Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, April 16, 07/ - Today on Kazakhstan stock exchange (KASE) 291 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT93,944.8 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 1 0.18 7.30 5.13 5.27 24,608.2 81 Open* 3 5.00 5.00 5.00 5.13 16,500.0 9 Open* 7 3.00 9.00 3.41 3.47 6,476.0 6 Open 8 4.50 4.50 4.50 4.60 1,617.1 1 Open 10 7.52 7.52 7.52 7.80 250.0 2 Open 14 6.00 10.00 9.07 9.48 1,588.2 8 Open 22 8.00 8.00 8.00 8.31 8.0 1 Open 28 0.00 10.00 4.87 5.04 1,428.5 7 Open* 30 9.00 12.00 9.03 9.41 3,380.4 11 Open 31 8.01 8.01 8.01 8.30 7.5 1 Open 63 9.50 9.50 9.50 9.87 20.0 1 Open* 91 9.00 9.00 9.00 9.31 849.2 5 Open 102 9.00 9.00 9.00 9.27 22.6 1 Open 154 10.00 10.00 10.00 10.25 1.5 1 Open 183 9.00 10.50 10.09 10.09 126.7 4 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 56,883.9 139 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 3.50 8.00 4.91 5.03 25,523.4 80 Close 4 3.04 7.30 5.15 5.30 708.4 5 Close 5 5.01 8.47 7.50 7.80 466.9 6 Close 6 6.69 6.69 6.69 6.92 35.0 1 Close 7 3.36 6.90 5.57 5.73 2,740.0 7 Close 10 7.69 7.69 7.69 7.99 190.4 1 Close 11 7.00 7.00 7.00 7.25 12.4 1 Close 13 5.62 5.62 5.62 5.77 501.0 1 Close 14 3.00 7.70 5.85 6.04 1,746.2 7 Close 17 5.99 5.99 5.99 6.16 501.4 1 Close 18 5.02 5.68 5.68 5.83 41.2 2 Close 21 8.01 9.50 8.07 8.38 20.9 2 Close 26 7.98 7.98 7.98 8.28 60.7 2 Close 31 8.00 12.00 8.96 9.33 3,654.0 12 Close 32 8.00 8.10 8.04 8.34 17.0 2 Close 33 3.91 4.00 3.92 3.99 110.4 2 Close 36 7.50 7.50 7.50 7.76 75.6 2 Close 42 10.50 10.50 10.50 10.99 41.5 1 Close 46 7.79 7.79 7.79 8.06 12.1 1 Close 55 7.00 7.00 7.00 7.21 15.5 1 Close 60 6.51 6.51 6.51 6.69 21.1 1 Close 61 7.80 7.80 7.80 8.05 138.2 1 Close 63 8.52 8.52 8.52 8.82 152.2 1 Close 70 5.47 5.50 5.49 5.61 20.0 2 Close 84 8.50 8.50 8.50 8.77 21.0 2 Close 90 12.00 12.00 12.00 12.55 20.6 1 Close 108 9.40 9.40 9.40 9.70 51.4 1 Close 137 5.20 5.20 5.20 5.27 5.7 2 Close 291 8.50 8.50 8.50 8.50 58.7 1 Close 308 8.80 8.80 8.80 8.80 21.5 1 Close 311 8.74 8.74 8.74 8.74 21.5 1 Close 381 9.76 9.76 9.76 55.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 37,060.9 152 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 93,944.8 291 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 215 deals totaled KZT85,953.8 m. including 110 (KZT52,642.7 m.) repo opening deals and 105 repo closing deals (KZT33,311.1 m.) Indicator TONIA according to trade results totaled 5.05 and increased relative to the previous trading day by 0.32. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 3 5.00 4.91 +0.09 7 3.41 6.43 -3.02 14 9.07 6.66 +2.41 28 4.87 3.00 +1.87 30 9.03 8.00 +1.03 31 8.01 7.00 +1.01 ------------------------------------------------ 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: +12.7% (-KZT10,729.1 m.), 8 participants. Second tier banks (STB): - +KZT44,185.3 m. (borrowing, 9 banks); -KZT22,721.4 m. (lending, 9 banks); - at the open trade market in GS (automatic repo sector) +KZT22,789.0 m.; Cs repo sector - KZT1,325.1 m. - resulting balance totaled +KZT21,463.9 m. (on the previous day it was equal to +KZT9,411.0 m.). [2007-04-16]