Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, July 12, 07/ - Today on Kazakhstan stock exchange (KASE) 325 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT126,820.4 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 Intraday 4.00 4.00 4.00 X 52.0 1 Open 1 3.00 10.00 4.92 5.05 54,445.7 111 Open* 4 5.00 7.50 5.58 5.74 2,990.0 6 Open 7 6.50 7.30 7.15 7.41 740.0 4 Open 14 7.50 9.50 7.60 7.89 562.7 14 Open 15 0.00 5.00 3.75 3.84 60.0 2 Open* 28 8.00 9.30 8.49 8.83 980.1 10 Open 29 14.00 14.00 14.00 14.94 22.1 1 Open 32 8.50 8.60 8.55 8.90 110.4 3 Open 33 7.50 10.00 8.27 8.59 163.1 3 Open 50 9.53 9.53 9.53 9.93 47.0 1 Open 90 8.00 8.00 8.00 8.24 1.0 1 Open 92 10.00 10.00 10.00 10.34 1,626.8 5 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 61,800.9 162 --------- -------- ----- ----- ------- --------- --------- -------- Close Intraday 0.00 0.00 0.00 X 52.0 1 Close 1 3.90 10.01 5.68 5.85 48,675.8 100 Close 2 5.00 7.50 7.45 7.73 510.2 2 Close 3 9.01 9.01 9.01 9.42 3.1 1 Close 6 7.00 7.00 7.00 7.24 49.8 1 Close 7 6.50 10.00 8.99 9.41 470.8 6 Close 9 10.36 10.36 10.36 10.91 32.5 1 Close 14 7.00 8.00 7.24 7.50 9,238.6 12 Close 16 5.00 5.00 5.00 5.12 200.4 2 Close 17 5.00 5.00 5.00 5.12 105.2 1 Close 21 0.00 7.50 4.99 5.17 166.0 2 Close 24 11.00 11.00 11.00 11.58 15.8 1 Close 28 8.00 9.30 8.33 8.66 3,836.4 18 Close 30 8.50 8.50 8.50 8.84 1.0 1 Close 31 5.00 5.00 5.00 5.11 147.6 1 Close 35 11.50 11.50 11.50 12.11 101.1 3 Close 43 9.04 9.04 9.04 9.41 303.2 1 Close 57 8.02 8.02 8.02 8.30 14.6 1 Close 65 14.00 14.00 14.00 14.81 22.6 1 Close 76 11.02 11.02 11.02 11.49 15.1 1 Close 90 8.50 8.50 8.50 8.77 610.6 2 Close 128 10.00 10.00 10.00 10.25 398.1 1 Close 157 9.00 9.02 9.01 9.21 49.0 3 --------- -------- ----- ----- ------- --------- --------- -------- Subtotal: 65,019.5 163 --------- -------- ----- ----- ------- --------- --------- -------- TOTAL: 126,820.4 325 -------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 260 deals totaled KZT119,408.3 m. including 127 (KZT57,564.2 m.) repo opening deals and 133 repo closing deals (KZT61,844.1 m.) Indicator TONIA according to trade results totaled 4.77 and decreased relative to the previous trading day by 0.79. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 4.92 5.68 -0.76 7 7.15 6.96 +0.19 14 7.60 7.72 -0.12 28 8.49 8.89 -0.40 33 8.27 12.01 -3.74 92 8.00 12.00 -4.00 92 10.00 9.50 +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: +104.6% (-KZT11,247.0 m.), 8 participants. Second tier banks (STB): 0. +KZT54,138.8 m. (borrowing, 4 banks); -KZT43,360.5 m. (lending, 10 banks); 1. on the open trade market in GS (automatic repo sector) +KZT12,175.1 m. CS repo sector - KZT1,626.8 m.; in nego deals with GS sector KZT230.0 m. 2. resulting balance totaled +KZT10,778.3 m. (on the previous day it was +KZT8,613.9 m.). [2007-07-12]