 and has decreased relative to the previous trading day by 0.32. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.14 2.31 -0.17 7 5.79 6.50 -0.71 14 8.52 6.79 +1.73 28 7.66 6.89 +0.77 30 6.47 6.26 +0.21 31 7.55 8.85 -1.30 ------------------------------------------------ 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: +111.6% (-KZT5,303.1 m.), 6 participants. Second tier banks (STB): - +KZT14,561.0 m. (borrowing, 6 banks); -KZT12,633.0 млн m. (lending, 11 banks); - at the open trade market in GS (autorepo sector) -KZT1,928.0 m.; - resulting balance totaled +KZT1,928.0 m. (on previous day it was equal to -KZT3,996.3 m.). [2007-03-06]