Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, May 25, 07/ - Today on Kazakhstan stock exchange (KASE) 287 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT96,448.6 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 600.1 2 Open 3 0.00 9.01 2.38 2.41 21,622.7 63 Open 4 5.41 9.12 5.93 6.11 3,201.2 7 Open 5 9.19 9.19 9.19 9.62 71.5 1 Open 7 4.00 11.50 5.63 5.80 13,937.6 46 Open 14 7.00 7.00 7.00 7.24 16.3 5 Open 21 6.00 6.00 6.00 6.17 0.5 1 Open* 28 3.00 10.00 5.70 5.89 1,975.0 5 Open 31 7.00 15.00 14.16 15.13 2,079.7 16 Open 32 9.04 9.04 9.04 9.42 3.1 1 Open 61 10.00 10.00 10.00 10.41 60.7 2 Open 180 10.00 10.00 10.00 10.25 5.1 1 Open 185 8.00 8.00 8.00 8.00 14.0 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 43,587.4 151 --------- -------- ----- ----- ------- --------- -------- -------- Close Intraday 0.00 0.00 0.00 Х 600.1 2 Close 1 1.50 9.99 2.29 2.33 21,857.7 50 Close 3 6.50 6.50 6.50 6.71 285.2 3 Close 4 7.00 14.00 12.51 13.37 35.2 2 Close 7 4.80 15.00 6.14 6.37 25,233.7 43 Close 14 7.00 7.00 7.00 7.25 601.6 1 Close 18 8.00 8.00 8.00 8.31 406.6 2 Close 21 7.80 7.80 7.80 8.09 60.3 1 Close 28 3.00 8.30 5.50 5.68 2,129.9 4 Close 30 7.00 7.50 7.02 7.25 46.7 2 Close 32 8.75 10.00 9.22 9.62 111.0 3 Close 36 7.50 7.50 7.50 7.76 0.5 1 Close 42 6.50 6.50 6.50 6.69 142.8 2 Close 44 5.01 5.01 5.01 5.12 1.1 1 Close 46 9.00 9.00 9.00 9.36 1.1 1 Close 53 7.02 7.02 7.02 7.23 1.1 1 Close 61 15.09 15.09 15.09 16.03 1.4 1 Close 66 10.00 10.00 10.00 10.41 5.2 1 Close 74 9.50 9.50 9.50 9.84 2.9 1 Close 85 12.00 12.00 12.00 12.55 15.6 1 Close 86 9.00 9.00 9.00 9.31 8.2 1 Close 88 12.12 12.12 12.12 12.68 237.9 6 Close 128 6.00 6.00 6.00 6.09 120.9 1 Close 130 5.00 5.00 5.00 5.06 244.3 1 Close 133 5.04 5.04 5.04 5.10 1.4 1 Close 162 11.00 11.00 11.00 11.30 702.1 1 Close 302 8.50 8.50 8.50 8.50 6.8 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 52,861.2 136 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 96,448.6 287 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 194 deals totaled KZT85,679.5 m. including 105 (KZT38,272.5 m.) repo opening deals and 89 repo closing deals (KZT47,407.1 m.) Indicator TONIA according to trade results totaled 2.23 and increased relative to the previous trading day by 0.43. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 4 5.93 5.21 +0.72 5 9.19 6.41 +2.78 7 5.63 5.27 +0.36 14 7.00 7.66 -0.66 28 5.70 4.52 +1.18 32 9.04 7.23 +1.81 ------------------------------------------------ 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: +118.8% (-KZT14,510.1 m.), 6 participants. Second tier banks (STB): - +KZT32,408.3 m. (borrowing, 11 banks); -KZT9,396.0 m. (lending, 5 banks); - on the open trade market in GS (automatic repo sector) +KZT20,188.0 m.; in CS repo sector +KZT2,824.3 m. - resulting balance totaled +KZT23,012.3 m. (on the previous day it was +KZT17,552.9 m.). [2007-05-25]