Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, May 16, 07/ - Today on Kazakhstan stock exchange (KASE) 310 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT99,705.0 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 correcting deal 21.9 1 Open 1 0.00 9.57 3.68 3.76 39,656.0 129 Open* 2 5.00 5.00 5.00 5.13 800.0 3 Open 6 4.99 7.00 6.97 7.21 32.0 2 Open 7 5.00 15.12 6.97 7.26 1,537.8 8 Open 14 7.00 7.00 7.00 7.24 2.2 1 Open 19 8.00 8.00 8.00 8.31 14.5 1 Open 28 3.00 9.00 7.51 7.81 751.5 8 Open 30 8.00 12.00 9.00 9.38 3,075.8 14 Open 33 9.30 9.30 9.30 9.70 1,700.0 1 Open 92 8.00 10.00 8.90 9.17 222.9 8 Open 124 9.50 9.50 9.50 9.73 7.0 1 Open 139 11.28 11.28 11.28 11.60 75.3 1 Open 180 8.00 10.00 8.37 8.54 40.8 4 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 47,937.7 182 --------- -------- ----- ----- ------- --------- -------- -------- Close correcting deal 21.9 1 Close 1 0.04 7.70 4.41 4.51 46,647.6 96 Close 2 4.00 6.25 6.06 6.25 174.7 2 Close 5 4.20 4.20 4.20 4.29 60.0 1 Close 6 5.84 5.84 5.84 6.01 12.8 1 Close 14 8.00 8.51 8.04 8.36 216.7 5 Close 28 3.00 8.00 6.00 6.20 627.9 3 Close 30 0.00 12.00 8.95 9.33 3,435.5 12 Close 35 9.81 9.81 9.81 10.26 415.9 1 Close 40 8.01 8.01 8.01 8.30 8.1 1 Close 86 7.94 7.94 7.94 8.18 103.4 3 Close 90 7.00 7.00 7.00 7.19 35.6 1 Close 127 9.50 9.50 9.50 9.72 7.2 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 51,767.3 128 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 99,705.0 310 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 254 deals totaled KZT95,724.9 m. including 140 (KZT44,759.5 m.) repo opening deals and 114 repo closing deals (KZT50,965.4 m.) Indicator TONIA according to trade results totaled 3.53 and decreased relative to the previous trading day by 0.77. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 3.68 4.41 -0.73 2 5.00 6.92 -1.92 6 6.97 5.12 +1.85 7 6.97 6.81 +0.16 14 7.00 9.49 -2.49 28 7.51 3.00 +4.51 180 8.37 8.00 +0.37 ------------------------------------------------ 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: +72.0% (-KZT12,050.1 m.), 6 participants. Second tier banks (STB): - +KZT37,227.0 m. (borrowing, 8 banks); -KZT25,843.0 m. (lending, 10 banks); - on the open trade market in GS (automatic repo sector) +KZT11,198.0 m.; in CS repo sector +KZT186.0 m.; - resulting balance totaled +KZT11,384.0 m. (on the previous day it was +KZT10,672.0 m.). [2007-05-16]