Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, March 16, 07/ - Today on Kazakhstan stock exchange (KASE) 337 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT95,496.9 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 3 3.00 6.02 4.28 4.37 34,115.2 130 Open 5 3.00 3.00 3.00 3.04 4.0 1 Open 9 3.00 7.20 5.83 6.01 2,261.0 12 Open 11 6.97 6.97 6.97 7.21 10.0 1 Open 14 7.00 7.10 7.10 7.35 333.3 3 Open* 28 7.50 8.00 7.57 7.84 694.0 3 Open 30 8.00 8.00 8.00 8.30 18.5 2 Open 31 8.00 12.00 8.99 9.37 3,693.4 21 Open 32 7.00 9.00 8.87 9.24 25.1 2 Open 185 8.50 8.50 8.50 8.50 11.0 1 Open 272 9.00 9.00 9.00 9.00 348.9 9 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 41,514.5 185 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.37 8.03 3.16 3.22 44,288.7 91 Close 2 1.30 4.02 2.16 2.19 2,277.3 11 Close 3 4.06 5.00 4.95 5.07 1,323.5 10 Close 9 3.00 5.00 4.11 4.20 450.5 2 Close 14 6.50 9.00 7.34 7.61 953.0 10 Close 16 9.00 9.00 9.00 9.40 125.3 5 Close 17 4.00 4.00 4.00 4.08 250.5 1 Close 28 10.00 10.00 10.00 10.48 23.5 1 Close 30 5.00 12.00 8.80 9.16 3,984.4 15 Close 39 5.06 8.20 6.64 6.85 302.1 2 Close 49 4.90 4.90 4.90 5.00 0.6 1 Close 80 7.04 7.04 7.04 7.23 1.5 1 Close 122 7.06 7.06 7.06 7.19 0.7 1 Close 148 7.08 7.08 7.08 7.20 1.0 1 --------- -------- ----- ----- ------- --------- Subtotal: 53,982.4 152 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 95,496.9 337 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 248 deals totaled KZT88,990.0 m. including 135 (KZT38,137.6 m.) repo opening deals and 113 repo closing deals (KZT50,852.4 m.) Indicator TONIA according to trade results totaled 3.87 and increased relative to the previous trading day by 0.81. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 5 3.00 6.99 -3.99 14 7.10 6.64 +0.46 28 7.57 3.00 +4.57 30 8.00 8.00 0 32 8.87 4.22 +4.65 ------------------------------------------------ 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: +7.6% (-KZT20,037.1 m.), 8 participants. Second tier banks (STB): - +KZT26,417.0 m. (borrowing, 7 banks); -KZT10,672.9 m. (lending, 9 banks); - at the open trade market in GS (autorepo sector) +KZT15,139.0 m.; - resulting balance totaled +KZT15,744.1 m. (on previous day it was equal to +KZT19,176.0 m.). [2007-03-16]