Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, March 14, 07/ - Today on Kazakhstan stock exchange (KASE) 272 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT92,477.3 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 5.11 1.43 1.45 20,687.1 73 Open* 2 1.30 2.50 2.15 2.17 2,256.0 10 Open 5 5.00 5.00 5.00 5.12 528.0 3 Open 7 0.05 8.10 5.56 5.73 1,455.0 9 Open 14 6.00 8.00 7.29 7.56 932.4 11 Open* 28 3.00 11.50 5.73 5.96 461.0 5 Open 30 7.00 8.50 7.02 7.25 4,784.4 11 Open 33 4.00 12.00 10.75 11.33 68.8 7 Open 44 8.00 8.00 8.00 8.29 15.0 1 Open 78 8.50 8.50 8.50 8.77 16.0 1 Open 184 8.55 8.55 8.55 8.55 164.8 1 Open 365 7.00 7.50 7.30 7.30 166.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 31,534.6 134 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.00 8.40 1.02 1.03 45,295.6 76 Close 2 1.75 3.00 2.20 2.23 990.1 4 Close 3 3.30 3.30 3.30 3.35 6,001.6 11 Close 7 4.00 6.50 5.17 5.31 1,448.5 8 Close 12 9.00 9.00 9.00 9.41 0.5 1 Close 14 7.00 7.10 7.07 7.31 602.1 4 Close 16 7.01 7.01 7.01 7.25 39.7 1 Close 19 7.00 8.07 8.04 8.36 96.9 3 Close 21 7.52 7.52 7.52 7.80 200.9 2 Close 27 7.50 7.50 7.50 7.77 125.7 1 Close 28 8.00 10.00 9.80 10.26 159.1 2 Close 29 6.57 6.77 6.70 6.91 245.5 3 Close 30 7.00 7.00 7.00 7.23 4,716.4 10 Close 35 7.00 7.00 7.00 7.22 45.3 1 Close 36 7.41 7.41 7.41 7.66 201.5 2 Close 44 7.52 7.52 7.52 7.78 107.0 1 Close 51 0.00 0.00 0.00 0.00 16.7 1 Close 65 12.00 12.00 12.00 12.59 30.6 1 Close 69 7.06 7.07 7.07 7.27 183.6 2 Close 107 7.97 7.97 7.97 8.19 40.9 1 Close 365 8.16 8.16 8.16 8.16 216.3 1 Close 377 7.02 7.52 7.32 178.2 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 60,942.7 138 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 92,477.3 272 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 208 deals totaled KZT87,833.7 m. including 104 (KZT29,611.6 m.) repo opening deals and 104 repo closing deals (KZT588,222.1 m.) Indicator TONIA according to trade results totaled 1.15 and increased relative to the previous trading day by 0.36. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 1.43 0.98 +0.45 7 5.56 6.67 -1.11 14 7.29 5.63 +1.66 28 5.73 3.00 +2.73 30 7.02 7.20 -0.18 184 8.55 10.00 -1.45 ------------------------------------------------ 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: +54.0% (-KZT6,228.0 m.), 5 participants. Second tier banks (STB): - +KZT19,910.0 m. (borrowing, 8 banks); -KZT15,407.4 m. (lending, 7 banks); - at the open trade market in GS (autorepo sector) +KZT4,610.0 m.; in CS repo sector -KZT107.4 m.; - resulting balance totaled +KZT4,502.6 m. (on previous day it was equal to +KZT3,850.0 m.). [2007-03-14]