Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, April 11, 07/ - Today on Kazakhstan stock exchange (KASE) 272 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT80,528.3 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 0.90 5.70 2.16 2.19 19,525.0 62 Open* 5 5.70 5.70 5.70 5.86 160.0 3 Open 7 5.00 9.00 7.40 7.68 8,066.3 27 Open 14 7.00 9.00 7.60 7.89 976.2 7 Open* 28 3.00 11.50 6.28 6.51 568.0 6 Open 30 7.00 11.50 8.22 8.54 10,621.0 32 Open 91 9.00 9.00 9.00 9.31 38.8 3 Open 183 18.81 18.81 18.81 18.81 4.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 39,959.4 141 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.70 10.00 2.37 2.41 26,100.9 59 Close 2 6.50 6.50 6.50 6.71 70.0 1 Close 7 6.25 7.00 6.90 7.13 1,299.8 4 Close 14 4.00 10.00 6.50 6.72 1,854.6 12 Close 26 11.00 11.01 11.00 11.58 44.2 7 Close 27 7.11 7.11 7.11 7.35 216.2 1 Close 28 3.00 11.50 5.98 6.21 571.0 6 Close 30 7.00 10.00 8.42 8.75 8,524.0 24 Close 69 0.00 0.00 0.00 0.00 0.3 1 Close 89 9.00 9.00 9.00 9.31 10.5 1 Close 90 6.00 14.00 9.15 9.47 1,867.4 8 Close 96 13.00 13.00 13.00 13.57 3.5 1 Close 118 5.03 5.03 5.03 5.11 2.6 2 Close 184 2.98 2.98 2.98 2.98 0.3 1 Close 324 5.10 5.10 5.10 5.10 1.4 1 Close 376 5.28 5.28 5.28 1.5 1 Close 418 1.65 1.65 1.65 0.9 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 40,569.0 131 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 80,528.3 272 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 217 deals totaled KZT75,482.9 m. including 117 (KZT36,730.1 m.) repo opening deals and 100 repo closing deals (KZT38,752.8 m.) Indicator TONIA according to trade results totaled 1.89 and increased relative to the previous trading day by 0.09. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.16 2.37 -0.21 7 7.40 6.40 +1.00 14 7.60 8.65 -1.05 28 6.28 4.73 +1.55 30 8.22 9.28 -1.06 91 9.00 10.50 -1.50 183 18.81 9.17 +9.64 ------------------------------------------------ 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: +101.8% (-KZT4,830.0 m.), 5 participants. Second tier banks (STB): - +KZT14,360.0 m. (borrowing, 5 banks); -KZT18,570.2 m. (lending, 9 banks); - at the open trade market in GS (automatic repo sector) -KZT1,940.1 m.; in CS repo sector -KZT2,270.1 m.; - resulting balance totaled -KZT4,210.2 m. (on previous day it was equal to +KZT3,158.0 m.). [2007-04-11]