Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, May 21, 07/ - Today on Kazakhstan stock exchange (KASE) 279 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT92,739.9 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 1 1.50 5.99 2.35 2.38 30,983.8 61 Open* 3 6.50 6.50 6.50 6.71 282.0 4 Open 4 7.00 7.00 7.00 7.25 7.5 1 Open 7 5.00 9.00 5.48 5.63 10,624.0 28 Open 9 7.01 7.01 7.01 7.26 5.3 3 Open* 14 7.50 7.60 7.55 7.83 95.0 3 Open 25 8.00 8.00 8.00 8.31 250.3 1 Open 28 8.00 9.97 8.51 8.85 235.5 4 Open* 30 8.50 8.50 8.50 8.84 358.2 3 Open 31 3.00 14.00 11.02 11.71 45.9 4 Open 95 10.00 10.00 10.00 10.34 16.3 4 Open 180 8.00 8.00 8.00 8.16 3.0 1 Open 184 8.00 10.00 8.02 8.02 174.1 4 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 43,080.7 121 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 2.00 9.00 4.11 4.19 41,960.5 101 Close 4 0.00 7.50 5.30 5.45 2,911.7 13 Close 5 0.00 0.00 0.00 0.00 100.0 1 Close 6 0.01 0.01 0.01 0.01 6.2 1 Close 7 6.80 9.00 7.02 7.27 3,364.5 11 Close 10 7.30 7.30 7.30 7.57 19.1 1 Close 14 7.50 9.00 8.70 9.07 213.7 2 Close 17 7.01 7.01 7.01 7.25 3.8 1 Close 21 5.00 10.00 9.48 9.92 31.9 3 Close 27 8.50 8.50 8.50 8.84 50.4 1 Close 28 3.00 8.51 7.59 7.87 420.4 4 Close 31 8.50 8.60 8.51 8.85 87.7 2 Close 33 7.02 7.02 7.02 7.24 0.5 1 Close 41 7.00 7.00 7.00 7.22 2.1 1 Close 48 7.00 7.00 7.00 7.21 121.1 1 Close 52 5.01 5.01 5.01 5.12 1.7 1 Close 62 3.00 8.00 7.88 8.14 135.0 3 Close 77 5.01 5.01 5.01 5.10 0.9 1 Close 91 8.50 8.50 8.50 8.77 20.9 1 Close 146 4.11 4.11 4.11 4.16 159.8 1 Close 147 5.05 5.05 5.05 5.11 1.0 1 Close 168 3.02 3.02 3.02 3.04 12.2 1 Close 180 8.60 8.60 8.60 8.78 8.3 1 Close 194 7.11 7.11 7.11 7.11 0.4 1 Close 245 7.15 7.15 7.15 7.15 1.3 1 Close 367 14.00 14.00 14.00 22.0 1 Close 399 14.00 14.00 14.00 2.3 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 49,659.2 158 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 92,739.9 279 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 213 deals totaled KZT89,008.4 m. including 92 (KZT41,335.3 m.) repo opening deals and 121 repo closing deals (KZT47,673.1 m.) Indicator TONIA according to trade results totaled 2.15 and decreased relative to the previous trading day by 1.86. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 3 6.50 4.11 +2.39 7 5.48 6.17 -0.69 14 7.55 6.00 +1.55 28 8.51 6.94 +1.57 31 11.02 8.50 +2.52 180 8.00 8.00 0 ------------------------------------------------ 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: +75.14% (-KZT10,836.0 m.), 8 participants. Second tier banks (STB): - +KZT38,608.9 m. (borrowing, 7 banks); -KZT23,961.5 m. (lending, 9 banks); - on the open trade market in GS (automatic repo sector) +KZT14,715.0 m.; in CS repo sector -KZT67.6 m.; - resulting balance totaled +KZT14,647.4 m. (on the previous day it was +KZT36,060.9 m.). [2007-05-21]