Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, April 20, 07/ - Today on Kazakhstan stock exchange (KASE) 299 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT143,281.1 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 3.65 3.65 3.65 3.72 500.0 1 Open 3 5.00 11.00 7.77 8.08 42,587.1 97 Open 4 10.50 10.50 10.50 11.06 169.1 1 Open 7 5.01 9.00 8.91 9.31 48,492.3 38 Open 14 8.00 8.08 8.01 8.33 299.7 9 Open* 28 3.00 8.50 7.31 7.58 166.0 3 Open 30 8.00 12.00 8.71 9.07 45.3 3 Open 31 3.99 8.60 7.73 8.02 105.3 3 Open 32 1.00 12.00 9.27 9.77 134.3 6 Open 95 10.50 10.50 10.50 10.87 85.1 1 Open 129 10.50 10.50 10.50 10.78 264.0 1 Open 140 10.50 10.50 10.50 10.78 40.5 1 Open 180 9.40 9.40 9.40 9.62 47.0 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 92,935.6 165 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 5.00 11.00 6.45 6.68 43,682.1 87 Close 2 3.00 6.50 5.18 5.33 160.7 2 Close 3 3.93 5.90 5.75 5.92 1,460.7 4 Close 7 5.00 6.50 6.43 6.64 2,265.1 16 Close 8 3.00 4.64 4.43 4.52 739.7 5 Close 10 10.00 10.00 10.00 10.50 0.7 1 Close 11 3.58 3.58 3.58 3.65 300.2 1 Close 14 7.20 7.20 7.20 7.45 666.8 2 Close 21 1.00 1.00 1.00 1.00 126.1 2 Close 30 7.50 9.00 8.58 8.93 283.4 3 Close 44 10.50 10.50 10.50 11.00 40.5 1 Close 45 8.00 8.00 8.00 8.29 21.2 1 Close 53 10.50 10.50 10.50 10.97 264.0 1 Close 59 8.03 8.03 8.03 8.30 16.3 1 Close 71 6.28 6.28 6.28 6.44 1.3 1 Close 72 7.03 7.03 7.03 7.23 1.3 1 Close 86 10.50 10.50 10.50 10.92 254.2 2 Close 120 9.00 9.00 9.00 9.28 47.1 1 Close 183 2.01 2.01 2.01 2.01 13.1 1 Close 184 5.89 5.89 5.89 5.89 1.1 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 50,345.5 134 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 143,281.1 299 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 228 deals totaled KZT138,280.2 m. including 129 (KZT90,631.2 m.) repo opening deals and 99 repo closing deals (KZT47,649.0 m.) Indicator TONIA according to trade results totaled 7.51 and increased relative to the previous trading day by 1.10. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 3.65 6.47 -2.82 4 10.50 8.08 +2.42 7 8.91 8.98 -0.07 14 8.01 8.85 -0.84 28 7.31 5.06 +2.25 32 9.27 10.00 -0.73 ------------------------------------------------ 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: -33.9% (-KZT7,163.1 m.), 7 participants. Second tier banks (STB): - +KZT86,600.0 m. (borrowing, 11 banks); -KZT66,069.0 m. (lending, 9 banks); - at the open trade market in GS (automatic repo sector) +KZT20,531.0 m.; - resulting balance totaled +KZT20,531.0 m. (on the previous day it was equal to +KZT33,510.0 m.). [2007-04-20]