Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, July 30, 07/ - Today on Kazakhstan stock exchange (KASE) 258 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT54,241.4 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 1 4.00 8.00 6.23 6.44 23,923.0 70 Open 2 4.70 9.03 5.71 5.88 1,325.8 9 Open 3 6.50 6.75 6.63 6.85 239.9 2 Open 7 1.40 9.01 8.60 8.97 6,754.5 30 Open 14 7.53 8.70 8.40 8.75 453.6 5 Open 21 8.58 8.58 8.58 8.94 45.1 1 Open 25 9.50 9.50 9.50 9.93 30.0 1 Open 28 8.00 11.50 9.36 9.78 311.0 7 Open 30 5.00 15.00 12.29 13.08 1,471.1 12 Open 31 7.00 9.50 9.41 9.82 41.2 2 Open 32 0.00 0.00 0.00 0.00 142.8 2 Open 85 10.00 10.00 10.00 10.38 1.2 1 Open 92 10.03 10.03 10.03 10.37 30.0 1 Open 147 7.98 8.00 7.99 8.15 599.9 2 Open 183 8.50 8.50 8.50 8.50 133.1 8 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 35,502.2 153 --------- -------- ----- ----- ------- --------- -------- -------- Close 3 1.00 7.00 4.85 4.98 11,993.3 44 Close 4 3.50 5.13 3.96 4.05 350.2 2 Close 5 7.00 7.00 7.00 7.25 340.3 1 Close 6 9.00 9.00 9.00 9.41 150.1 2 Close 7 6.00 10.00 7.66 7.96 3,200.6 20 Close 11 7.91 7.91 7.91 8.22 430.0 1 Close 14 5.00 10.00 6.91 7.15 146.4 4 Close 25 4.84 4.84 4.84 4.95 34.1 1 Close 28 7.02 9.00 8.12 8.44 552.0 8 Close 31 15.00 15.00 15.00 16.07 460.8 3 Close 32 15.00 15.00 15.00 16.07 464.0 1 Close 61 1.00 9.50 9.48 9.84 140.6 2 Close 62 4.99 12.06 9.17 9.56 359.8 10 Close 119 7.50 7.50 7.50 7.69 101.5 1 Close 151 10.00 10.00 10.00 10.25 15.5 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 18,739.2 101 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 54,241.4 254 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 166 deals totaled KZT50,327.2 m. including 99 (KZT33,374.0 m.) repo opening deals and 67 repo closing deals (KZT16,953.1 m.) Indicator TONIA according to trade results totaled 6.23 and increased relative to the previous trading day by 1.40. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 3 6.63 4.83 +1.80 7 8.60 8.87 -0.27 14 8.40 9.97 -1.57 28 9.36 10.47 -1.11 31 9.41 8.06 +1.35 ------------------------------------------------ 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: -7.3% (-KZT9,185.0 m.), 8 participants. Second tier banks (STB): - +KZT32,343.9 m. (borrowing, 8 banks); -KZT20,281.0 m. (lending, 7 banks); - on the open trade market in GS (automatic repo sector) +KZT11,353.0.m.; in CS repo sector + KZT599.9; in GS nego deals sector +KZT110.0 m. - resulting balance totaled +KZT12,062.9 m. (on the previous day it was +KZT17,830.5 m.). [2007-07-30]