Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, March 20, 07/ - Today on Kazakhstan stock exchange (KASE) 373 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT111,863.6 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 0.36 8.00 2.07 2.11 45,892.4 106 Open 5 3.00 6.52 4.14 4.23 3,902.0 29 Open 7 4.00 13.20 6.70 6.94 9,443.7 25 Open 8 0.10 0.10 0.10 0.10 172.2 5 Open 13 7.02 7.02 7.02 7.26 14.0 1 Open 14 7.00 8.00 7.50 7.78 400.0 5 Open 21 8.40 8.40 8.40 8.74 15.0 1 Open* 28 3.00 3.00 3.00 3.04 106.0 1 Open 31 3.00 12.00 9.68 10.13 222.8 12 Open 37 10.00 10.00 10.00 10.46 35.0 2 Open 62 8.00 8.00 8.00 8.26 130.0 2 Open 63 9.00 9.00 9.00 9.33 98.9 3 Open 92 9.00 9.00 9.00 9.27 15.7 1 Open 184 8.70 10.00 9.44 9.44 20.4 3 Open 268 9.00 9.00 9.00 9.00 200.0 7 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 60,668.1 203 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 0.70 8.52 2.07 2.12 47,795.8 137 Close 6 12.01 12.01 12.01 12.74 37.3 2 Close 7 4.33 7.10 6.12 6.31 490.1 6 Close 13 5.82 5.82 5.82 5.98 300.6 1 Close 14 4.00 9.00 8.00 8.33 1,821.1 12 Close 20 16.81 16.81 16.81 18.21 36.9 1 Close 22 12.00 12.00 12.00 12.70 10.5 1 Close 28 7.01 12.00 8.03 8.34 342.2 3 Close 40 9.00 9.00 9.00 9.37 289.3 2 Close 70 12.00 12.00 12.00 12.59 10.2 1 Close 71 10.00 10.00 10.00 10.41 29.6 1 Close 83 10.00 10.00 10.00 10.38 5.1 1 Close 89 9.71 9.71 9.71 10.07 15.7 1 Close 204 10.00 10.00 10.00 10.00 11.2 1 --------- -------- ----- ----- ------- --------- Subtotal: 51,195.6 170 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 111,863.7 373 ------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 288 deals totaled KZT103,315.8 m. including 146 (KZT55,177.5 m.) repo opening deals and 142 repo closing deals (KZT48,138.3 m.) Indicator TONIA according to trade results totaled 1.58 and increased relative to the previous trading day by 0.62. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.07 2.07 0 7 6.70 5.97 +0.73 14 7.50 5.13 +2.37 31 9.68 5.02 +4.66 92 9.00 11.00 -2.00 184 9.44 8.71 +0.73 --------------------------------------------- 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: +2.8% (-KZT5,190.1 m.), 5 participants. Second tier banks (STB): - +KZT44,832.0 m. (borrowing, 9 banks); -KZT41,651.3 m. (lending, 7 banks); - at the open trade market in GS (autorepo sector) +KZT1,183.9 m.; in CS repo sector -KZT1,996.8 m. - resulting balance totaled +KZT3,180.7 m. (on previous day it was equal to +KZT1,017.8 m.). [2007-03-20]