Repo on KASE: day results

/IRBIS, Ruslan Dzyubaylo, July 31, 07/ - Today on Kazakhstan stock exchange (KASE) 241 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZT76,195.0 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 0 Correcting,deal 78.0 1 Open 1 5.00 12.50 9.03 9.47 38,199.1 101 Open* 2 10.50 10.50 10.50 11.07 1,000.0 1 Open 6 6.00 6.00 6.00 6.18 125.4 1 Open 7 3.00 9.50 8.81 9.21 5,009.0 12 Open 10 4.93 4.93 4.93 5.05 70.0 1 Open 14 7.00 7.00 7.00 7.24 6.7 1 Open* 28 11.50 11.50 11.50 12.13 50.0 1 Open 30 9.00 9.00 9.00 9.38 37.0 1 Open 31 0.00 9.48 8.57 8.92 176.5 9 Open 92 10.00 10.00 10.00 10.33 91.0 2 Open 97 8.00 8.00 8.00 8.21 700.0 1 Open 122 7.99 7.99 7.99 8.15 200.0 1 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 45,742.7 133 -------- -------- ----- ----- ------- --------- -------- -------- Close 0 Correcting,deal 78.0 1 Close 1 4.00 8.00 6.23 6.44 23,924.1 69 Close 4 1.84 4.63 3.67 3.74 205.1 2 Close 5 4.60 5.00 4.69 4.80 72.7 2 Close 6 6.50 6.50 6.50 6.71 80.4 1 Close 7 6.00 9.50 7.97 8.29 4,587.8 16 Close 14 7.50 8.00 7.63 7.92 844.2 6 Close 15 7.01 7.01 7.01 7.25 6.2 1 Close 25 8.00 8.00 8.00 8.30 35.2 1 Close 27 9.50 9.50 9.50 9.93 28.4 1 Close 29 8.00 8.00 8.00 8.30 87.0 1 Close 33 7.00 7.00 7.00 7.23 4.7 1 Close 68 5.66 5.66 5.66 5.79 16.2 1 Close 152 2.00 9.00 3.12 3.17 480.5 4 Close 153 8.09 8.09 8.09 8.25 1.8 1 -------- -------- ----- ----- ------- --------- -------- -------- Subtotal 30,452.3 108 -------- -------- ----- ----- ------- --------- -------- -------- Total 76,195.0 241 ------------------------------------------------------------------------ By open trades method (in automatic repo sector) volume of 185 deals totaled KZT72,311.0 m. including 100 (KZT43,281.0 m.) repo opening deals and 85 repo closing deals (KZT29,030.0 m.) Indicator TONIA according to trade results totaled 9.06 and increased relative to the previous trading day by 2.83. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 1 9.03 6.23 +2.80 2 10.50 5.71 +4.79 7 8.81 8.60 +0.21 14 7.00 8.40 -1.40 28 11.50 9.36 +2.14 30 9.00 12.29 -3.29 31 8.57 9.41 -0.84 92 10.00 10.03 -0.03 ------------------------------------------------ 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: +6,4% (-KZT9,725.0 m.), 9 participants. Second tier banks (STB): - +KZT43,268.4 m. (borrowing, 9 banks); -KZT26,180.0 m. (lending, 15 banks); - on the open trade market in GS (automatic repo sector) +KZT16,086.0.m.; in CS repo sector + KZT671.0; in GS nego deals sector +KZT331.4 m. - resulting balance totaled +KZT17,088.4 m. (on the previous day it was +KZT12,062.9 m.). [2007-07-31]