Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, May 24, 07/ - Today on Kazakhstan stock exchange (KASE) 284 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT86,152.6 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 Х 117.0 2 Open 1 0.00 8.38 2.29 2.33 22,012.0 52 Open 4 4.00 9.27 5.21 5.35 1,692.3 13 Open 5 6.00 6.50 6.41 6.61 800.0 3 Open 7 4.50 8.56 5.27 5.41 6,896.0 18 Open 11 6.80 6.80 6.80 7.03 25.0 1 Open 14 5.00 8.00 7.66 7.95 1,860.9 11 Open 18 8.00 9.00 8.03 8.35 38.4 2 Open 22 4.20 4.20 4.20 4.28 1.0 1 Open* 28 3.00 8.50 4.52 4.64 724.0 2 Open 32 3.00 8.50 7.23 7.49 186.4 6 Open 67 9.00 9.13 9.11 9.45 127.2 2 Open 92 10.00 10.00 10.00 10.34 6.9 2 Open 183 9.00 9.00 9.00 9.00 72.0 4 Open 365 9.55 9.55 9.55 9.55 118.2 9 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 34,677.4 128 --------- -------- ----- ----- ------- --------- -------- -------- Close Intraday 0.00 0.00 0.00 Х 117.0 2 Close 1 0.50 11.11 2.22 2.25 43,312.2 96 Close 3 6.50 6.50 6.50 6.71 282.2 4 Close 7 6.00 8.56 6.66 6.88 4,743.5 20 Close 14 5.00 7.50 7.43 7.70 1,772.5 7 Close 20 5.00 5.00 5.00 5.12 5.0 1 Close 22 5.01 10.01 8.78 9.18 4.8 2 Close 28 3.00 8.50 4.12 4.22 1,016.2 4 Close 29 7.77 7.77 7.77 8.05 50.4 1 Close 30 4.97 4.97 4.97 5.08 42.2 1 Close 34 5.00 5.00 5.00 5.11 2.4 1 Close 35 5.01 5.01 5.01 5.12 6.6 2 Close 43 5.00 5.00 5.00 5.11 1.8 1 Close 52 5.00 5.00 5.00 5.11 3.6 2 Close 111 8.30 8.30 8.30 8.53 17.9 2 Close 121 8.30 8.30 8.30 8.53 88.9 9 Close 129 9.30 9.30 9.30 9.52 8.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 51,475.2 156 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 86,152.6 284 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 182 deals totaled KZT77,431.6 m. including 69 (KZT28,719.1 m.) repo opening deals and 113 repo closing deals (KZT48,712.5 m.) Indicator TONIA according to trade results totaled 1.80 and decreased relative to the previous trading day by 0.29. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.29 2.22 +0.07 5 6.41 6.39 +0.02 7 5.27 5.39 -0.12 14 7.66 6.75 +0.91 28 4.52 8.48 -3.96 ------------------------------------------------ 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: -51.6% (-KZT7,221.1 m.), 7 participants. Second tier banks (STB): - +KZT27,352.3 m. (borrowing, 10 banks); -KZT9,799.5 m. (lending, 8 banks); - on the open trade market in GS (automatic repo sector) +KZT15,182.0 m.; in CS repo sector +KZT2,370.9 m. - resulting balance totaled +KZT17,552.9 m. (on the previous day it was +KZT18,554.7 m.). [2007-05-24]