Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, July 20, 07/ - Today on Kazakhstan stock exchange (KASE) 275 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT72,509.5 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 5.00 9.50 7.20 7.47 16.285.6 70 Open 4 3.99 5.00 4.07 4.16 440.0 8 Open 5 8.00 8.00 8.00 8.32 5.0 1 Open 7 5.00 9.00 8.57 8.95 13.724.1 35 Open 14 7.00 8.50 8.05 8.37 456.9 8 Open 28 4.50 11.00 7.66 7.98 3.945.6 4 Open 31 7.99 9.00 8.75 9.11 546.7 6 Open 62 11.00 11.00 11.00 11.49 484.8 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 35.888.6 133 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 2.00 9.70 5.01 5.17 25.101.2 81 Close 2 5.00 6.50 5.91 6.09 1.484.1 4 Close 7 4.97 8.00 7.25 7.52 4.363.1 30 Close 8 15.75 15.75 15.75 17.03 22.2 1 Close 10 7.50 7.50 7.50 7.78 139.3 4 Close 14 8.50 8.50 8.50 8.86 321.0 1 Close 23 8.02 8.02 8.02 8.32 0.4 1 Close 24 9.00 9.00 9.00 9.39 124.1 1 Close 28 8.30 8.30 8.30 8.63 1.006.4 1 Close 29 8.50 9.00 8.67 9.02 31.6 2 Close 30 7.00 8.99 8.44 8.78 3.634.0 11 Close 38 8.30 8.30 8.30 8.61 20.1 1 Close 73 9.00 9.00 9.00 9.33 2.0 1 Close 79 7.75 7.75 7.75 7.98 25.4 1 Close 169 8.09 8.09 8.09 8.26 25.9 1 Close 233 10.50 10.50 10.50 10.50 320.1 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 36.620.9 142 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 72.509.5 275 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 215 deals totaled KZT62,743.3 m. including 108 (KZT32,679.1 m.) repo opening deals and 107 repo closing deals (KZT30,064.2 m.) Indicator TONIA according to trade results totaled 7.09 and increased relative to the previous trading day by 2.10. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 4 4.07 3.26 +0.81 5 8.00 4.50 +3.50 7 8.57 8.91 -0.34 14 8.05 6.63 +1.42 28 7.66 10.00 -2.34 31 8.75 8.29 +0.46 62 11.00 10.00 +1.00 ------------------------------------------------ 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: +17.2 % (-KZT10 974.0m.), 8 participants. Second tier banks (STB): - +KZT27,450.5 m. (borrowing, 10 banks); -KZT12,953.0 m. (lending, 11 banks); - on the open trade market in GS (automatic repo sector) +KZT9,808.0 m. CS repo sector + KZT13 959,0 m.; in the CS repo sector + KZT438,5 m.; in the GS nego deals sector +KZT100.0; - resulting balance totaled +KZT14,497.5 m. (on the previous day it was +KZT15,876.1 m.). [2007-07-20]