Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, April 3, 07/ - Today on Kazakhstan stock exchange (KASE) 372 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT150,548.8 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 correcting deal 132.0 2 Open 1 2.50 5.19 2.74 2.78 60,469.3 138 Open 2 4.00 4.00 4.00 4.08 23.9 1 Open* 3 2.55 2.55 2.55 2.58 80.0 1 Open 6 4.56 4.56 4.56 4.67 700.0 1 Open 7 5.00 8.00 6.84 7.08 6,010.0 12 Open 9 5.58 5.58 5.58 5.73 450.0 1 Open 13 5.62 5.62 5.62 5.77 500.0 1 Open* 14 6.00 8.00 6.18 6.37 2,200.1 15 Open* 28 3.00 7.80 5.06 5.20 639.1 7 Open 30 7.00 8.50 7.99 8.29 524.5 6 Open 31 0.05 0.05 0.05 0.05 50.0 1 Open 111 8.30 8.30 8.30 8.53 7.0 1 Open 181 8.51 8.51 8.51 8.69 6.0 1 --------- -------- ---- ---- ------- --------- --------- -------- Subtotal: 71,791.9 188 --------- -------- ---- ---- ------- --------- --------- -------- Close 0 correcting deal 132.0 2 Close 1 0.36 5.00 3.51 3.58 71,043.2 146 Close 4 3.42 3.50 3.43 3.48 1,670.6 2 Close 5 7.52 7.52 7.52 7.80 57.1 1 Close 7 6.00 7.50 6.59 6.81 4,006.2 15 Close 14 8.00 8.00 8.00 8.32 200.6 4 Close 19 6.00 6.00 6.00 6.17 23.9 2 Close 28 3.00 9.20 7.66 7.95 1,490.8 8 Close 68 8.30 8.30 8.30 8.58 7.0 1 Close 76 0.41 0.41 0.41 0.41 96.0 1 Close 95 7.50 7.50 7.50 7.69 29.7 2 --------- -------- ---- ---- ------- --------- Subtotal: 78,756.9 184 --------- -------- ---- ---- ------- --------- --------- -------- TOTAL: 150,548.8 372 ----------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 340 deals totaled KZT145,059.3 m. including 169 (KZT68,518.6 m.) repo opening deals and 171 repo closing deals (KZT76,540.7 m.) Indicator TONIA according to trade results totaled 2.61 and decreased relative to the previous trading day by 0.91. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.74 3.52 -0.78 3 2.55 4.01 -1.46 7 6.84 6.27 +0.57 14 6.18 6.04 +0.14 28 5.06 6.00 -0.94 30 7.99 6.55 +1.44 31 0.05 3.00 -2.95 --------------------------------------------- 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: +83.9% (-KZT10,067.2 m.), 8 participants. Second tier banks (STB): - +KZT56,281.6 m. (borrowing, 5 banks); -KZT47,778.6 m. (lending, 9 banks); - at the open trade market in GS (automatic repo sector) +KZT6,548.0 m.; in CS repo sector +KZT1,955.0 m.; - resulting balance totaled +KZT8,503.0 m. (on previous day it was equal to +KZT9,422.5 m.). [2007-04-03]