Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, April 26, 07/ - Today on Kazakhstan stock exchange (KASE) 302 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT116,529.3 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* Intraday 2.00 2.00 2.00 Х 1,000.0 1 Open 1 2.50 6.30 5.09 5.22 42,457.6 107 Open* 4 4.00 6.50 4.38 4.48 625.0 5 Open 6 5.98 7.00 6.76 6.99 169.2 6 Open 7 3.04 14.00 6.46 6.69 4,365.3 24 Open 14 5.00 8.50 7.33 7.60 1,753.1 11 Open* 28 3.00 8.50 4.11 4.21 994.0 3 Open 29 9.00 9.04 9.03 9.42 1.5 2 Open 32 8.00 12.00 8.25 8.57 22.4 2 Open 91 12.00 12.00 12.00 12.55 4.4 1 Open 180 10.00 10.00 10.00 10.25 7.1 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 51,399.6 163 --------- -------- ----- ----- ------- --------- --------- -------- Close Intraday 2.00 2.00 2.00 Х 1,000.1 1 Close 1 0.30 7.00 2.78 2.85 19,130.9 79 Close 7 7.00 9.60 8.99 9.40 40,539.8 37 Close 14 6.00 7.20 6.76 6.99 427.1 3 Close 16 7.50 7.50 7.50 7.78 84.1 1 Close 21 7.70 7.70 7.70 7.99 1,399.0 2 Close 28 3.00 7.00 3.34 3.40 830.1 2 Close 29 5.74 5.74 5.74 5.89 135.6 1 Close 30 7.50 7.50 7.50 7.76 201.2 4 Close 51 7.50 10.00 9.36 9.75 1,047.8 3 Close 71 5.01 5.01 5.01 5.12 1.7 1 Close 90 8.00 8.00 8.00 8.24 8.4 1 Close 113 4.31 4.31 4.31 4.37 132.6 1 Close 148 9.42 9.42 9.42 9.64 155.7 1 Close 182 8.50 8.50 8.50 8.68 32.4 1 Close 195 4.11 4.11 4.11 4.11 3.2 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 65,129.8 139 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 116,529.3 302 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 249 deals totaled KZT108,935.9 m. including 130 (KZT47,814.3 m.) repo opening deals and 119 repo closing deals (KZT61,121.5 m.) Indicator TONIA according to trade results totaled 5.02 and increased relative to the previous trading day by 3.47. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 5.09 2.82 +2.27 7 6.46 7.04 -0.58 28 4.11 7.15 -3.04 29 9.03 5.50 +3.53 91 12.00 9.00 +3.00 180 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: -16.3% (-KZT7,150.0 m.), 7 participants. Second tier banks (STB): - +KZT42,286.5 m. (borrowing, 9 banks); -KZT30,240.5 m. (lending, 9 banks); - at the open trade market in GS (automatic repo sector) +KZT12,046.0 m.; - resulting balance totaled +KZT12,046.0 m. (on the previous day it was equal to +KZT7,886.9 m.). [2007-04-26]