Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, April 4, 07/ - Today on Kazakhstan stock exchange (KASE) 332 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT132,663.1 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 1 1.50 7.00 2.67 2.71 52,843.2 119 Open 2 2.00 5.00 2.97 3.02 640.4 4 Open* 5 5.50 5.50 5.50 5.65 976.0 1 Open* 7 6.25 7.00 6.90 7.13 1,298.1 4 Open 14 3.00 7.00 4.41 4.52 324.3 6 Open* 28 3.00 11.00 5.98 6.18 1,321.0 10 Open 29 7.00 7.00 7.00 7.23 63.7 1 Open* 30 5.50 8.00 5.84 6.00 5,395.2 13 Open 124 8.50 8.50 8.50 8.68 11.3 1 Open 145 8.50 8.50 8.50 8.68 46.7 1 Open 182 8.60 8.60 8.60 8.78 50.0 1 Open 183 10.00 10.00 10.00 10.00 0.5 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 62,970.5 162 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 2.50 5.19 2.72 2.76 59,316.0 135 Close 2 3.65 3.65 3.65 3.72 200.0 1 Close 6 7.48 7.48 7.48 7.76 140.2 1 Close 7 4.14 6.70 6.19 6.39 124.9 3 Close 9 7.50 7.50 7.50 7.78 19.4 1 Close 14 3.00 3.00 3.00 3.04 168.2 2 Close 28 3.00 11.00 5.33 5.50 1,132.6 8 Close 30 5.50 8.00 6.26 6.45 8,526.4 16 Close 36 8.45 8.45 8.45 8.78 46.7 1 Close 57 8.50 8.50 8.50 8.81 11.3 1 Close 182 9.00 9.00 9.00 9.20 6.7 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 69,692.6 170 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 132,663.1 332 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 306 deals totaled KZT131,474.6 m. including 146 (KZT62,373.6 m.) repo opening deals and 160 repo closing deals (KZT69,101.0 m.) Indicator TONIA according to trade results totaled 2.37 and decreased relative to the previous trading day by 0.24. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.67 2.74 -0.07 2 2.97 4.00 -1.03 7 6.90 6.84 +0.06 14 4.41 6.18 -1.77 28 5.98 5.06 +0.92 30 5.84 7.99 -2.15 ------------------------------------------------ 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: +49.5% (-KZT9,001.1 m.), 6 participants. Second tier banks (STB): - +KZT45,383.0 m. (borrowing, 4 banks); -KZT41,464.2 m. (lending, 12 banks); - at the open trade market in GS (automatic repo sector) +KZT3,997.9 m.; in CS repo sector -KZT79.1 m.; - resulting balance totaled +KZT3,918.8 m. (on previous day it was equal to +KZT8,503.0 m.). [2007-04-04]