Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, June 7, 07/ - Today on Kazakhstan stock exchange (KASE) 255 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT86,844.2 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 4.99 4.99 4.99 X 579.1 1 Open 1 0.00 7.00 2.37 2.40 21,041.2 59 Open 4 2.00 5.00 3.49 3.56 1,214.5 6 Open 6 9.07 9.07 9.07 9.49 148.5 1 Open 7 4.70 11.00 5.72 5.90 6,195.6 17 Open 8 2.00 2.00 2.00 2.02 160.0 1 Open* 14 3.00 7.00 5.66 5.82 7,272.0 14 Open* 28 3.00 11.50 6.15 6.36 1,532.0 15 Open 29 14.98 14.98 14.98 16.05 1.9 1 Open 30 8.00 8.00 8.00 8.30 1,000.0 1 Open* 32 7.00 7.00 7.00 7.23 370.0 2 Open 90 8.00 9.00 8.33 8.60 180.0 4 Open 92 9.01 9.01 9.01 9.28 90.8 2 Open 120 8.50 8.50 8.50 8.74 129.2 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 39,914.8 126 --------- -------- ----- ----- ------- --------- -------- -------- Close Intraday 4.99 4.99 4.99 X 579.1 1 Close 1 0.00 12.17 2.02 2.05 36,363.8 69 Close 2 1.80 7.82 1.95 1.98 1,949.2 3 Close 3 4.51 6.50 5.76 5.93 502.7 10 Close 6 9.07 9.07 9.07 9.49 200.3 2 Close 7 4.90 11.00 6.72 6.96 3,665.2 14 Close 10 5.11 5.11 5.11 5.24 5.0 2 Close 14 7.01 8.00 7.69 7.98 1,807.8 9 Close 16 8.01 8.01 8.01 8.33 3.5 1 Close 28 3.00 12.00 7.26 7.58 1,660.2 9 Close 31 5.02 5.33 5.31 5.44 66.3 3 Close 36 12.64 12.64 12.64 13.38 0.9 1 Close 50 0.00 0.00 0.00 0.00 0.7 1 Close 52 9.00 9.00 9.00 9.35 22.9 1 Close 99 8.11 8.11 8.11 8.33 21.2 1 Close 120 15.28 15.28 15.28 16.07 1.9 1 Close 164 5.00 5.00 5.00 5.06 78.7 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 46,929.3 129 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 86,844.2 255 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 177 deals totaled KZT76,431.0 m. including 96 (KZT35,096.1 m.) repo opening deals and 81 repo closing deals (KZT41,334.9 m.) Indicator TONIA according to trade results totaled 2.24 and increased relative to the previous trading day by 0.38. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 2.37 2.30 +0.07 7 5.72 4.90 +0.82 14 5.66 7.00 -1.34 28 6.15 8.00 -1.85 30 8.00 7.45 +0.55 ------------------------------------------------ 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: +95.0% (-KZT5,168.0 m.), 5 participants. Second tier banks (STB): - +KZT32,746.5 m. (borrowing, 9 banks); -KZT19,691.3 m. (lending, 6 banks); - on the open trade market in GS (automatic repo sector) +KZT14,324.0 m.; in CS repo sector -KZT1,268.8 m. - resulting balance totaled +KZT13,055.2 m. (on the previous day it was +KZT10,129.9 m.). [2007-06-07]