Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, March 27, 07/ - Today on Kazakhstan stock exchange (KASE) 276 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT92,750.0 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 0 179.5 1 Open 1 0.50 5.50 1.34 1.36 18,240.5 80 Open 7 3.00 7.50 6.56 6.78 4,060.1 17 Open 14 4.00 9.00 7.00 7.24 843.0 6 Open 27 8.02 8.02 8.02 8.32 58.0 1 Open* 28 3.00 11.50 7.27 7.60 810.1 10 Open* 30 7.50 7.50 7.50 7.76 200.0 4 Open 34 7.80 7.80 7.80 8.08 180.0 8 Open 36 7.00 7.00 7.00 7.23 178.2 5 Open 92 8.00 8.00 8.00 8.22 26.6 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 24,776.0 133 --------- -------- ---- ----- ------- --------- -------- -------- Close 0 0.00 0.00 0.00 0.00 179.5 1 Close 1 0.50 5.50 0.71 0.71 59,261.2 96 Close 2 4.14 4.14 4.14 4.22 42.0 1 Close 7 4.00 13.20 6.55 6.78 7,027.9 20 Close 8 6.39 6.39 6.39 6.59 12.0 1 Close 13 5.02 5.04 5.03 5.16 138.7 3 Close 14 3.99 7.00 5.62 5.79 368.8 6 Close 15 0.51 0.51 0.51 0.51 10.0 1 Close 16 6.16 6.16 6.16 6.34 26.1 1 Close 21 6.50 6.50 6.50 6.70 31.1 1 Close 25 5.84 5.84 5.84 6.00 19.7 1 Close 28 8.50 11.00 9.14 9.54 367.6 5 Close 90 8.01 9.60 8.79 9.09 123.3 2 Close 92 7.00 7.00 7.00 7.16 311.0 3 Close 151 9.00 9.00 9.00 9.20 55.0 1 --------- -------- ---- ----- ------- --------- Subtotal: 67,974.0 143 --------- -------- ---- ----- ------- --------- -------- -------- TOTAL: 92,750.0 276 ----------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 219 deals totaled KZT89,250.0 m. including 103 (KZT22,733.3 m.) repo opening deals and 116 repo closing deals (KZT66,516.7 m.) Indicator TONIA according to trade results totaled 0.71 and increased relative to the previous trading day by 0.13. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 1.34 0.76 +0.58 7 6.56 6.14 +0.52 14 7.00 7.00 0 28 7.27 8.20 -0.93 30 7.50 10.00 -2.50 --------------------------------------------- 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: +94.8% (-KZT4,374.0 m.), 5 participants. Second tier banks (STB): - +KZT13,443.5 m. (borrowing, 6 banks); -KZT12,460.5 m. (lending, 6 banks); - at the open trade market in GS (autorepo sector) +KZT1,371.0 m.; in CS repo sector - KZT388.0 m.; - resulting balance totaled +KZT982.9 m. (on previous day it was equal to +KZT1,053.0 m.). [2007-03-27]