Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, March 15, 07/ - Today on Kazakhstan stock exchange (KASE) 212 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT68,314.1 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 0.37 8.03 3.16 3.22 44,309.1 92 Open 4 4.70 6.08 4.95 5.08 245.0 2 Open 5 6.98 7.00 6.99 7.24 39.4 2 Open 6 10.00 10.00 10.00 10.51 50.0 1 Open 10 6.00 8.00 7.15 7.41 138.1 5 Open 14 6.00 7.10 6.64 6.86 553.3 7 Open 18 0.00 0.00 0.00 0.00 100.0 2 Open* 28 3.00 3.00 3.00 3.04 262.0 1 Open 30 8.00 8.00 8.00 8.30 3.2 1 Open 32 4.00 8.10 4.22 4.30 316.9 5 Open 90 10.00 10.00 10.00 10.38 11.7 1 Open 330 7.50 7.50 7.50 7.50 100.0 4 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 46,128.7 123 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.50 5.00 1.40 1.42 20,416.9 67 Close 2 4.06 4.06 4.06 4.14 29.0 1 Close 13 7.00 7.00 7.00 7.24 101.8 2 Close 14 6.80 6.80 6.80 7.03 183.5 3 Close 28 7.00 8.08 7.48 7.74 168.5 5 Close 29 7.11 7.11 7.11 7.35 216.3 1 Close 37 7.40 7.40 7.40 7.65 302.3 3 Close 43 9.00 9.00 9.00 9.36 38.9 2 Close 59 0.00 0.00 0.00 0.00 13.9 1 Close 212 9.25 9.25 9.25 9.25 606.3 3 Close 365 8.16 8.16 8.16 8.16 108.2 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 22,185.5 89 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 68,314.1 212 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 163 deals totaled KZT64,038.6 m. including 92 (KZT43,455.1 m.) repo opening deals and 71 repo closing deals (KZT20,583.5 m.) Indicator TONIA according to trade results totaled 3.06 and increased relative to the previous trading day by 1.91. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 3.16 1.43 +1.73 5 6.99 5.00 +1.99 14 6.64 7.29 -0.65 28 3.00 5.73 -2.73 30 8.00 7.02 +0.98 ------------------------------------------------ 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: +277.2% (-KZT19,475.0 m.), 8 participants. Second tier banks (STB): - +KZT41,018.0 m. (borrowing, 9 banks); -KZT21,842,0 m. (lending, 8 banks); - at the open trade market in GS (autorepo sector) +KZT19,176.0 m.; - resulting balance totaled +KZT19,176.0 m. (on previous day it was equal to +KZT4,502.6 m.). [2007-03-15]