Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, June 4, 07/ - Today on Kazakhstan stock exchange (KASE) 304 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT100 859.7 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 126.8 1 Open 1 0.00 5.50 1.39 1.40 38 181.8 84 Open 2 5.00 5.50 5.33 5.48 150.1 2 Open 3 5.25 6.50 6.16 6.35 317.4 7 Open 7 4.50 11.00 4.92 5.05 4 250.0 14 Open 14 7.00 7.01 7.00 7.24 223.3 8 Open* 28 3.00 8.00 4.34 4.46 383.0 5 Open 30 3.04 15.99 7.51 7.78 5 194.4 17 --------- -------- ---- ----- ------- --------- --------- -------- Subtotal: 48 826.7 138 --------- -------- ---- ----- ------- --------- --------- -------- Close Intraday 0.00 0.00 0.00 Х 126.8 1 Close 3 0.00 6.00 1.66 1.68 37 355.2 89 Close 4 1.40 11.26 3.99 4.13 702.0 5 Close 5 6.00 9.00 8.51 8.88 142.2 8 Close 6 5.80 9.99 6.75 6.99 1 029.5 3 Close 7 5.00 11.00 6.17 6.37 4 804.3 28 Close 11 6.80 6.80 6.80 7.03 25.0 1 Close 14 7.50 7.60 7.55 7.83 95.3 3 Close 21 6.49 6.49 6.49 6.69 180.8 1 Close 24 8.50 8.50 8.50 8.85 10.4 1 Close 25 7.01 7.01 7.01 7.25 0.7 1 Close 28 3.00 8.00 3.33 3.39 661.7 5 Close 31 7.00 15.99 7.56 7.82 6 781.9 16 Close 33 7.44 8.50 7.85 8.13 65.3 2 Close 40 7.02 7.02 7.02 7.24 0.7 1 Close 182 7.00 7.00 7.00 7.13 51.1 1 --------- -------- ---- ----- ------- --------- Subtotal: 52 033.0 166 --------- -------- ---- ----- ------- --------- --------- -------- TOTAL: 100 859.7 304 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 231 deals totaled KZT94,947.8 m. including 104 (KZT47,033.3 m.) repo opening deals and 127 repo closing deals (KZT47,914.6 m.) Indicator TONIA according to trade results totaled 1.37 and decreased relative to the previous trading day by 0.27. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 3 6.16 1.67 +4.49 7 4.92 6.79 -1.87 14 7.00 5.05 +1.95 28 4.34 7.64 -3.30 30 7.51 4.00 +3.51 ------------------------------------------------ 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: +28.0% (-KZT9,459.0 m.), 6 participants. Second tier banks (STB): - +KZT41,254.0 m. (borrowing, 7 banks); -KZT28,341.0 m. (lending, 9 banks); - on the open trade market in GS (automatic repo sector) +KZT12,938.0 m.; in CS repo sector -KZT25.0 m. - resulting balance totaled +KZT12,913.0 m. (on the previous day it was +KZT18,332.2 m.). [2007-06-04]