Information/
Market and Company News
Repo on KASE: day results
/IRBIS, Vitaliy Tomskiy, April 6, 07/ - Today on Kazakhstan stock exchange (KASE) 289 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT79,500.4 m. Results of trades are given in the table. Repo opening transactions, which are made only through open-trade method, are marked with asterisk.
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Repo rate, % APR
--------------------------------
Type of Calendar weighted average Volume
repo terms, ------------------ KZT Number
deal days min max nominal effective m. of deals
--------- -------- ----- ----- ------- --------- -------- --------
Open 3 1.00 5.80 1.68 1.70 37,718.2 96
Open 7 6.00 7.92 6.46 6.67 2,591.4 15
Open* 14 7.20 7.20 7.20 7.45 665.0 2
Open 21 7.70 7.70 7.70 7.99 600.0 1
Open* 28 3.00 3.00 3.00 3.04 162.0 2
Open 31 5.06 9.00 6.68 6.90 688.4 7
Open 38 9.00 9.00 9.00 9.37 42.6 1
Open 61 9.00 9.00 9.00 9.33 73.7 2
Open 83 5.50 5.50 5.50 5.61 500.0 2
Open 153 12.00 12.00 12.00 12.36 782.9 3
Open 182 9.00 12.00 11.51 11.84 635.7 6
Open 185 7.15 7.15 7.15 7.15 1,200.0 4
Open 366 9.00 9.00 9.00 106.0 5
--------- -------- ----- ----- ------- --------- -------- --------
Subtotal: 45,765.9 146
--------- -------- ----- ----- ------- --------- -------- --------
Close 1 2.00 5.80 3.36 3.42 26,049.2 88
Close 2 2.00 2.00 2.00 2.02 400.0 1
Close 3 2.55 8.03 6.34 6.58 260.1 2
Close 4 4.50 33.35 33.29 39.43 402.3 2
Close 7 3.00 58.35 6.24 6.50 3,822.6 22
Close 8 5.00 5.00 5.00 5.13 194.8 2
Close 9 4.89 4.89 4.89 5.01 54.4 1
Close 10 4.50 4.50 4.50 4.60 5.0 1
Close 11 9.52 9.52 9.52 9.97 1.4 1
Close 17 9.75 10.00 9.82 10.29 102.0 3
Close 18 12.00 12.00 12.00 12.71 782.9 2
Close 23 8.00 8.00 8.00 8.31 1.5 1
Close 31 12.00 12.00 12.00 12.68 13.2 1
Close 32 8.15 11.23 9.48 9.91 88.9 2
Close 35 0.05 12.35 5.22 5.51 40.4 2
Close 36 27.37 27.37 27.37 31.01 10.8 1
Close 44 4.34 4.34 4.34 4.43 330.5 1
Close 58 9.00 9.00 9.00 9.34 50.7 1
Close 59 10.00 10.00 10.00 10.43 13.2 1
Close 64 8.50 8.50 8.50 8.79 344.7 1
Close 81 8.61 8.61 8.61 8.89 46.9 2
Close 98 9.00 9.00 9.00 9.27 10.3 1
Close 177 3.73 3.73 3.73 3.77 152.7 1
Close 203 0.01 0.01 0.01 0.01 11.2 1
Close 330 8.25 8.25 8.25 8.25 404.0 1
Close 371 9.00 9.00 9.00 140.8 1
--------- -------- ----- ----- ------- --------- -------- --------
Subtotal: 33,734.4 143
--------- -------- ----- ----- ------- --------- -------- --------
TOTAL: 79,500.4 289
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By open trades method (in automatic repo sector) volume of 215 deals
totaled KZT69,840.8 m. including 107 (KZT40,142.2 m.) repo opening deals
and 108 repo closing deals (KZT29,698.6 m.) Indicator TONIA according to
trade results totaled 1.96 and decreased relative to the previous trading day
by 1.32.
Dynamics of repo rates (on repo opening deals for comparable terms):
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Term. calendar Today Previous day
days rate. % APR rate. % APR Trend
-------------- ----------- ------------ -----
7 6.46 6.38 +0.08
14 7.20 9.85 -2.65
28 3.00 3.00 0
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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: +92.0% (-KZT6,225.1 m.), 5 participants.
Second tier banks (STB):
- +KZT31,078.0 m. (borrowing, 6 banks); -KZT31,170.2 m. (lending, 9 banks);
- at the open trade market in GS (automatic repo sector) +KZT1,408.0 m.; in CS repo sector -KZT1,500.2 m.;
- resulting balance totaled -KZT92.2 m. (on previous day it was equal to - KZT21.9 m.).
[2007-04-06]