Repo on KASE on March 7: day results

/IRBIS, Valeriy Khegay, March 11, 07/ - On March 7 on Kazakhstan stock exchange (KASE) 231 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT63,218.4 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 4 1.30 6.30 2.06 2.08 35,668.2 104 Open 5 3.00 5.00 3.53 3.59 950.0 8 Open* 7 4.00 6.50 5.14 5.28 1,447.0 8 Open 14 4.00 4.00 4.00 4.08 106.8 1 Open 19 1.00 1.00 1.00 1.00 188.0 3 Open* 28 3.00 11.00 5.33 5.50 1,128.0 8 Open 31 0.12 0.12 0.12 0.12 4,500.0 1 Open 179 10.00 10.00 10.00 10.25 3.0 1 Open 184 8.50 10.50 8.75 8.75 326.4 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 44,317.4 136 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.50 4.50 1.93 1.95 17,429.1 81 Close 2 5.99 6.30 6.28 6.48 516.3 2 Close 7 6.00 7.50 6.43 6.64 141.0 2 Close 13 7.00 7.00 7.00 7.24 40.1 1 Close 14 4.50 4.50 4.50 4.60 1.0 1 Close 28 7.50 11.00 8.59 8.95 454.0 4 Close 35 9.00 9.00 9.00 9.37 0.1 1 Close 37 7.52 7.52 7.52 7.78 103.5 1 Close 181 10.00 10.00 10.00 10.25 73.9 1 Close 370 9.13 9.13 9.13 9.13 142.0 1 --------- -------- ----- ----- ------- --------- Subtotal: 18,901.0 95 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 63,218.4 231 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 204 deals totaled KZT56,143.6 m. including 117 (KZT37,808.2 m.) repo opening deals and 87 repo closing deals (KZT18,335.4 m.) Indicator TONIA according to trade results totaled 2.27 and has decreased relative to the previous trading day by 0.74. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day , days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 7 5.14 5.79 -0.65 14 4.00 8.52 -4.52 28 5.33 7.66 -2.33 31 0.12 7.55 -7.43 184 8.75 10.63 -1.88 ------------------------------------------------ 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: +140.29% (-KZT7,336.0 m.), 8 participants. Second tier banks (STB): - +KZT28,206.0 m. (borrowing, 5 banks); -KZT5,736.1 млн m. (lending, 7 banks); - at the open trade market in GS (autorepo sector) +KZT22,069.9 m., sector of nego deals with GS +KZT700.0 m. in CS (repo sector) - KZT300.0 m.; - resulting balance totaled +KZT22,469.9 m. (on previous day it was equal to +KZT1,928.0 m.). [2007-03-11]