Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, June 11, 07/ - Today on Kazakhstan stock exchange (KASE) 295 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT71,191.4 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 Inraday 9.00 9.00 9.00 Х 49.0 1 Open 1 3.00 9.12 5.10 5.24 17,326.6 67 Open 2 5.02 5.02 5.02 5.15 100.3 1 Open* 3 5.00 5.50 5.23 5.37 1,815.0 6 Open* 7 5.00 11.00 6.01 6.19 2,342.4 24 Open 8 5.50 5.50 5.50 5.65 4.7 1 Open 14 6.50 9.50 7.65 7.94 599.0 8 Open 15 7.00 7.00 7.00 7.24 203.8 1 Open 17 6.00 9.50 7.65 7.95 146.2 4 Open* 28 3.00 8.00 5.11 5.25 1,580.0 11 Open 30 3.00 10.00 8.78 9.14 3,686.0 14 Open 57 8.50 8.50 8.50 8.81 8.0 1 Open 63 10.00 10.00 10.00 10.41 15.5 1 Open 91 9.00 9.00 9.00 9.31 607.0 2 Open 92 9.00 9.00 9.00 9.27 49.0 1 Open 183 10.00 10.00 10.00 10.00 3.5 1 Open 363 14.00 14.00 14.00 14.00 45.3 4 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 28,581.5 148 --------- -------- ----- ----- ------- --------- -------- -------- Close Intraday 0.00 0.00 0.00 Х 49.0 1 Close 3 2.00 6.50 4.15 4.24 22,502.8 67 Close 4 2.00 5.50 3.55 3.62 1,250.0 7 Close 5 6.00 6.00 6.00 6.18 58.0 1 Close 6 4.06 4.06 4.06 4.14 100.0 1 Close 7 4.50 11.00 4.92 5.05 4,254.0 14 Close 10 6.96 19.92 11.76 12.62 333.9 3 Close 12 6.00 6.10 6.06 6.24 457.6 3 Close 14 7.60 7.60 7.60 7.88 200.6 1 Close 18 8.00 9.00 8.03 8.35 38.5 2 Close 20 8.00 9.00 8.17 8.49 20.8 2 Close 25 8.50 8.50 8.50 8.84 9.6 1 Close 28 3.00 10.00 7.57 7.87 3,984.0 5 Close 31 8.00 10.00 8.86 9.23 7,057.0 24 Close 32 8.50 9.50 8.55 8.89 105.8 2 Close 34 8.50 8.50 8.50 8.83 35.6 3 Close 47 5.01 5.01 5.01 5.12 60.4 1 Close 90 7.30 7.30 7.30 7.50 1,017.0 4 Close 91 8.50 9.00 8.91 9.21 385.4 2 Close 122 8.59 8.59 8.59 8.78 32.0 1 Close 125 9.96 9.96 9.96 10.20 31.0 1 Close 172 8.98 8.98 8.98 9.18 626.8 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 42,609.9 147 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 71,191.4 295 ------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 225 deals totaled KZT62,494.6 m. including 115 (KZT25,277.6 m.) repo opening deals and 110 repo closing deals (KZT37,217.0 m.) Indicator TONIA according to trade results totaled 5.06 and increased relative to the previous trading day by 0.95. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 3 5.23 4.13 +1.10 7 6.01 6.51 -0.50 14 7.65 7.08 +0.57 28 5.11 8.68 -3.57 91 9.00 9.00 0 --------------------------------------------- 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: +43.7% (-KZT5,462.0 m.), 7 participants. Second tier banks (STB): - +KZT20,235.1 m. (borrowing, 9 banks); -KZT6,225.9 m. (lending, 7 banks); - on the open trade market in GS (automatic repo sector) +KZT13,580.0 m.; in CS repo sector +KZT429.3 m. - resulting balance totaled +KZT14,009.2 m. (on the previous day it was +KZT9,374.0 m.). [2007-06-11]