Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, March 21, 07/ - Today on Kazakhstan stock exchange (KASE) 257 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT89,871.1 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 4 1.50 8.21 2.68 2.73 37,959.8 97 Open 5 4.50 4.50 4.50 4.60 285.6 1 Open* 7 5.00 6.00 5.02 5.15 1,022.1 5 Open 8 7.51 7.51 7.51 7.79 106.0 1 Open 12 8.50 8.50 8.50 8.86 60.4 2 Open 14 3.00 7.58 6.93 7.17 1,168.5 3 Open* 28 7.50 7.50 7.50 7.77 127.0 1 Open 30 2.99 9.00 8.36 8.70 303.6 5 Open 33 6.00 6.00 6.00 6.17 4.5 1 Open 177 8.50 8.50 8.50 8.68 141.5 1 Open 184 10.00 10.00 10.00 10.00 10.6 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 41,189.5 118 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.90 8.00 2.07 2.11 45,799.9 104 Close 2 7.00 7.00 7.00 7.25 40.0 1 Close 6 10.00 10.00 10.00 10.51 50.1 1 Close 7 0.05 8.10 5.41 5.57 1,320.5 7 Close 8 6.50 6.50 6.50 6.71 38.7 2 Close 10 4.00 4.00 4.00 4.08 27.9 1 Close 14 4.00 4.00 4.00 4.08 107.0 1 Close 21 4.53 7.30 7.29 7.55 504.2 2 Close 27 9.00 9.00 9.00 9.38 17.9 2 Close 28 8.00 8.50 8.38 8.71 417.7 5 Close 30 3.80 7.50 6.06 6.24 127.1 2 Close 35 4.92 4.92 4.92 5.03 17.1 1 Close 37 8.50 8.50 8.50 8.83 60.5 1 Close 42 7.52 7.52 7.52 7.77 28.7 1 Close 43 7.00 7.00 7.00 7.22 15.1 2 Close 56 6.33 6.33 6.33 6.50 52.9 2 Close 90 9.00 9.00 9.00 9.31 7.7 2 Close 188 11.00 11.00 11.00 11.00 47.5 1 Close 279 7.16 7.16 7.16 7.16 1.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 48,681.6 139 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 89,871.1 257 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 220 deals totaled KZT83,358.5 m. including 105 (KZT38,040.4 m.) repo opening deals and 115 repo closing deals (KZT47,318.1 m.) Indicator TONIA according to trade results totaled 1.98 and increased relative to the previous trading day by 0.40. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 5 4.50 4.14 +0.36 7 5.02 6.70 -1.68 8 7.51 0.10 +7.41 14 6.93 7.50 -0.57 28 7.50 3.00 +4.50 184 10.00 9.44 +0.56 ------------------------------------------------ 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: +170.4% (-KZT10,303.0 m.), 6 participants. Second tier banks (STB): - +KZT30,054.5 m. (borrowing, 7 banks); -KZT21,374.7 m. (lending, 6 banks); - at the open trade market in GS (autorepo sector) +KZT7,689.0 m.; in CS repo sector +KZT990.9 m. - resulting balance totaled +KZT8,679.8 m. (on previous day it was equal to +KZT3,180.7 m.). [2007-03-21]