Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, June 20, 07/ - Today on Kazakhstan stock exchange (KASE) 265 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT124,569.6 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 Correcting deals 50.0 2 Open 1 6.00 12.17 9.36 9.82 40,715.0 71 Open* 5 9.70 9.70 9.70 10.18 490.0 1 Open 7 5.00 9.00 8.91 9.31 36,869.6 44 Open 8 7.01 7.01 7.01 7.25 1.4 1 Open 9 7.53 7.53 7.53 7.82 20.3 1 Open 14 7.00 7.50 7.26 7.52 164.0 3 Open 19 6.50 6.50 6.50 6.70 188.7 2 Open 30 7.00 9.00 8.49 8.83 4,072.6 15 Open 61 8.01 11.50 11.49 12.04 5,008.2 7 Open 92 8.50 8.50 8.50 8.74 39.7 1 Open 183 9.00 12.00 9.07 9.07 190.3 3 Open 366 9.00 9.00 9.00 180.6 3 --------- -------- ---- ----- ------- --------- --------- -------- Subtotal: 87,990.6 154 --------- -------- ---- ----- ------- --------- --------- -------- Close Correcting deals 50.0 2 Close 1 5.00 9.20 6.98 7.24 30,776.7 72 Close 2 5.48 5.48 5.48 5.63 21.3 1 Close 5 6.49 7.39 7.00 7.25 962.7 7 Close 6 5.07 5.07 5.07 5.20 6.0 1 Close 7 6.00 8.50 6.56 6.78 1,407.8 3 Close 8 7.50 7.50 7.50 7.78 500.9 2 Close 14 9.14 10.97 10.26 10.79 561.7 3 Close 15 2.15 10.00 5.11 5.31 133.3 2 Close 22 8.50 8.50 8.50 8.85 34.9 2 Close 26 7.01 7.01 7.01 7.24 4.5 2 Close 28 3.00 9.30 8.48 8.84 1,157.5 2 Close 30 8.50 8.50 8.50 8.84 360.7 3 Close 41 7.52 7.52 7.52 7.77 35.3 1 Close 49 5.23 5.23 5.23 5.35 9.7 1 Close 57 6.02 6.02 6.02 6.17 10.9 1 Close 61 8.03 8.03 8.03 8.29 16.5 1 Close 62 1.47 1.47 1.47 1.47 23.1 1 Close 92 9.00 9.00 9.00 9.27 16.0 1 Close 182 9.00 9.50 9.37 9.59 489.8 3 --------- -------- ---- ----- ------- --------- --------- -------- Subtotal: 36,579.0 111 --------- -------- ---- ----- ------- --------- --------- -------- TOTAL: 124,569.6 265 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 173 deals totaled KZT103,594.0 m. including 103 (KZT74,354.2 m.) repo opening deals and 70 repo closing deals (KZT29,239.8 m.) Indicator TONIA according to trade results totaled 9.26 and increased relative to the previous trading day by 2.57. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 9.36 6.97 +2.39 7 8.91 8.75 +0.16 8 7.01 8.00 -0.99 14 7.26 7.39 -0.13 30 8.49 7.80 +0.69 92 8.50 12.00 -3.50 ------------------------------------------------ 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: +43.8% (-KZT7,182.0 m.), 8 participants. Second tier banks (STB): - +KZT79,688.4 m. (borrowing, 8 banks); -KZT60,074.4 m. (lending, 12 banks); - on the open trade market in GS (automatic repo sector) +KZT19,614.0 m.; - resulting balance totaled +KZT19,614.0 m. (on the previous day it was +KZT30,036.0 m.). [2007-06-20]