Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, May 29, 07/ - Today on Kazakhstan stock exchange (KASE) 245 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT61,383.3 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 0.00 617.5 3 Open 1 1.00 9.12 2.63 2.67 22,765.7 83 Open* 3 3.50 3.50 3.50 3.56 310.0 2 Open 6 5.80 7.00 6.39 6.59 925.0 2 Open 7 6.80 8.09 7.31 7.58 609.1 2 Open 9 10.01 10.01 10.01 10.52 23.3 2 Open 14 3.50 8.00 5.31 5.46 2,815.0 9 Open 28 3.00 12.00 8.43 8.80 1,106.3 12 Open* 30 15.00 15.00 15.00 16.08 452.0 1 Open 31 6.50 9.25 7.36 7.62 329.4 9 Open 58 8.50 8.50 8.50 8.81 86.7 5 Open 90 8.00 14.00 8.08 8.33 952.8 2 Open 92 9.50 9.50 9.50 9.80 103.4 1 Open 147 8.00 8.00 8.00 8.16 30.2 1 Open 150 9.18 9.18 9.18 9.39 10.9 1 Open 176 8.00 8.00 8.00 8.16 27.7 1 Open 177 8.85 8.85 8.85 9.05 40.5 2 Open 180 8.00 8.00 8.00 8.16 0.8 1 Open 190 9.05 9.05 9.05 9.05 80.8 4 Open 313 9.00 9.00 9.00 9.00 106.2 4 Open 366 9.60 9.60 9.60 9.60 89.6 6 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 32,469.6 110 --------- -------- ----- ----- ------- --------- -------- -------- Close intraday 0.00 0.00 0.00 0.00 617.6 3 Close 1 0.50 9.13 1.68 1.71 22,932.4 44 Close 4 5.41 9.13 5.89 6.07 2,562.8 6 Close 5 5.20 10.00 6.20 6.40 1,045.4 8 Close 6 7.00 9.00 7.35 7.62 158.1 4 Close 7 6.00 8.00 6.81 7.04 1,735.3 14 Close 8 10.00 10.00 10.00 10.51 9.0 1 Close 11 7.00 7.00 7.00 7.24 1.0 1 Close 14 9.55 9.55 9.55 10.00 250.9 1 Close 18 8.00 8.00 8.00 8.31 8.0 1 Close 21 8.50 8.50 8.50 8.85 196.0 4 Close 76 7.00 7.50 7.30 7.50 168.5 2 Close 151 4.00 4.00 4.00 4.04 31.9 1 Close 455 7.11 7.62 7.41 7.41 183.5 2 --------- -------- ----- ----- ------- --------- Subtotal: 29,900.4 92 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 61,383.3 245 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 129 deals totaled KZT48,851.0 m. including 83 (KZT25,356.1 m.) repo opening deals and 46 repo closing deals (KZT23,494.8 m.) Indicator TONIA according to trade results totaled 2.09 and increased relative to the previous trading day by 0.75. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.63 1.70 +0.93 3 3.50 5.59 -2.09 7 7.31 6.17 +1.14 14 5.31 7.59 -2.28 28 8.43 4.21 +4.22 30 15.00 7.45 +7.55 31 7.36 8.72 -1.36 --------------------------------------------- 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: -69.8% (-KZT3,036.0 m.), 2 participants. Second tier banks (STB): - +KZT22,893.0 m. (borrowing, 9 banks); -KZT11,906.0 m. (lending, 8 banks); - on the open trade market in GS (automatic repo sector) +KZT9,666.0 m.; in CS repo sector +KZT1,321.0 m. - resulting balance totaled +KZT10,987.0 m. (on the previous day it was +KZT11,385.0 m.). [2007-05-29]