Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, May 28, 07/ - Today on Kazakhstan stock exchange (KASE) 271 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT74,084.9 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 0.00 700.1 3 Open 1 0.00 9.12 1.70 1.72 23,091.9 48 Open 3 5.50 6.01 5.59 5.75 362.0 2 Open 4 5.50 5.50 5.50 5.65 33.6 1 Open 7 5.00 11.00 6.17 6.37 4,746.7 30 Open 14 7.01 7.60 7.59 7.88 463.3 6 Open* 28 3.00 11.00 4.21 4.32 2,542.1 12 Open* 30 7.00 10.00 7.45 7.71 235.0 2 Open 31 7.00 9.00 8.72 9.08 131.1 3 Open 91 9.00 9.00 9.00 9.31 20.0 1 Open 184 8.00 9.00 8.96 8.96 144.0 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 32,469.6 110 --------- -------- ----- ----- ------- --------- -------- -------- Close Intraday 0.00 0.00 0.00 0.00 700.1 3 Close 3 0.00 9.01 2.38 2.41 21,626.9 63 Close 4 4.00 9.27 5.16 5.30 1,451.1 10 Close 5 3.00 6.00 5.37 5.52 218.0 4 Close 7 5.00 9.00 5.48 5.63 10,635.2 28 Close 10 7.50 20.13 11.22 12.04 170.5 2 Close 14 7.60 9.00 8.08 8.41 306.8 5 Close 17 8.01 8.01 8.01 8.32 163.6 1 Close 26 7.47 7.47 7.47 7.73 25.1 1 Close 28 3.00 11.00 4.85 4.99 3,322.7 13 Close 38 4.01 4.01 4.01 4.08 18.3 1 Close 56 7.93 7.93 7.93 8.20 20.9 1 Close 61 8.00 8.00 8.00 8.26 1,908.1 2 Close 89 9.00 9.00 9.00 9.31 102.2 1 Close 90 7.00 8.04 7.06 7.25 479.8 2 Close 108 8.02 8.02 8.02 8.24 4.9 1 Close 131 8.55 8.55 8.55 8.74 55.6 3 Close 133 9.30 9.30 9.30 9.52 24.0 3 Close 152 8.53 8.53 8.53 8.72 137.3 1 Close 158 8.64 8.64 8.64 8.82 84.8 5 Close 168 10.00 10.00 10.00 10.25 27.2 2 Close 174 9.00 9.00 9.00 9.20 80.8 5 Close 187 8.80 8.80 8.80 8.80 40.5 2 Close 213 9.00 9.00 9.00 9.00 10.9 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 41,615.3 161 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 74,084.9 271 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 175 deals totaled KZT67,152.8 m. including 75 (KZT29,606.2 m.) repo opening deals and 100 repo closing deals (KZT37,546.6 m.) Indicator TONIA according to trade results totaled 1.34 and decreased relative to the previous trading day by 0.89. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 3 5.59 2.38 +3.21 4 5.50 5.93 -0.43 7 6.17 5.63 +0.54 14 7.59 7.00 +0.59 28 4.21 5.70 -1.49 31 8.72 14.16 -5.44 ------------------------------------------------ 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: -5.7% (-KZT10,686.0 m.), 5 participants. Second tier banks (STB): - +KZT23,856.9 m. (borrowing, 7 banks); -KZT12,472.0 m. (lending, 6 banks); - on the open trade market in GS (automatic repo sector) +KZT11,385.0 m. - resulting balance totaled +KZT11,385.0 m. (on the previous day it was +KZT23,012.3 m.). [2007-05-28]