Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, April 2, 07/ - Today on Kazakhstan stock exchange (KASE) 467 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT169,586.5 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 0.04 5.00 3.52 3.58 72,266.3 152 Open 3 4.01 4.01 4.01 4.09 0.9 1 Open 7 5.01 10.00 6.27 6.48 3,439.7 10 Open 11 7.20 7.20 7.20 7.46 463.0 1 Open 14 3.00 7.70 6.04 6.24 2,099.9 11 Open 25 7.80 7.80 7.80 8.09 20.7 1 Open 28 3.00 11.00 6.00 6.21 4,327.0 22 Open 30 4.05 9.70 6.55 6.76 1,081.3 6 Open 31 3.00 3.00 3.00 3.04 3.5 1 Open 63 8.00 8.00 8.00 8.26 20.0 1 Open 91 9.00 9.00 9.00 9.31 10.6 3 Open 180 10.00 10.00 10.00 10.25 31.5 4 Open 183 11.00 11.00 11.00 11.00 74.3 1 Open 366 9.00 9.00 9.00 120.0 8 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 83,958.5 222 --------- -------- ----- ----- ------- --------- --------- -------- Close 3 1.01 8.50 3.76 3.85 64,953.5 126 Close 4 2.00 6.00 3.25 3.30 1,193.2 8 Close 6 4.42 4.42 4.42 4.52 54.6 2 Close 7 3.00 10.00 6.14 6.34 9,173.6 40 Close 8 3.00 7.30 4.69 4.81 2,567.7 9 Close 13 5.43 6.98 5.48 5.63 1,735.9 7 Close 14 3.00 7.20 5.07 5.22 1,206.4 5 Close 17 5.00 5.00 5.00 5.12 78.5 1 Close 18 0.00 0.00 0.00 0.00 100.0 2 Close 19 7.00 7.00 7.00 7.24 134.9 1 Close 22 6.67 6.67 6.67 6.88 502.0 1 Close 28 3.00 11.08 6.81 7.05 2,165.9 16 Close 31 0.00 12.00 8.07 8.39 318.8 6 Close 34 8.09 8.09 8.09 8.40 11.9 1 Close 45 6.51 6.51 6.51 6.70 415.6 2 Close 49 8.50 8.50 8.50 8.82 777.9 7 Close 52 8.00 8.00 8.00 8.28 4.0 1 Close 63 6.54 6.54 6.54 6.71 100.1 1 Close 68 8.00 8.00 8.00 8.26 37.1 2 Close 76 8.16 8.16 8.16 8.41 28.8 1 Close 94 12.00 12.00 12.00 12.49 8.8 1 Close 98 8.06 8.06 8.06 8.28 8.2 2 Close 108 9.50 9.50 9.50 9.80 20.6 2 Close 173 6.46 6.46 6.46 6.56 30.0 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 85,628.0 245 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 169,586.5 467 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 349 deals totaled KZT154,145.6 m. including 177 (KZT80,003.5 m.) repo opening deals and 172 repo closing deals (KZT74,142.1 m.) Indicator TONIA according to trade results totaled 3.52 and increased relative to the previous trading day by 0.67. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 3 4.01 3.73 +0.28 7 6.27 6.03 +0.24 14 6.04 7.14 -1.10 28 6.00 5.60 +0.40 31 3.00 6.42 -3.42 ------------------------------------------------ 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: +138.3% (-KZT11,309.2 m.), 6 participants. Second tier banks (STB): - +KZT64,045.4 m. (borrowing, 9 banks); -KZT54,622.9 m. (lending, 12 banks); - at the open trade market in GS (autorepo sector) +KZT9,426.0 m.; in CS repo sector -KZT3.5 m.; - resulting balance totaled +KZT9,422.5 m. (on previous day it was equal to +KZT33,056.2 m.). [2007-04-02]