Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, March 26, 07/ - Today on Kazakhstan stock exchange (KASE) 324 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT135,799.4 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 5.50 0.76 0.76 60,196.1 98 Open* 2 5.50 5.50 5.50 5.65 300.0 1 Open* 3 2.50 4.00 2.75 2.79 2,400.0 4 Open 4 5.99 5.99 5.99 6.17 5.0 1 Open 7 3.00 10.00 6.14 6.34 9,245.5 42 Open* 14 7.00 7.00 7.00 7.24 43.0 1 Open 15 8.00 8.00 8.00 8.31 20.0 1 Open* 28 8.20 8.20 8.20 8.52 1,000.0 4 Open* 30 10.00 10.00 10.00 10.47 16.0 1 Open 31 7.50 11.00 10.70 11.24 338.2 5 Open 32 7.00 7.00 7.00 7.23 2.3 1 Open 91 9.00 10.00 9.95 10.33 315.2 5 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 73,881.3 164 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 0.50 5.50 0.99 1.00 54,012.8 109 Close 5 7.48 7.48 7.48 7.77 12.6 1 Close 6 6.53 7.50 6.96 7.21 90.3 2 Close 7 4.00 10.00 5.99 6.18 5,304.3 14 Close 14 6.50 7.00 6.64 6.86 132.5 3 Close 19 1.00 1.00 1.00 1.00 188.1 3 Close 28 9.00 9.00 9.00 9.38 15.2 2 Close 31 6.00 10.00 8.14 8.47 31.3 4 Close 38 7.00 7.00 7.00 7.22 30.2 1 Close 41 8.71 8.71 8.71 9.05 20.2 1 Close 46 9.05 9.05 9.05 9.41 185.1 1 Close 47 8.50 8.50 8.50 8.82 60.6 1 Close 48 5.02 5.07 5.04 5.15 7.5 2 Close 59 15.09 15.09 15.09 16.07 0.5 1 Close 60 9.00 9.05 9.00 9.35 327.6 3 Close 90 7.00 8.95 7.10 7.29 1,081.6 7 Close 91 8.00 8.00 8.00 8.24 204.0 2 Close 96 8.64 8.64 8.64 8.89 60.1 1 Close 109 8.00 8.00 8.00 8.22 92.2 1 Close 122 8.20 8.20 8.20 8.37 61.6 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 61,918.2 160 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 135,799.4 324 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 273 deals totaled KZT132,926.7 m. including 138 (KZT72,199.5 m.) repo opening deals and 135 repo closing deals (KZT60,727.2 m.) Indicator TONIA according to trade results totaled 0.58 and increased relative to the previous trading day by 0.01. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 0.76 0.99 -0.23 2 5.50 8.00 -2.50 3 2.75 4.75 -2.00 15 8.00 7.35 +0.65 30 10.00 8.00 +2.00 31 10.70 9.73 +0.97 ------------------------------------------------ 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: -4.2% (-KZT3,671.0 m.), 4 participants. Second tier banks (STB): - +KZT57,163.0 m. (borrowing, 5 banks); -KZT56,110.0 m. (lending, 4 banks); - at the open trade market in GS (autorepo sector) +KZT1,053.0 m.; - resulting balance totaled +KZT1,053.0 m. (on previous day it was equal to +KZT1,619.8 m.). [2007-03-26]