Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, June 29, 07/ - Today on Kazakhstan stock exchange (KASE) 238 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT176,912.0 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 3 3.00 12.17 5.33 5.49 49,485.7 97 Open 7 6.50 9.00 8.70 9.08 13,226.0 16 Open 14 7.00 7.00 7.00 7.24 240.0 2 Open 17 7.00 7.00 7.00 7.24 56.0 3 Open* 28 9.50 11.50 9.88 10.35 252.0 3 Open 31 8.00 15.00 14.98 16.05 456.0 4 Open 32 10.50 10.50 10.50 11.02 290.5 1 Open 33 7.50 7.50 7.50 7.76 299.0 4 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 64,305.2 130 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 3.50 6.50 4.42 4.52 29,184.6 59 Close 2 4.60 7.11 4.63 4.74 31,309.0 18 Close 3 5.00 5.60 5.52 5.67 1,154.5 4 Close 4 11.00 11.00 11.00 11.62 94.7 2 Close 7 4.00 8.50 4.06 4.14 47,257.8 11 Close 14 7.25 7.25 7.25 7.51 2,005.6 1 Close 21 9.00 9.00 9.00 9.40 30.2 1 Close 23 8.50 8.50 8.50 8.85 15.1 1 Close 28 3.00 11.50 7.65 8.01 88.5 2 Close 30 15.00 15.00 15.00 16.08 452.5 3 Close 58 8.04 8.04 8.04 8.31 86.4 1 Close 60 9.50 9.50 9.50 9.88 193.0 1 Close 92 4.01 4.01 4.01 4.07 0.4 1 Close 206 5.06 5.06 5.06 5.06 711.9 1 Close 365 8.50 8.50 8.50 8.50 21.7 1 Close 368 8.17 8.17 8.17 1.0 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 112,606.8 108 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 176,912.0 238 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 182 deals totaled KZT115,706.7 m. including 91 (KZT50,824.2 m.) repo opening deals and 91 repo closing deals (KZT64,882.5 m.) Indicator TONIA according to trade results totaled 6.96 and increased relative to the previous trading day by 2.55. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 7 8.70 5.94 +2.76 14 7.00 7.24 -0.24 32 10.50 15.00 -4.50 ------------------------------------------------ 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: +13.9% (-KZT8,794.1 m.), 8 participants. Second tier banks (STB): - +KZT59,385.0 m. (borrowing, 10 banks); -KZT41,399.0 m. (lending, 8 banks); - on the open trade market in GS (automatic repo sector) +KZT16,946.0 m.; in CS sector +KZT1,000.0 m.; - resulting balance totaled +KZT17,986.0 m. (on the previous day it was +KZT15,783.4 m.). [2007-06-29]