Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, April 25, 07/ - Today on Kazakhstan stock exchange (KASE) 292 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT81,317.0 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 0.30 7.00 2.82 2.89 19,529.4 83 Open* 2 2.50 9.50 3.16 3.23 3,310.0 4 Open* 5 3.00 3.00 3.00 3.04 30.0 1 Open* 7 6.00 8.00 7.04 7.30 2,897.1 23 Open 8 14.00 14.00 14.00 15.00 253.0 1 Open 15 6.00 8.00 7.80 8.10 500.1 5 Open 20 9.58 9.58 9.58 10.03 250.0 1 Open 21 7.00 7.00 7.00 7.24 2.9 2 Open* 28 3.00 10.00 7.15 7.45 918.0 6 Open 29 5.50 5.50 5.50 5.64 5.0 2 Open 30 5.00 9.02 6.35 6.54 125.1 5 Open 90 8.00 8.00 8.00 8.24 135.0 7 Open 91 9.00 9.00 9.00 9.31 9.8 1 Open 180 10.00 10.00 10.00 10.25 14.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 27,979.4 143 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 1.00 6.00 2.35 2.38 38,254.7 70 Close 2 5.48 9.50 6.87 7.13 905.3 7 Close 6 7.00 7.00 7.00 7.25 70.1 1 Close 7 5.70 7.50 6.90 7.14 3,506.0 25 Close 12 12.00 12.01 12.00 12.73 318.6 2 Close 13 7.00 7.00 7.00 7.24 120.3 1 Close 14 7.00 9.00 7.19 7.45 674.3 6 Close 15 10.00 10.00 10.00 10.49 1.6 1 Close 26 7.03 7.03 7.03 7.27 15.1 1 Close 28 3.00 9.00 7.64 7.92 8,837.6 26 Close 30 10.00 10.00 10.00 10.47 16.1 1 Close 31 8.99 10.00 9.18 9.58 45.6 4 Close 50 10.00 11.99 10.55 11.04 539.3 2 Close 78 5.02 5.02 5.02 5.11 2.4 1 Close 90 8.50 8.50 8.50 8.77 30.6 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 53,337.6 149 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 81,317.0 292 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 238 deals totaled KZT7,389.6 m. including 113 (KZT26,032.7 m.) repo opening deals and 125 repo closing deals (KZT51,356.9 m.) Indicator TONIA according to trade results totaled 1.62 and decreased relative to the previous trading day by 0.61. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.82 2.35 +0.47 8 14.00 6.87 +7.13 21 7.00 6.08 +0.92 28 7.15 7.43 -0.28 30 6.35 8.50 -2.15 91 9.00 9.00 0 180 10.00 10.00 0 ------------------------------------------------ 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: +18.5% (-KZT10,128.2 m.), 7 participants. Second tier banks (STB): - +KZT16,768.5 m. (borrowing, 8 banks); -KZT8,881.6 m. (lending, 8 banks); - at the open trade market in GS (automatic repo sector) +KZT7,687.0 m.; in CS repo sector +KZT199.9 m.; - resulting balance totaled +KZT7,886.9 m. (on the previous day it was equal to +KZT11,953.0 m.). [2007-04-25]