Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, July 4, 07/ - Today on Kazakhstan stock exchange (KASE) 299 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT141,662.6 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 1 3.04 12.00 4.29 4.38 65,036.6 120 Open 5 5.00 12.00 5.29 5.43 714.9 3 Open 6 7.00 7.00 7.00 7.25 34.9 1 Open 7 5.50 9.00 5.87 6.04 1,390.9 16 Open 14 6.50 7.20 6.68 6.90 1,809.1 9 Open 27 9.50 9.50 9.50 9.93 28.2 1 Open* 30 7.00 8.50 7.78 8.06 1,197.1 5 Open 31 8.00 8.00 8.00 8.29 20.0 1 Open 40 8.00 8.00 8.00 8.29 36.7 2 Open 43 8.00 8.00 8.00 8.28 36.7 2 Open* 90 9.00 12.00 11.84 12.38 2,320.4 6 Open 365 9.00 9.00 9.00 9.00 126.9 6 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 72,752.3 172 --------- -------- ----- ----- ------- --------- --------- -------- Close 1 3.00 6.30 4.38 4.47 59,546.8 83 Close 2 5.00 5.50 5.39 5.53 2,623.8 10 Close 7 5.50 8.75 7.65 7.95 836.3 6 Close 14 7.50 7.50 7.50 7.78 84.2 1 Close 28 8.00 8.00 8.00 8.30 452.8 1 Close 30 7.00 8.50 7.51 7.77 5,080.4 13 Close 44 4.48 4.48 4.48 4.57 12.1 1 Close 90 10.00 10.00 10.00 10.38 92.2 1 Close 115 5.03 5.03 5.03 5.12 2.3 1 Close 132 5.04 5.04 5.04 5.10 2.3 1 Close 145 8.06 8.06 8.06 8.22 117.8 6 Close 146 8.06 8.06 8.06 8.22 36.8 2 Close 233 10.00 10.00 10.00 10.00 22.5 1 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 68,910.3 127 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 141,662.6 299 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 261 deals totaled KZT140,255.7 m. including 148 (KZT71,688.1 m.) repo opening deals and 113 repo closing deals (KZT68,567.6 m.) Indicator TONIA according to trade results totaled 4.12 and decreased relative to the previous trading day by 0.25. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 4.29 4.38 -0.09 7 5.87 6.70 -0.83 14 6.68 8.00 -1.32 31 8.00 7.11 +0.89 ------------------------------------------------ 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: +6.5% (-KZT11,191.0 m.), 7 participants. Second tier banks (STB): - +KZT63,860.0 m. (borrowing, 9 banks); -KZT51,386.5 m. (lending, 10 banks); - on the open trade market in GS (automatic repo sector) +KZT12,123.5 m. CS repo sector - +KZT150.0 m.; - resulting balance totaled +KZT12,473.5 m. (on the previous day it was +KZT14,848.0 m.). [2007-07-04]