Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, June 25, 07/ - Today on Kazakhstan stock exchange (KASE) 297 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT120,396.3 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 0.00 7.10 5.44 5.59 44,895.2 82 Open 2 4.99 7.00 6.63 6.86 2,452.4 6 Open* 3 5.50 5.50 5.50 5.65 2,000.0 1 Open 4 6.98 6.98 6.98 7.23 58.0 1 Open 7 5.00 8.50 6.41 6.62 3,938.2 27 Open 11 11.00 11.00 11.00 11.61 94.6 2 Open 14 7.00 8.50 8.43 8.78 227.7 5 Open* 28 7.40 11.00 9.10 9.51 987.0 11 Open 30 0.00 15.00 14.31 15.33 1,847.6 7 Open 63 9.50 9.50 9.50 9.87 100.0 1 Open 92 9.00 9.50 9.43 9.73 115.0 2 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 56,715.7 145 --------- -------- ----- ----- ------- --------- --------- -------- Close 3 3.00 10.00 6.60 6.82 42,887.3 70 Close 4 1.27 8.50 6.67 6.90 11,898.1 19 Close 5 9.70 9.70 9.70 10.18 490.7 1 Close 7 5.50 8.50 6.02 6.20 2,898.6 21 Close 11 10.00 10.00 10.00 10.50 17.1 1 Close 14 6.50 9.50 7.75 8.05 353.1 6 Close 27 7.50 7.50 7.50 7.76 17.6 1 Close 28 3.00 11.00 4.51 4.63 2,809.1 14 Close 31 8.50 15.00 14.97 16.04 1,734.7 4 Close 32 5.00 5.00 5.00 5.12 12.2 1 Close 33 10.51 10.51 10.51 11.02 7.0 1 Close 39 5.00 8.33 7.99 8.28 67.9 2 Close 53 8.32 8.32 8.32 8.61 50.6 1 Close 91 5.00 10.00 9.93 10.31 324.2 6 Close 92 11.44 11.44 11.44 11.88 1.0 1 Close 105 9.04 9.04 9.04 9.31 34.1 1 Close 164 8.94 8.94 8.94 9.14 77.5 2 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 63,680.6 152 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 120,396.3 297 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 238 deals totaled KZT116,447.5 m. including 116 (KZT53,956.5 m.) repo opening deals and 122 repo closing deals (KZT62,491.0 m.) Indicator TONIA according to trade results totaled 5.41 and decreased relative to the previous trading day by 1.17. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 3 5.50 6.60 -1.10 7 6.41 4.06 +2.35 14 8.43 7.89 +0.54 28 9.10 8.30 +0.80 30 14.31 7.02 +7.29 ------------------------------------------------ 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: +17.6% (-KZT7,652.0 m.), 7 participants. Second tier banks (STB): - +KZT50,153.0 m. (borrowing, 7 banks); -KZT15,560.0 m. (lending, 8 banks); - on the open trade market in GS (automatic repo sector) +KZT33,273.0 m.; in CS sector +KZT1,000.0 m.; - resulting balance totaled +KZT34,593.0 m. (on the previous day it was +KZT26,874.0 m.). [2007-06-25]