Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, May 23, 07/ - Today on Kazakhstan stock exchange (KASE) 262 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT87,059.9 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 Intraday 0.00 0.00 0.00 Х 3.8 1 Open 1 0.50 11.11 2.22 2.25 43,310.9 97 Open 2 4.00 7.50 7.29 7.56 47.8 3 Open 5 6.00 7.06 6.39 6.60 275.6 3 Open 6 7.00 9.00 7.99 8.32 52.3 2 Open 7 4.90 11.00 5.39 5.54 11,025.4 19 Open 14 5.21 6.80 6.75 6.97 155.0 10 Open* 28 3.00 9.30 8.48 8.84 1,150.0 2 Open 33 5.97 10.51 6.18 6.37 166.5 3 Open 180 8.00 8.00 8.00 8.16 12.0 1 Open 184 8.00 10.00 8.60 8.60 63.8 6 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 56,263.2 147 --------- -------- ----- ----- ------- --------- -------- -------- Close Intraday 0.00 0.00 0.00 Х 3.8 1 Close 1 1.50 7.60 1.89 1.91 26,621.9 82 Close 2 5.00 7.09 5.76 5.93 223.6 5 Close 5 7.01 7.01 7.01 7.26 5.1 1 Close 6 9.00 9.00 9.00 9.41 182.3 1 Close 7 5.00 8.00 6.00 6.19 1,375.6 6 Close 8 7.00 7.00 7.00 7.25 37.3 1 Close 12 8.00 8.00 8.00 8.32 1,002.6 1 Close 21 8.01 8.01 8.01 8.32 151.4 2 Close 28 3.00 10.00 7.16 7.46 923.0 6 Close 30 9.00 9.00 9.00 9.38 31.2 1 Close 50 6.88 6.88 6.88 7.08 12.1 1 Close 55 10.00 10.00 10.00 10.43 1.4 1 Close 78 6.96 6.96 6.96 7.14 5.2 1 Close 113 9.00 9.08 9.01 9.29 125.5 2 Close 126 7.00 7.00 7.00 7.12 31.8 1 Close 159 11.00 11.00 11.00 11.30 41.9 1 Close 180 8.50 8.50 8.50 8.68 20.8 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 30,796.7 115 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 87,059.9 262 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 204 deals totaled KZT83,892.4 m. including 113 (KZT28,941.3 m.) repo opening deals and 91 repo closing deals (KZT28,941.3 m.) Indicator TONIA according to trade results totaled 2.09 and increased relative to the previous trading day by 0.36. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.22 1.89 +0.33 7 5.39 6.81 -1.42 14 6.75 6.44 +0.31 28 8.48 8.70 -0.22 180 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: +293.1% (-KZT16,154.0 m.), 7 participants. Second tier banks (STB): - +KZT51,390.0 m. (borrowing, 6 banks); -KZT32,835.3 m. (lending, 10 banks); - on the open trade market in GS (automatic repo sector) +KZT19,210.0 m.; in CS repo sector -KZT310.3 m. - resulting balance totaled +KZT18,554.7 m. (on the previous day it was +KZT3,851.5 m.). [2007-05-23]