Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, May 2, 07/ - Today on Kazakhstan stock exchange (KASE) 327 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT92,860.9 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 Correcting deal 0.9 1 Open 1 1.00 6.08 2.75 2.80 21 326.2 55 Open* 2 7.50 7.50 7.50 7.79 310.0 1 Open 5 5.50 7.30 5.91 6.09 750.0 2 Open 8 4.50 8.00 5.44 5.58 16 658.9 46 Open 9 5.07 5.07 5.07 5.20 9.6 1 Open 10 5.00 5.00 5.00 5.12 2.0 1 Open 12 8.52 8.52 8.52 8.88 16.0 1 Open 14 7.00 10.00 7.96 8.28 476.1 13 Open 19 10.00 10.00 10.00 10.49 7.6 1 Open 21 7.50 7.72 7.61 7.89 50.0 2 Open* 28 3.00 11.50 4.84 4.98 1,432.0 11 Open 29 8.00 8.00 8.00 8.30 229.4 3 Open 30 5.00 10.00 9.34 9.76 145.7 9 Open 33 8.50 13.07 8.65 9.00 25.7 2 Open 70 9.00 9.00 9.00 9.33 2.9 1 Open 135 8.50 8.50 8.50 8.68 142.9 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 41,585.9 151 --------- -------- ----- ----- ------- --------- -------- -------- Close Correcting deal 0.9 1 Close 2 1.00 9.50 2.77 2.82 38,250.7 82 Close 6 5.98 6.00 5.99 6.17 39.2 3 Close 7 3.91 8.00 6.85 7.09 3,101.2 25 Close 8 6.00 12.00 6.86 7.10 1,888.8 6 Close 12 8.00 8.00 8.00 8.32 38.2 1 Close 13 10.00 10.00 10.00 10.50 7.6 1 Close 15 8.00 8.00 8.00 8.31 200.7 4 Close 21 9.01 9.01 9.01 9.40 2.9 1 Close 27 10.00 10.00 10.00 10.47 16.6 1 Close 28 3.00 11.00 6.80 7.05 1,859.8 14 Close 29 3.00 7.80 5.06 5.20 641.6 7 Close 30 4.05 9.70 4.91 5.04 250.0 3 Close 33 7.57 10.00 7.65 7.92 173.3 2 Close 42 8.50 8.50 8.50 8.82 142.9 1 Close 51 9.00 9.00 9.00 9.35 73.7 1 Close 52 8.49 8.49 8.49 8.81 54.7 2 Close 62 7.02 11.00 10.91 11.40 711.2 3 Close 78 10.07 10.07 10.07 10.46 26.5 1 Close 79 8.34 8.34 8.34 8.61 1,018.1 1 Close 90 7.50 8.54 8.39 8.66 178.6 2 Close 110 13.00 13.00 13.00 13.57 453.9 1 Close 141 11.21 11.21 11.21 11.53 31.8 1 Close 142 11.00 11.00 11.00 11.30 31.4 1 Close 163 11.00 11.00 11.00 11.30 31.5 1 Close 212 11.60 11.60 11.60 11.60 103.5 2 Close 356 8.26 14.00 9.36 9.36 502.3 2 Close 357 9.50 9.50 9.50 9.50 352.8 1 Close 370 10.60 10.60 10.60 94.1 1 Close 495 11.25 11.25 11.25 690.5 3 Close 953 6.37 6.37 6.37 306.2 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 51,275.0 176 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 92,860.9 327 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 243 deals totaled KZT84,464.9 m. including 114 (KZT39,641.3 m.) repo opening deals and 129 repo closing deals (KZT44,823.6 m.) Indicator TONIA according to trade results totaled 2.53 and increased relative to the previous trading day by 0,22. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 2 7.50 2.80 +4.70 10 5.00 0.02 +4.98 14 7.96 8.02 -0.06 21 7.61 10.00 -2.39 28 4.84 4.60 +0.24 30 9.34 6.86 +2.48 ------------------------------------------------ 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: +76.8% (-KZT4,606.1 m.), 5 participants. Second tier banks (STB): - +KZT33,605.0 m. (borrowing, 9 banks); -KZT27,616.7 m. (lending, 8 banks); - at the open trade market in GS (automatic repo sector) +KZT5,106.0 m.; in CS repo sector +KZT882.3 m.; - resulting balance totaled +KZT5,988.3 m. (on the previous day it was equal to +KZT4,793.9 m.). [2007-05-02]