Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, June 5, 07/ - Today on Kazakhstan stock exchange (KASE) 243 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT95,363.7 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 1 1.20 7.82 1.66 1.68 41,223.7 77 Open* 2 1.80 1.80 1.80 1.82 1,900.0 2 Open 3 1.22 7.54 5.38 5.55 220.0 3 Open 6 6.00 6.00 6.00 6.18 143.9 1 Open 7 2.61 10.00 6.66 6.88 3,243.5 23 Open 10 7.00 7.00 7.00 7.24 39.9 1 Open 14 7.00 7.01 7.00 7.24 207.5 3 Open* 28 3.00 3.00 3.00 3.04 311.0 1 Open 30 8.02 8.02 8.02 8.32 2.1 1 Open* 90 12.00 12.00 12.00 12.55 3,551.3 10 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 50,843.0 122 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.08 5.50 1.38 1.39 37,858.7 75 Close 4 4.00 4.00 4.00 4.08 68.0 1 Close 5 6.00 7.50 6.55 6.77 394.4 2 Close 7 5.01 8.09 7.00 7.25 705.0 4 Close 8 5.50 5.50 5.50 5.65 300.4 1 Close 11 5.00 6.50 5.79 5.96 3,246.7 20 Close 12 5.00 5.00 5.00 5.12 402.7 3 Close 14 7.60 7.60 7.60 7.88 195.6 1 Close 21 5.00 5.00 5.00 5.12 1.6 1 Close 28 3.00 5.00 3.58 3.65 575.6 4 Close 33 11.00 11.00 11.00 11.57 505.0 6 Close 39 3.00 3.00 3.00 3.04 15.0 1 Close 138 3.01 3.01 3.01 3.04 35.4 1 Close 160 6.52 6.52 6.52 6.62 216.7 1 --------- -------- ----- ----- ------- --------- Subtotal: 44,520.7 121 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 95,363.7 243 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 197 deals totaled KZT90,477.1 m. including 98 (KZT48,478.4 m.) repo opening deals and 99 repo closing deals (KZT41,998.7 m.) Indicator TONIA according to trade results totaled 1.44 and increased relative to the previous trading day by 0.07. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 1.66 1.39 +0.27 2 1.80 5.33 -3.53 3 5.38 6.16 -0.78 7 6.66 4.92 +1.74 14 7.00 7.00 0 28 3.00 4.34 -1.34 30 1.66 1.39 +0.27 --------------------------------------------- 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: +127.5% (-KZT20,787.1 m.), 7 participants. Second tier banks (STB): - +KZT41,160.3 m. (borrowing, 8 banks); -KZT18,021.2 m. (lending, 7 banks); - on the open trade market in GS (automatic repo sector) +KZT22,285.8 m.; in CS repo sector +KZT853.3 m. - resulting balance totaled +KZT23,139.0 m. (on the previous day it was +KZT12,913.0 m.). [2007-06-05]