Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, May 4, 07/ - Today on Kazakhstan stock exchange (KASE) 238 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT112,347.3 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 3 0.50 7.50 1.89 1.91 42,240.8 68 Open 7 5.00 9.00 6.49 6.71 2,003.6 9 Open 14 5.50 9.00 7.43 7.71 735.1 10 Open 17 7.00 7.01 7.00 7.24 8.5 2 Open 21 7.80 7.80 7.80 8.09 60.0 1 Open* 28 3.00 11.50 6.44 6.69 328.0 5 Open 31 3.00 15.99 7.66 7.94 6,865.1 21 Open 147 8.81 8.81 8.81 9.00 38.4 1 Open 185 7.50 10.00 7.51 7.51 858.4 5 Open 235 8.90 10.00 9.52 9.52 40.4 2 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 53,178.3 124 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 1.50 71.86 2.39 2.45 46,243.9 64 Close 2 7.50 7.50 7.50 7.79 310.1 1 Close 7 5.01 9.00 6.51 6.73 3,590.7 13 Close 8 7.00 7.00 7.00 7.24 646.0 3 Close 14 8.00 8.08 8.02 8.34 140.4 4 Close 15 6.01 6.01 6.01 6.18 19.0 1 Close 22 10.00 10.00 10.00 10.48 6.8 1 Close 24 8.00 8.00 8.00 8.30 35.2 1 Close 28 3.00 3.00 3.00 3.04 162.4 2 Close 29 3.86 7.50 5.54 5.70 76.2 2 Close 30 5.50 8.00 5.84 6.00 5,421.2 13 Close 37 7.00 9.01 8.01 8.30 2,419.5 2 Close 40 8.00 8.00 8.00 8.29 1.1 1 Close 52 6.77 6.77 6.77 6.97 18.7 1 Close 54 10.00 10.00 10.00 10.43 5.1 1 Close 63 10.00 10.00 10.00 10.41 8.0 1 Close 281 13.00 13.00 13.00 13.00 8.9 1 Close 340 8.90 8.90 8.90 8.90 17.5 1 Close 401 8.81 8.81 8.81 38.4 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 59,169.0 114 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 112,347.3 238 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 178 deals totaled KZT102,581.5 m. including 91 (KZT47,993.8 m.) repo opening deals and 87 repo closing deals (KZT54,587.7 m.) Indicator TONIA according to trade results totaled 1.27 and decreased relative to the previous trading day by 1.03. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 7 6.49 5.52 +0.97 14 7.43 7.83 -0.40 28 6.44 8.37 -1.93 31 7.66 6.15 +1.51 ------------------------------------------------ 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: +56.3% (-KZT5,847.1 m.), 7 participants. Second tier banks (STB): - +KZT41,624.0 m. (borrowing, 6 banks); -KZT36,627.5 m. (lending, 5 banks); - on the open trade market in GS (automatic repo sector) +KZT6,698.0 m.; in CS repo sector -KZT1,701.5 m.; - resulting balance totaled +KZT4,996.5 m. (on the previous day it was equal to +KZT8,543.4 m.). [2007-05-04]