Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, June 21, 07/ - Today on Kazakhstan stock exchange (KASE) 300 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT208,273.8 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 3.50 9.00 5.71 5.89 31,848.1 69 Open 4 1.27 8.50 6.67 6.90 11,902.0 20 Open 5 9.00 9.00 9.00 9.41 3.2 1 Open 7 4.00 7.75 4.06 4.14 80,260.8 26 Open 14 7.00 9.00 8.72 9.09 1,001.3 10 Open* 28 9.50 9.50 9.50 9.93 1,400.0 1 Open 29 8.50 10.00 8.71 9.07 32.5 3 Open* 32 9.00 15.00 14.82 15.86 6,704.8 20 Open 36 0.00 0.00 0.00 0.00 55.6 1 Open 90 14.00 14.00 14.00 14.75 342.0 2 Open 91 10.50 10.50 10.50 10.92 342.0 2 Open 92 9.00 9.00 9.00 9.27 18.0 2 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 133,910.2 157 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 6.00 12.17 9.36 9.82 40,725.4 71 Close 2 7.00 10.01 7.01 7.26 15,998.1 13 Close 7 4.60 8.50 5.33 5.47 2,766.8 3 Close 10 4.40 4.40 4.40 4.50 4.7 1 Close 14 3.00 7.00 5.66 5.82 7,287.8 14 Close 20 4.19 8.00 5.58 5.75 28.5 2 Close 28 3.00 8.50 4.52 4.65 726.5 2 Close 29 10.03 10.03 10.03 10.50 3.7 1 Close 30 15.00 15.00 15.00 16.08 6,452.1 16 Close 37 7.02 7.02 7.02 7.24 1.4 1 Close 49 8.04 10.00 9.96 10.39 6.3 2 Close 50 5.01 10.03 9.09 9.47 71.4 5 Close 52 10.03 10.03 10.03 10.48 15.1 1 Close 63 10.04 10.04 10.04 10.45 105.8 3 Close 77 10.00 10.00 10.00 10.38 5.6 1 Close 83 10.00 10.00 10.00 10.38 15.3 1 Close 135 8.99 11.27 11.04 11.35 52.0 2 Close 238 10.00 10.00 10.00 10.00 24.5 2 Close 275 10.00 10.00 10.00 10.00 72.6 2 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 74,363.6 143 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 208,273.8 300 ------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 226 deals totaled KZT124,444.8 m. including 114 (KZT53,832.9 m.) repo opening deals and 112 repo closing deals (KZT70,611.9 m.) Indicator TONIA according to trade results totaled 5.72 and decreased relative to the previous trading day by 3.54. Dynamics of repo rates (on repo opening deals for comparable terms): --------------------------------------------- Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 5.71 9.36 -3.65 5 9.00 9.70 -0.70 7 4.06 8.91 -4.85 14 8.72 7.26 +1.46 92 9.00 8.50 +0.50 --------------------------------------------- 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: +6.6% (-KZT6,897.0 m.), 6 participants. Second tier banks (STB): - +KZT43,411.0 m. (borrowing, 9 banks); -KZT21,437.6 m. (lending, 8 banks); - on the open trade market in GS (automatic repo sector) +KZT21,973.4 m.; - resulting balance totaled +KZT21,973.4 m. (on the previous day it was +KZT19,614.0 m.). [2007-06-21]