Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, May 11, 07/ - Today on Kazakhstan stock exchange (KASE) 344 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT111,364.0 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 2 0.09 0.09 0.09 0.09 3.6 1 Open 3 3.00 6.50 4.54 4.64 27,906.6 104 Open 7 5.50 10.00 7.99 8.33 15,852.0 20 Open 10 7.30 7.30 7.30 7.57 19.0 1 Open 14 5.00 7.50 7.26 7.52 225.4 2 Open 17 8.01 8.01 8.01 8.32 163.0 1 Open 18 7.00 8.00 7.13 7.37 62.4 3 Open 21 8.00 8.00 8.00 8.31 1,000.0 1 Open 24 8.50 8.50 8.50 8.85 10.4 1 Open* 28 3.00 10.00 7.16 7.44 1,269.1 7 Open 31 3.00 12.00 8.86 9.23 7,029.0 26 Open 60 8.00 8.00 8.00 8.27 170.3 2 Open 276 10.50 10.50 10.50 10.50 164.0 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 53,874.8 170 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 1.90 10.11 2.20 2.23 40,050.9 98 Close 3 2.60 6.50 2.68 2.71 1,520.4 3 Close 4 3.00 5.48 3.70 3.77 482.2 4 Close 7 5.00 9.00 6.50 6.72 1,987.5 7 Close 8 6.69 8.00 6.92 7.16 648.0 5 Close 9 6.95 6.95 6.95 7.19 170.3 1 Close 14 7.26 10.01 7.69 7.99 417.2 4 Close 16 8.99 8.99 8.99 9.39 0.9 1 Close 17 5.44 5.44 5.44 5.58 7.0 1 Close 24 8.50 8.50 8.50 8.85 7.5 1 Close 28 3.00 8.01 5.01 5.16 533.8 4 Close 29 5.00 8.50 7.83 8.12 498.2 4 Close 30 7.00 10.00 8.20 8.52 10,624.8 28 Close 31 8.48 8.48 8.48 8.81 30.6 4 Close 73 6.41 6.41 6.41 6.58 2.3 1 Close 87 10.50 10.50 10.50 10.92 164.0 1 Close 94 9.00 9.00 9.00 9.27 74.7 2 Close 112 4.35 4.35 4.35 4.41 36.9 1 Close 126 5.99 5.99 5.99 6.08 33.3 1 Close 128 3.80 3.80 3.80 3.84 68.7 1 Close 135 5.93 5.93 5.93 6.02 27.8 1 Close 238 3.42 3.42 3.42 3.42 102.2 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 57,489.2 174 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 111,364.0 344 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 263 deals totaled KZT99,461.3 m. including 131 (KZT46,138.0 m.) repo opening deals and 132 repo closing deals (KZT53,323.2 m.) Indicator TONIA according to trade results totaled 4.35 and increased relative to the previous trading day by 2.22. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 7 7.99 5.60 +2.39 14 7.26 7.42 -0.16 21 8.00 7.50 +0.50 28 7.16 7.24 -0.08 31 8.86 5.89 +2.97 ------------------------------------------------ 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: +67.1% (-KZT10,439.2 m.), 7 participants. Second tier banks (STB): - +KZT34,724.3 m. (borrowing, 7 banks); -KZT25,436.9 m. (lending, 10 banks); - on the open trade market in GS (automatic repo sector) +KZT9,804.0 m.; in CS repo sector -KZT516.5 m.; - resulting balance totaled +KZT9,287.4 m. (on the previous day it was equal to +KZT9,087.5 m.). [2007-05-11]