Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, May 17, 07/ - Today on Kazakhstan stock exchange (KASE) 415 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT128,975.2 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 0.00 0.00 0.00 X 238.7 1 Open 1 0.00 7.00 5.01 5.14 55,075.5 129 Open* 4 5.00 7.50 5.49 5.65 2,810.0 12 Open 5 0.00 0.00 0.00 0.00 108.2 1 Open 6 9.00 9.00 9.00 9.41 182.0 1 Open 7 5.00 8.56 6.67 6.89 4,804.5 21 Open 14 7.01 8.50 7.87 8.18 597.8 6 Open 25 8.50 8.50 8.50 8.84 9.6 1 Open* 28 6.00 9.00 6.35 6.54 5,875.1 8 Open 29 8.00 8.00 8.00 8.30 3.3 1 Open 32 5.00 12.00 7.63 7.92 359.3 9 Open 33 8.00 9.00 8.53 8.87 44.5 2 Open 61 9.50 9.50 9.50 9.87 297.0 3 Open 62 8.00 10.00 9.89 10.29 125.6 5 Open 92 8.00 9.48 8.39 8.63 28.2 2 Open 183 8.00 8.00 8.00 8.00 20.7 1 Open 186 10.00 10.00 10.00 10.00 7.9 2 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 70,588.1 205 --------- -------- ----- ----- ------- --------- --------- -------- Close Intraday 0.00 0.00 0.00 X 238.7 1 Close 1 2.50 9.57 3.68 3.76 39,358.0 127 Close 2 5.00 7.02 5.69 5.86 380.1 2 Close 3 5.50 7.05 5.81 5.98 1,256.6 7 Close 7 4.50 8.50 5.57 5.73 12,771.7 25 Close 10 4.00 4.00 4.00 4.08 125.1 5 Close 13 7.01 7.01 7.01 7.25 8.5 2 Close 14 6.00 9.00 7.26 7.52 551.1 7 Close 20 10.00 10.00 10.00 10.49 7.6 2 Close 21 12.00 12.00 12.00 12.70 1.4 1 Close 24 8.00 8.06 8.02 8.33 360.6 3 Close 28 3.00 8.00 5.06 5.21 2,321.5 8 Close 29 8.50 10.00 8.59 8.94 18.7 2 Close 30 3.00 9.00 7.78 8.07 566.4 5 Close 31 7.86 10.00 7.87 8.16 260.2 4 Close 34 10.00 10.00 10.00 10.46 1.1 1 Close 38 8.51 8.51 8.51 8.84 9.6 1 Close 72 7.03 7.03 7.03 7.23 0.2 1 Close 115 8.50 8.70 8.66 8.91 85.7 4 Close 129 8.70 8.70 8.70 8.89 23.9 1 Close 336 13.67 13.67 13.67 13.67 40.2 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 58,387.1 210 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 128,975.2 415 ------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 317 deals totaled KZT122,254.0 m. including 162 (KZT66,557.4 m.) repo opening deals and 155 repo closing deals (KZT55,696.6 m.) Indicator TONIA according to trade results totaled 5.00 and increased relative to the previous trading day by 1.47. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 5.01 3.68 +1.33 6 9.00 6.97 +2.03 7 6.67 6.97 -0.30 14 7.87 7.00 +0.87 28 6.35 7.51 -1.16 33 8.53 9.30 -0.77 92 8.39 8.90 -0.51 --------------------------------------------- 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: +90.6% (-KZT15,911.1 m.), 9 participants. Second tier banks (STB): - +KZT59,592.4 m. (borrowing, 8 banks); -KZT28,524.4 m. (lending, 12 banks); - on the open trade market in GS (automatic repo sector) +KZT30,818.0 m.; in CS repo sector +KZT250.0 m.; - resulting balance totaled +KZT31,068.0 m. (on the previous day it was +KZT10,672.0 m.). [2007-05-17]