Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, May 10, 07/ - Today on Kazakhstan stock exchange (KASE) 311 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT113,952.0 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 1.90 10.11 2.20 2.23 40,036.7 97 Open* 4 2.80 5.50 4.60 4.71 1,500.0 6 Open 7 4.50 8.50 5.60 5.77 13,091.3 26 Open 14 5.00 9.50 7.42 7.69 1,785.1 12 Open 21 7.50 7.50 7.50 7.77 35.0 1 Open* 28 3.00 12.00 7.24 7.57 1,651.0 9 Open 29 7.00 9.71 7.34 7.60 39.5 2 Open 31 5.89 5.89 5.89 6.05 155.4 1 Open 32 4.01 11.00 10.24 10.74 452.4 6 Open 47 8.00 8.00 8.00 8.28 2.6 1 Open 90 9.00 9.00 9.00 9.31 12.0 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 58,761.1 162 --------- -------- ----- ----- ------- --------- --------- -------- Close 2 0.50 6.00 1.83 1.85 32,035.5 67 Close 3 5.50 7.50 5.89 6.06 1,606.8 4 Close 7 5.00 8.00 5.48 5.63 2,008.1 7 Close 8 4.50 8.00 5.44 5.58 16,677.9 45 Close 14 5.00 8.50 8.08 8.40 539.7 5 Close 15 6.00 8.00 7.78 8.08 451.4 4 Close 16 7.50 7.50 7.50 7.77 301.0 1 Close 21 5.01 5.01 5.01 5.13 3.0 1 Close 27 7.47 7.47 7.47 7.74 100.7 1 Close 28 3.00 3.00 3.00 3.04 435.0 3 Close 29 3.00 11.50 6.29 6.52 570.8 6 Close 30 8.00 10.00 9.30 9.71 287.3 2 Close 90 9.00 9.00 9.00 9.31 12.0 1 Close 91 8.00 8.00 8.00 8.24 127.5 1 Close 94 14.37 14.37 14.37 15.07 34.1 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 55,190.9 149 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 113,952.0 311 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 271 deals totaled KZT111,342.8 m. including 138 (KZT56,859.5 m.) repo opening deals and 133 repo closing deals (KZT54,483.3 m.) Indicator TONIA according to trade results totaled 2.13 and increased relative to the previous trading day by 0.87. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 7 5.60 6.79 -1.19 14 7.42 7.55 -0.13 21 7.50 6.67 +0.83 28 7.24 3.00 +4.24 31 5.89 8.95 -3.06 ------------------------------------------------ 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: +62.8% (-KZT11,270.3 m.), 6 participants. Second tier banks (STB): - +KZT47,043.5 m. (borrowing, 6 banks); -KZT37,956.0 m. (lending, 6 banks); - on the open trade market in GS (automatic repo sector) +KZT9,053.0 m.; in CS repo sector +KZT34.5 m.; - resulting balance totaled +KZT9,087.5 m. (on the previous day it was equal to +KZT13,728.0 m.). [2007-05-10]