Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, May 18, 07/ - Today on Kazakhstan stock exchange (KASE) 346 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT147,732.4 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 Х 64.0 3 Open 3 2.00 9.00 4.11 4.19 41,946.4 101 Open 7 4.80 20.11 6.17 6.40 25,256.4 45 Open 10 7.50 7.50 7.50 7.78 120.0 1 Open 11 7.00 7.00 7.00 7.24 1.0 1 Open 14 6.00 7.00 6.00 6.18 5,008.7 5 Open* 28 3.00 8.50 6.94 7.20 127.0 3 Open 31 5.00 9.20 8.50 8.84 1,414.5 11 Open 40 8.00 8.00 8.00 8.29 26.9 1 Open 61 10.00 10.00 10.00 10.41 9.5 1 Open 70 8.50 8.50 8.50 8.79 12.8 1 Open 180 8.00 8.00 8.00 8.16 32.1 3 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 74,019.2 176 --------- -------- ----- ----- ------- --------- --------- -------- Close Intraday 0.00 0.00 0.00 Х 64.0 3 Close 1 2.75 7.00 5.04 5.17 53,587.5 122 Close 2 5.00 5.50 5.10 5.23 1,002.3 4 Close 3 4.01 4.01 4.01 4.09 68.0 1 Close 7 5.50 10.00 8.03 8.37 15,275.5 19 Close 14 5.50 9.00 7.39 7.68 707.0 6 Close 28 3.00 8.50 7.31 7.59 166.9 3 Close 30 8.00 10.00 9.43 9.85 2,721.2 7 Close 36 10.00 10.00 10.00 10.46 18.9 1 Close 52 8.00 8.00 8.00 8.28 26.9 1 Close 63 8.51 8.51 8.51 8.80 11.2 1 Close 134 4.69 4.69 4.69 4.74 50.9 1 Close 295 8.50 8.50 8.50 8.50 12.8 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 73,713.1 170 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 147,732.4 346 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 300 deals totaled KZT145,562.2 m. including 144 (KZT72,489.5 m.) repo opening deals and 156 repo closing deals (KZT73,072.7 m.) Indicator TONIA according to trade results totaled 4.01 and decreased relative to the previous trading day by 0.99. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 7 6.17 6.67 -0.50 14 6.00 7.87 -1.87 28 6.94 6.35 +0.59 61 10.00 9.50 +0.50 ------------------------------------------------ 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: -27.2% (-KZT9,025.1 m.), 6 participants. Second tier banks (STB): - +KZT64,371.6 m. (borrowing, 6 banks); -KZT38,310.7 m. (lending, 8 banks); - on the open trade market in GS (automatic repo sector) +KZT25,790.0 m.; in CS repo sector +KZT270.9 m.; - resulting balance totaled +KZT26,060.9 m. (on the previous day it was +KZT31,068.0 m.). [2007-05-18]