Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, May 15, 07/ - Today on Kazakhstan stock exchange (KASE) 262 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT98,842.3 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 316.8 1 Open 1 3.00 7.70 4.41 4.52 46,890.1 96 Open 2 0.02 7.02 6.92 7.17 131.9 2 Open 3 4.01 4.01 4.01 4.09 68.0 1 Open 6 0.01 5.50 5.12 5.26 90.2 2 Open 7 5.00 7.50 6.81 7.05 1,180.5 16 Open 13 7.00 7.00 7.00 7.24 54.1 2 Open 14 5.00 9.55 9.49 9.94 253.8 3 Open* 28 3.00 3.00 3.00 3.04 167.0 2 Open 31 6.00 12.00 8.14 8.46 32.7 3 Open 35 8.00 8.00 8.00 8.29 16.3 1 Open 180 8.00 8.00 8.00 8.16 17.6 2 Open 365 9.50 10.00 9.75 9.75 260.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 49,479.0 133 --------- -------- ----- ----- ------- --------- -------- -------- Close intraday 0.00 0.00 0.00 0.00 316.8 1 Close 1 0.00 8.00 6.44 6.65 41,819.7 105 Close 4 5.48 5.48 5.48 5.63 129.6 1 Close 7 5.00 7.00 6.57 6.79 1,401.8 4 Close 8 5.48 5.48 5.48 5.62 38.0 1 Close 11 7.01 7.01 7.01 7.25 2.3 1 Close 12 8.00 14.00 11.00 11.66 4,817.5 8 Close 19 9.00 9.00 9.00 9.39 0.4 1 Close 20 9.58 9.58 9.58 10.03 251.3 1 Close 22 5.00 5.00 5.00 5.12 2.4 1 Close 25 12.00 12.00 12.00 12.69 8.1 1 Close 28 3.00 3.00 3.00 3.04 168.4 2 Close 90 7.00 7.00 7.00 7.19 406.9 2 --------- -------- ----- ----- ------- --------- Subtotal: 49,363.3 129 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 98,842.3 262 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 217 deals totaled KZT91,416.8 m. including 109 (KZT47,936.2 m.) repo opening deals and 108 repo closing deals (KZT43,480.5 m.) Indicator TONIA according to trade results totaled 4.30 and decreased relative to the previous trading day by 2.30. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 7.70 6.46 1.24 3 4.01 5.81 -1.80 7 6.81 6.76 +0.05 14 9.49 7.39 +2.10 28 3.00 7.56 -4.56 31 8.14 8.14 0 180 8.00 10.00 -2.00 --------------------------------------------- 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: +5.2% (-KZT9,057.1 m.), 6 participants. Second tier banks (STB): - +KZT43,417.0 m. (borrowing, 8 banks); -KZT32,745.0 m. (lending, 11 banks); - on the open trade market in GS (automatic repo sector) +KZT10,422.0 m.; in CS repo sector +KZT250.0 m.; - resulting balance totaled +KZT10,672.0 m. (on the previous day it was +KZT14,193.0 m.). [2007-05-15]