Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, July 19, 07/ - Today on Kazakhstan stock exchange (KASE) 259 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT90,037.0 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 Intraday 4.50 5.00 4.95 Х 359.2 3 Open 1 2.00 9.70 5.00 5.16 26,406.8 84 Open* 4 3.00 4.50 3.26 3.31 1,723.0 5 Open 5 4.50 4.50 4.50 4.60 35.2 1 Open 7 5.50 9.00 8.91 9.31 16,770.7 17 Open 13 6.98 12.00 7.85 8.17 75.9 4 Open 14 5.50 9.00 6.63 6.85 1,602.9 11 Open* 28 10.00 10.00 10.00 10.47 40.0 1 Open 31 8.01 9.00 8.29 8.61 25.0 3 Open 32 7.00 9.01 8.47 8.80 122.8 4 Open 62 10.00 10.00 10.00 10.41 1.7 1 Open 89 7.00 7.00 7.00 7.19 108.0 1 Open 92 9.00 9.50 9.32 9.62 17.1 14 Open 158 9.00 9.00 9.00 9.20 107.9 3 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 47,396.2 152 --------- -------- ----- ----- ------- --------- -------- -------- Close Intraday 0.00 0.00 0.00 Х 359.2 3 Close 1 1.50 9.00 3.62 3.69 37,071.8 79 Close 2 6.00 6.08 6.05 6.23 777.1 3 Close 3 5.00 5.00 5.00 5.13 6.9 1 Close 7 6.50 7.30 7.15 7.41 741.0 4 Close 14 5.00 8.00 7.67 7.96 1,658.9 9 Close 16 8.02 8.02 8.02 8.33 2.4 1 Close 27 5.00 5.00 5.00 5.12 90.1 1 Close 28 9.50 9.50 9.50 9.93 1,410.2 1 Close 30 9.00 10.00 9.12 9.51 8.6 3 Close 44 8.01 8.01 8.01 8.30 2.1 1 Close 91 10.00 10.00 10.00 10.38 512.5 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 42,640.8 107 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 90,037.0 259 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 183 deals totaled KZT82,189.5 m. including 106 (KZT43,887.1 m.) repo opening deals and 77 repo closing deals (KZT38,302.4 m.) Indicator TONIA according to trade results totaled 4.99 and increased relative to the previous trading day by 1.48. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 5.00 3.64 +1.36 5 4.50 4.47 +0.03 7 8.91 6.10 +2.81 14 6.63 7.50 -0.87 31 8.29 9.50 -1.21 62 10.00 12.49 -2.49 ------------------------------------------------ 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: -31.8 % (-KZT9,573.0 m.), 8 participants. Second tier banks (STB): - +KZT44,234.3 m. (borrowing, 9 banks); -KZT28,358.2 m. (lending, 10 banks); - on the open trade market in GS (automatic repo sector) +KZT14,777.0 m. CS repo sector + KZT1,064.0 m.; in the nego deals sector in GS +KZT35.2 m.; - resulting balance totaled +KZT15,876.1 m. (on the previous day it was +KZT10,113,. m.). [2007-07-19]