Repo on KASE: day results

/IRBIS, Vitaliy Tomskiy, August 3, 07/ - Today on Kazakhstan stock exchange (KASE) 320 deals were concluded on the repo floors (including automatic repo sector) for a total amount of KZТ112,811.2 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 0.00 11.02 7.36 7.67 35,922.9 90 Open 7 5.00 10.50 8.82 9.22 5,483.0 34 Open 14 9.00 10.50 9.66 10.12 1,651.5 19 Open 24 9.00 9.02 9.00 9.39 58.1 2 Open 26 10.00 10.00 10.00 10.48 45.0 1 Open* 28 9.50 9.50 9.50 9.93 608.0 1 Open 31 7.00 10.01 7.41 7.67 703.5 9 Open 48 0.00 11.00 11.00 11.53 715.0 4 Open 59 9.00 9.00 9.00 9.34 55.3 1 Open 61 9.25 9.25 9.25 9.60 8.3 2 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 45,250.6 163 -------- -------- ----- ----- ------- --------- --------- -------- Close 1 5.50 12.50 8.96 9.39 26,775.8 77 Close 2 5.00 9.00 6.28 6.48 152.3 3 Close 7 7.00 10.00 8.88 9.28 37,254.9 47 Close 8 7.50 7.50 7.50 7.78 30.0 1 Close 14 7.00 8.50 8.06 8.39 452.4 7 Close 25 7.02 7.02 7.02 7.25 0.5 1 Close 28 8.50 12.00 10.09 10.59 1,389.7 7 Close 30 7.00 8.50 7.78 8.06 1,204.7 5 Close 51 9.00 9.00 9.00 9.35 23.4 1 Close 63 9.00 9.00 9.00 9.33 82.3 1 Close 71 9.00 9.00 9.00 9.33 73.3 4 Close 100 9.00 9.00 9.00 9.27 10.1 1 Close 121 8.50 8.50 8.50 8.74 48.1 1 Close 126 8.70 8.70 8.70 8.89 63.1 1 -------- -------- ----- ----- ------- --------- --------- -------- Subtotal 67,560.6 157 -------- -------- ----- ----- ------- --------- --------- -------- Total 112,811.2 320 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 272 deals totaled KZT109,810.0 m. including 135 (KZT43,083.4 m.) repo opening deals and 137 repo closing deals (KZT66,726.6 m.) Indicator TONIA according to trade results totaled 7.26 and decreased relative to the previous trading day by 1.70. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term. calendar Today Previous day days rate. % APR rate. % APR Trend -------------- ----------- ------------ ----- 7 8.82 9.02 -0.20 14 9.66 8.95 +0.71 28 9.50 11.02 -1.52 31 7.41 0 +7.41 ------------------------------------------------ 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: +51.0% (-KZT15,255.0 m.), 9 participants. Second tier banks (STB): - +KZT40,434.4 m. (borrowing, 8 banks); -KZT18,090.0 m. (lending, 12 banks); - on the open trade market in GS (automatic repo sector) +KZT21,438.0 m.; in CS repo sector + KZT857.0 m.; in GS nego deals sector +KZT49.4 m. - resulting balance totaled +KZT22,344.4 m. (on the previous day it was +KZT24,863.4 m.). [2007-08-03]