Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, April 24, 07/ - Today on Kazakhstan stock exchange (KASE) 250 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT118,647.5 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 1.00 6.00 2.35 2.38 38,294.2 71 Open 8 6.00 12.00 6.87 7.11 1,911.0 7 Open 14 5.00 8.30 8.10 8.43 775.0 4 Open* 16 7.50 7.50 7.50 7.77 300.0 1 Open 17 5.44 5.44 5.44 5.58 7.0 1 Open 21 6.08 6.08 6.08 6.26 10.8 1 Open 28 3.00 11.50 7.43 7.77 827.4 12 Open 30 8.50 8.50 8.50 8.84 50.1 1 Open 91 9.00 9.00 9.00 9.31 15.0 1 Open 180 10.00 10.00 10.00 10.25 5.0 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 42,195.4 100 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 1.00 7.30 5.66 5.82 69,317.8 113 Close 5 9.13 9.97 9.13 9.56 209.7 3 Close 7 5.50 9.00 6.46 6.67 2,779.5 14 Close 8 4.50 4.50 4.50 4.60 1,618.7 1 Close 14 6.50 9.00 8.65 9.02 1,332.4 4 Close 27 7.00 7.00 7.00 7.23 373.9 3 Close 28 3.00 11.50 7.28 7.61 814.6 10 Close 40 5.61 5.61 5.61 5.76 2.5 1 Close 49 6.55 6.55 6.55 6.73 3.0 1 --------- -------- ----- ----- ------- --------- Subtotal: 76,452.0 150 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 118,647.5 250 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 221 deals totaled KZT113,478.1 m. including 88 (KZT41,629.3 m.) repo opening deals and 133 repo closing deals (KZT71,848.8 m.) Indicator TONIA according to trade results totaled 2.23 and decreased relative to the previous trading day by 3.40. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.35 5.66 -3.31 14 8.10 9.00 -0.90 28 7.43 3.00 +4.43 30 8.50 7.28 +1.22 ------------------------------------------------ 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: +46.6% (-KZT10,005.1 m.), 9 participants. Second tier banks (STB): - +KZT38,465.0 m. (borrowing, 11 banks); -KZT26,512.0 m. (lending, 9 banks); - at the open trade market in GS (automatic repo sector) +KZT11,588.0 m.; in CS repo sector +KZT365.0 m.; - resulting balance totaled +KZT11,953.0 m. (on the previous day it was equal to +KZT23,868.5 m.). [2007-04-24]